# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-040387
**Filing Date:** 2026-2
**Character Count:** 1809592
**Document Hash:** a09a8b5f87aa93fb8796a986669e2cc4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-040387.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001193125-26-040387

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605360

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-30

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 100 days

- **Total Value of Portfolio Securities:** $186020547203.82

- **Amortized Cost of Portfolio Securities:** $185995015083.10

- **Cash:** $3909701919.92

- **Total Other Assets:** $326983690.77

- **Total Liabilities:** $828096704.64

- **Net Assets of Series:** $189403603989.15

- **Number of Shares Outstanding (Series):** 189452325548.1900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $133137415588.48          | $161700296380.56           | 69.3600%                  | 84.2500%                   |
| 2026-01-05 | $141355926977.50          | $163094072541.79           | 72.9400%                  | 84.1600%                   |
| 2026-01-06 | $135301664935.13          | $161965385588.17           | 70.4100%                  | 84.2800%                   |
| 2026-01-07 | $136443423771.77          | $164306719513.58           | 70.1400%                  | 84.4700%                   |
| 2026-01-08 | $134990250129.49          | $162818620960.05           | 69.9000%                  | 84.3100%                   |
| 2026-01-09 | $132321755294.98          | $160390351391.81           | 69.0700%                  | 83.7200%                   |
| 2026-01-12 | $137541187332.60          | $161559858518.19           | 71.0900%                  | 83.5100%                   |
| 2026-01-13 | $129910364871.16          | $157329111145.50           | 68.6000%                  | 83.0700%                   |
| 2026-01-14 | $127323239149.35          | $155722310512.46           | 67.9300%                  | 83.0800%                   |
| 2026-01-15 | $127895940112.17          | $156610236564.03           | 67.9100%                  | 83.1500%                   |
| 2026-01-16 | $133567090637.91          | $158349052933.88           | 70.2800%                  | 83.3100%                   |
| 2026-01-20 | $126344899041.89          | $155536652798.89           | 67.6200%                  | 83.2400%                   |
| 2026-01-21 | $125122610915.26          | $154479386477.03           | 67.3500%                  | 83.1500%                   |
| 2026-01-22 | $127000167262.25          | $156356964628.80           | 67.5800%                  | 83.2100%                   |
| 2026-01-23 | $127357822762.30          | $158020874086.52           | 67.7800%                  | 84.1000%                   |
| 2026-01-26 | $134531257282.69          | $160332596539.16           | 70.7600%                  | 84.3300%                   |
| 2026-01-27 | $128121947868.28          | $157973450056.99           | 68.2400%                  | 84.1400%                   |
| 2026-01-28 | $130174472821.04          | $157926137942.00           | 69.3500%                  | 84.1300%                   |
| 2026-01-29 | $136034175939.59          | $159993803992.79           | 71.7700%                  | 84.4100%                   |
| 2026-01-30 | $132144918443.63          | $160618953751.76           | 69.4700%                  | 84.4300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7900%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7400%             |
| 2026-01-28 | 3.7400%             |
| 2026-01-29 | 3.7400%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 0.9999                      |
|  |  |
| 2026-01-05 | 0.9999                      |
|  |  |
| 2026-01-06 | 0.9999                      |
|  |  |
| 2026-01-07 | 0.9999                      |
|  |  |
| 2026-01-08 | 0.9999                      |
|  |  |
| 2026-01-09 | 0.9999                      |
|  |  |
| 2026-01-12 | 0.9999                      |
|  |  |
| 2026-01-13 | 0.9999                      |
|  |  |
| 2026-01-14 | 0.9999                      |
|  |  |
| 2026-01-15 | 0.9999                      |
|  |  |
| 2026-01-16 | 0.9999                      |
|  |  |
| 2026-01-20 | 0.9999                      |
|  |  |
| 2026-01-21 | 0.9999                      |
|  |  |
| 2026-01-22 | 0.9999                      |
|  |  |
| 2026-01-23 | 0.9999                      |
|  |  |
| 2026-01-26 | 0.9999                      |
|  |  |
| 2026-01-27 | 0.9999                      |
|  |  |
| 2026-01-28 | 0.9999                      |
|  |  |
| 2026-01-29 | 0.9999                      |
|  |  |
| 2026-01-30 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $37447092959.70

- **Number of Shares Outstanding:** 37456725726.5100

- **Expense Reimbursement/Waiver:** 2479766.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $607201248.93             | $957851292.20           |
| 2026-01-05 | $473890783.11             | $347745206.02           |
| 2026-01-06 | $579360103.64             | $848300161.25           |
| 2026-01-07 | $417208678.43             | $654807782.92           |
| 2026-01-08 | $467382561.76             | $387773532.73           |
| 2026-01-09 | $440095091.56             | $405736472.34           |
| 2026-01-12 | $681821388.37             | $396876006.09           |
| 2026-01-13 | $775369779.02             | $384545436.23           |
| 2026-01-14 | $484411927.50             | $740511112.38           |
| 2026-01-15 | $1340312101.10            | $536192691.47           |
| 2026-01-16 | $379437149.86             | $528344425.72           |
| 2026-01-20 | $390851800.61             | $914497324.80           |
| 2026-01-21 | $384504216.13             | $433937579.52           |
| 2026-01-22 | $483953671.45             | $257779600.44           |
| 2026-01-23 | $580407217.61             | $546303940.56           |
| 2026-01-26 | $767690035.09             | $783487865.96           |
| 2026-01-27 | $907698272.45             | $573867744.15           |
| 2026-01-28 | $271492596.34             | $423625389.99           |
| 2026-01-29 | $423683630.96             | $451038117.50           |
| 2026-01-30 | $568478157.08             | $516592917.73           |

**Total Gross Subscriptions (Month):** $11425250411.00

**Total Gross Redemptions (Month):** $11089814600.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6400%           |
| 2026-01-05 | 3.6400%           |
| 2026-01-06 | 3.6300%           |
| 2026-01-07 | 3.6200%           |
| 2026-01-08 | 3.6000%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5600%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5500%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5500%           |
| 2026-01-21 | 3.5500%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5500%           |
| 2026-01-26 | 3.5400%           |
| 2026-01-27 | 3.5400%           |
| 2026-01-28 | 3.5400%           |
| 2026-01-29 | 3.5400%           |
| 2026-01-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.0300%          | 0.0000%              |
| Broker-dealer                                       |  | 16.2500%         | 0.0000%              |
| Broker-dealer                                       |  | 11.8400%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.8800%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3700%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.1900%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $11977898659.27

- **Number of Shares Outstanding:** 11980979814.4500

- **Expense Reimbursement/Waiver:** 792389.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $118828097.67             | $264849253.09           |
| 2026-01-05 | $793923078.99             | $635696093.48           |
| 2026-01-06 | $163543034.15             | $63824525.73            |
| 2026-01-07 | $126218467.70             | $305938931.66           |
| 2026-01-08 | $90155808.29              | $154350582.15           |
| 2026-01-09 | $75878696.37              | $164916578.06           |
| 2026-01-12 | $222741377.70             | $236047970.44           |
| 2026-01-13 | $101644728.27             | $184697165.67           |
| 2026-01-14 | $71840857.42              | $204251611.10           |
| 2026-01-15 | $217092408.36             | $377111270.69           |
| 2026-01-16 | $156500938.76             | $501370062.00           |
| 2026-01-20 | $242048294.65             | $78144860.15            |
| 2026-01-21 | $217675940.10             | $57024370.47            |
| 2026-01-22 | $363397198.01             | $129542245.15           |
| 2026-01-23 | $144851272.15             | $149812727.06           |
| 2026-01-26 | $158840062.94             | $254307337.27           |
| 2026-01-27 | $155619338.38             | $53569935.31            |
| 2026-01-28 | $148129331.28             | $163543317.05           |
| 2026-01-29 | $335402579.48             | $209964722.01           |
| 2026-01-30 | $135327686.55             | $100028266.59           |

**Total Gross Subscriptions (Month):** $4039659197.22

**Total Gross Redemptions (Month):** $4288991825.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4300%           |
| 2026-01-05 | 3.4200%           |
| 2026-01-06 | 3.4200%           |
| 2026-01-07 | 3.4000%           |
| 2026-01-08 | 3.3800%           |
| 2026-01-09 | 3.3700%           |
| 2026-01-12 | 3.3400%           |
| 2026-01-13 | 3.3400%           |
| 2026-01-14 | 3.3400%           |
| 2026-01-15 | 3.3400%           |
| 2026-01-16 | 3.3400%           |
| 2026-01-20 | 3.3300%           |
| 2026-01-21 | 3.3300%           |
| 2026-01-22 | 3.3300%           |
| 2026-01-23 | 3.3300%           |
| 2026-01-26 | 3.3200%           |
| 2026-01-27 | 3.3300%           |
| 2026-01-28 | 3.3300%           |
| 2026-01-29 | 3.3300%           |
| 2026-01-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.1900%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1922064506.41

- **Number of Shares Outstanding:** 1922558931.9500

- **Expense Reimbursement/Waiver:** 129540.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $9610410.95               | $484885.20              |
| 2026-01-05 | $223158998.04             | $8600075.16             |
| 2026-01-06 | $142734711.60             | $13375826.94            |
| 2026-01-07 | $1397562.68               | $67970610.02            |
| 2026-01-08 | $47695986.07              | $1303127.11             |
| 2026-01-09 | $46828152.28              | $1523948.41             |
| 2026-01-12 | $1059886.87               | $48645665.53            |
| 2026-01-13 | $2464133.29               | $13022438.34            |
| 2026-01-14 | $36601697.19              | $5032749.86             |
| 2026-01-15 | $4340263.11               | $101741584.12           |
| 2026-01-16 | $8552509.03               | $16928618.78            |
| 2026-01-20 | $32998010.92              | $237829.53              |
| 2026-01-21 | $8804952.75               | $20634647.88            |
| 2026-01-22 | $957703.49                | $72010634.22            |
| 2026-01-23 | $10052874.80              | $5893114.05             |
| 2026-01-26 | $2073709.85               | $8653283.77             |
| 2026-01-27 | $46393467.09              | $25906344.84            |
| 2026-01-28 | $31565894.25              | $1273389.01             |
| 2026-01-29 | $1226616.29               | $17171360.80            |
| 2026-01-30 | $24040087.61              | $32281984.59            |

**Total Gross Subscriptions (Month):** $682557628.16

**Total Gross Redemptions (Month):** $462692118.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1700%           |
| 2026-01-05 | 3.1600%           |
| 2026-01-06 | 3.1600%           |
| 2026-01-07 | 3.1400%           |
| 2026-01-08 | 3.1200%           |
| 2026-01-09 | 3.1100%           |
| 2026-01-12 | 3.0800%           |
| 2026-01-13 | 3.0800%           |
| 2026-01-14 | 3.0800%           |
| 2026-01-15 | 3.0800%           |
| 2026-01-16 | 3.0800%           |
| 2026-01-20 | 3.0800%           |
| 2026-01-21 | 3.0700%           |
| 2026-01-22 | 3.0700%           |
| 2026-01-23 | 3.0700%           |
| 2026-01-26 | 3.0700%           |
| 2026-01-27 | 3.0700%           |
| 2026-01-28 | 3.0700%           |
| 2026-01-29 | 3.0700%           |
| 2026-01-30 | 3.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.0200%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.7100%          | 0.0000%              |
| Retail investor                                     |  | 13.2500%         | 0.0000%              |
| Retail investor                                     |  | 12.5000%         | 0.0000%              |
| Retail investor                                     |  | 16.1900%         | 0.0000%              |
| Retail investor                                     |  | 23.4600%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $8369706141.47

- **Number of Shares Outstanding:** 8371859137.1000

- **Expense Reimbursement/Waiver:** 557622.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $10088570.91              | $71877492.82            |
| 2026-01-05 | $12289204.78              | $52358956.97            |
| 2026-01-06 | $6428221.04               | $14195446.78            |
| 2026-01-07 | $12855742.20              | $25628963.20            |
| 2026-01-08 | $1462079.47               | $26285534.27            |
| 2026-01-09 | $679863192.10             | $2908570.11             |
| 2026-01-12 | $53204655.65              | $4769689.80             |
| 2026-01-13 | $3446115.20               | $29209554.10            |
| 2026-01-14 | $2177145.57               | $113074509.95           |
| 2026-01-15 | $1857877.14               | $155416473.68           |
| 2026-01-16 | $33091787.70              | $4633295.57             |
| 2026-01-20 | $174003118.32             | $6570607.75             |
| 2026-01-21 | $3094498.35               | $64997303.45            |
| 2026-01-22 | $14048333.72              | $59585314.48            |
| 2026-01-23 | $38715386.15              | $2917625.86             |
| 2026-01-26 | $1128514.27               | $44450723.27            |
| 2026-01-27 | $95940128.36              | $4789270.00             |
| 2026-01-28 | $19518832.40              | $69070567.58            |
| 2026-01-29 | $7442507.33               | $44550731.14            |
| 2026-01-30 | $63544952.28              | $118274345.15           |

**Total Gross Subscriptions (Month):** $1234200862.94

**Total Gross Redemptions (Month):** $915564975.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5400%           |
| 2026-01-05 | 3.5400%           |
| 2026-01-06 | 3.5300%           |
| 2026-01-07 | 3.5100%           |
| 2026-01-08 | 3.5000%           |
| 2026-01-09 | 3.4800%           |
| 2026-01-12 | 3.4500%           |
| 2026-01-13 | 3.4500%           |
| 2026-01-14 | 3.4500%           |
| 2026-01-15 | 3.4500%           |
| 2026-01-16 | 3.4500%           |
| 2026-01-20 | 3.4500%           |
| 2026-01-21 | 3.4400%           |
| 2026-01-22 | 3.4400%           |
| 2026-01-23 | 3.4400%           |
| 2026-01-26 | 3.4400%           |
| 2026-01-27 | 3.4400%           |
| 2026-01-28 | 3.4400%           |
| 2026-01-29 | 3.4400%           |
| 2026-01-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.5900%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.7800%          | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $102780184643.36

- **Number of Shares Outstanding:** 102806623479.4300

- **Expense Reimbursement/Waiver:** 6895971.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4473190619.01            | $4129343461.51          |
| 2026-01-05 | $2525104541.04            | $2965283236.25          |
| 2026-01-06 | $1669912898.95            | $2433570718.29          |
| 2026-01-07 | $4674240728.75            | $4929705453.60          |
| 2026-01-08 | $2334293849.08            | $3153427563.22          |
| 2026-01-09 | $2216708735.67            | $2914701425.40          |
| 2026-01-12 | $2924216730.16            | $3835826925.44          |
| 2026-01-13 | $2095689618.04            | $3071519901.27          |
| 2026-01-14 | $1616530805.08            | $2959243810.27          |
| 2026-01-15 | $2841158062.75            | $2437976044.04          |
| 2026-01-16 | $2847555149.39            | $4320990261.49          |
| 2026-01-20 | $3278491258.90            | $3195467040.43          |
| 2026-01-21 | $1346723432.73            | $2287612356.69          |
| 2026-01-22 | $3313626518.05            | $2292612945.57          |
| 2026-01-23 | $2068192789.65            | $1921336963.27          |
| 2026-01-26 | $1961928449.71            | $2060104093.41          |
| 2026-01-27 | $1262097324.83            | $2110736545.31          |
| 2026-01-28 | $2193716280.26            | $1902074105.95          |
| 2026-01-29 | $5211671165.94            | $1753112345.20          |
| 2026-01-30 | $2883135491.33            | $3687129775.17          |

**Total Gross Subscriptions (Month):** $53738184449.32

**Total Gross Redemptions (Month):** $58361774971.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6900%           |
| 2026-01-06 | 3.6800%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6500%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.8800%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.5700%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.1100%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.0000%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9700%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $10072368185.46

- **Number of Shares Outstanding:** 10074959168.2600

- **Expense Reimbursement/Waiver:** 673684.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $63754025.69              | $41721434.25            |
| 2026-01-05 | $43049342.19              | $31980297.77            |
| 2026-01-06 | $33431277.00              | $22582595.11            |
| 2026-01-07 | $26582335.44              | $19077759.49            |
| 2026-01-08 | $20509355.58              | $23816691.26            |
| 2026-01-09 | $15307928.32              | $20483172.12            |
| 2026-01-12 | $23159073.04              | $22255590.77            |
| 2026-01-13 | $32004669.16              | $15009821.74            |
| 2026-01-14 | $16632906.30              | $33049208.58            |
| 2026-01-15 | $21144817.09              | $26040420.35            |
| 2026-01-16 | $38560949.81              | $35181365.45            |
| 2026-01-20 | $13721807.94              | $23984493.72            |
| 2026-01-21 | $23695916.01              | $34678889.57            |
| 2026-01-22 | $17320599.47              | $23504981.77            |
| 2026-01-23 | $24378693.09              | $21810622.68            |
| 2026-01-26 | $16639505.56              | $13905752.83            |
| 2026-01-27 | $18507146.62              | $8707448.32             |
| 2026-01-28 | $24732629.69              | $4158280.49             |
| 2026-01-29 | $21912130.11              | $15709562.40            |
| 2026-01-30 | $13728475.18              | $32282474.90            |

**Total Gross Subscriptions (Month):** $508773583.29

**Total Gross Redemptions (Month):** $469940863.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.8400%           |
| 2026-01-05 | 2.8300%           |
| 2026-01-06 | 2.8200%           |
| 2026-01-07 | 2.8100%           |
| 2026-01-08 | 2.7900%           |
| 2026-01-09 | 2.7800%           |
| 2026-01-12 | 2.7500%           |
| 2026-01-13 | 2.7500%           |
| 2026-01-14 | 2.7500%           |
| 2026-01-15 | 2.7500%           |
| 2026-01-16 | 2.7500%           |
| 2026-01-20 | 2.7400%           |
| 2026-01-21 | 2.7400%           |
| 2026-01-22 | 2.7400%           |
| 2026-01-23 | 2.7400%           |
| 2026-01-26 | 2.7300%           |
| 2026-01-27 | 2.7400%           |
| 2026-01-28 | 2.7400%           |
| 2026-01-29 | 2.7400%           |
| 2026-01-30 | 2.7400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.5500%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $727458461.76

- **Number of Shares Outstanding:** 727645590.7700

- **Expense Reimbursement/Waiver:** 49382.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4250796.06               | $6956434.12             |
| 2026-01-05 | $1524266.19               | $8485329.46             |
| 2026-01-06 | $1470735.47               | $3145170.27             |
| 2026-01-07 | $22737391.86              | $1136450.09             |
| 2026-01-08 | $1068894.95               | $1851018.79             |
| 2026-01-09 | $2159811.14               | $1390969.47             |
| 2026-01-12 | $26629746.25              | $1635874.60             |
| 2026-01-13 | $647425.16                | $26907596.74            |
| 2026-01-14 | $1265855.02               | $5946196.43             |
| 2026-01-15 | $1912123.28               | $622826.49              |
| 2026-01-16 | $10014411.18              | $1106244.83             |
| 2026-01-20 | $1093731.67               | $7144354.12             |
| 2026-01-21 | $6556499.00               | $31095621.42            |
| 2026-01-22 | $2982531.12               | $3762473.14             |
| 2026-01-23 | $11249071.30              | $1005615.32             |
| 2026-01-26 | $1911328.17               | $4047379.75             |
| 2026-01-27 | $3096637.66               | $1906683.33             |
| 2026-01-28 | $735964.35                | $2223897.99             |
| 2026-01-29 | $2569366.54               | $3368896.28             |
| 2026-01-30 | $1715141.08               | $1428859.22             |

**Total Gross Subscriptions (Month):** $105591727.45

**Total Gross Redemptions (Month):** $115167891.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.0200%           |
| 2026-01-05 | 3.0200%           |
| 2026-01-06 | 3.0100%           |
| 2026-01-07 | 3.0000%           |
| 2026-01-08 | 2.9800%           |
| 2026-01-09 | 2.9700%           |
| 2026-01-12 | 2.9400%           |
| 2026-01-13 | 2.9300%           |
| 2026-01-14 | 2.9300%           |
| 2026-01-15 | 2.9300%           |
| 2026-01-16 | 2.9300%           |
| 2026-01-20 | 2.9300%           |
| 2026-01-21 | 2.9300%           |
| 2026-01-22 | 2.9200%           |
| 2026-01-23 | 2.9200%           |
| 2026-01-26 | 2.9200%           |
| 2026-01-27 | 2.9200%           |
| 2026-01-28 | 2.9200%           |
| 2026-01-29 | 2.9200%           |
| 2026-01-30 | 2.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.2700%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1113802444.75

- **Number of Shares Outstanding:** 1114088955.6200

- **Expense Reimbursement/Waiver:** 75702.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5969663.93               | $131755675.80           |
| 2026-01-05 | $3616457.43               | $3008767.75             |
| 2026-01-06 | $4021419.06               | $5462496.08             |
| 2026-01-07 | $28429047.02              | $4013599.57             |
| 2026-01-08 | $9215445.05               | $10938743.20            |
| 2026-01-09 | $27208802.71              | $11822131.53            |
| 2026-01-12 | $6346690.57               | $15966071.22            |
| 2026-01-13 | $2140657.51               | $11251176.40            |
| 2026-01-14 | $7338164.40               | $9379843.36             |
| 2026-01-15 | $2793628.27               | $9053307.13             |
| 2026-01-16 | $6764899.87               | $9500858.48             |
| 2026-01-20 | $37318570.22              | $7671619.94             |
| 2026-01-21 | $7705414.58               | $7038086.40             |
| 2026-01-22 | $1838306.39               | $62198611.98            |
| 2026-01-23 | $18114100.28              | $6981635.46             |
| 2026-01-26 | $10336017.18              | $3810451.53             |
| 2026-01-27 | $2732064.97               | $4388145.07             |
| 2026-01-28 | $3104538.26               | $4079621.16             |
| 2026-01-29 | $3575992.45               | $18384021.44            |
| 2026-01-30 | $13997256.13              | $2622930.86             |

**Total Gross Subscriptions (Month):** $202567136.28

**Total Gross Redemptions (Month):** $339327794.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6700%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6400%           |
| 2026-01-08 | 3.6300%           |
| 2026-01-09 | 3.6100%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5800%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5800%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.8400%          | 5.8400%              |
| Depository institution or other banking institution |  | 20.7900%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.3400%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.8800%         | 0.0000%              |
| Broker-dealer                                       |  | 18.2700%         | 0.0000%              |
| Broker-dealer                                       |  | 15.3200%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $8627644347.20

- **Number of Shares Outstanding:** 8629863694.0100

- **Expense Reimbursement/Waiver:** 595636.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $208001803.94             | $32736330.45            |
| 2026-01-05 | $46959753.77              | $45357117.01            |
| 2026-01-06 | $40629626.38              | $121454237.00           |
| 2026-01-07 | $92650611.85              | $85473980.03            |
| 2026-01-08 | $130219647.41             | $146215201.75           |
| 2026-01-09 | $63230419.07              | $156373091.19           |
| 2026-01-12 | $55415978.97              | $146061292.12           |
| 2026-01-13 | $32336820.23              | $161181750.20           |
| 2026-01-14 | $115305468.67             | $98058627.29            |
| 2026-01-15 | $61321104.47              | $60289754.54            |
| 2026-01-16 | $104788533.26             | $85804855.20            |
| 2026-01-20 | $68000590.81              | $83609975.09            |
| 2026-01-21 | $74128392.25              | $125759102.29           |
| 2026-01-22 | $51708495.27              | $78497111.09            |
| 2026-01-23 | $66227066.30              | $87169991.10            |
| 2026-01-26 | $80474279.22              | $44360089.92            |
| 2026-01-27 | $67778393.53              | $91166949.64            |
| 2026-01-28 | $46072115.85              | $73766007.61            |
| 2026-01-29 | $23492357.14              | $89474938.10            |
| 2026-01-30 | $57435281.80              | $74964064.21            |

**Total Gross Subscriptions (Month):** $1486176740.19

**Total Gross Redemptions (Month):** $1887774465.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6900%           |
| 2026-01-06 | 3.6800%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6500%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.9800%          | 0.0000%              |
| Broker-dealer |  | 77.8000%         | 0.0000%              |
| Broker-dealer |  | 8.4500%          | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $456293374.43

- **Number of Shares Outstanding:** 456410749.8400

- **Expense Reimbursement/Waiver:** 36554.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $422698.12                | $1528381.02             |
| 2026-01-05 | $542230639.60             | $2288.71                |
| 2026-01-06 | $244875395.82             | $5867403.14             |
| 2026-01-07 | $3507276.38               | $53541578.13            |
| 2026-01-08 | $150000.00                | $3321359.66             |
| 2026-01-09 | $1506903.42               | $690252.11              |
| 2026-01-12 | $38450403.80              | $2745.60                |
| 2026-01-13 | $7616441.90               | $239373763.32           |
| 2026-01-14 | $0.00                     | $26949443.23            |
| 2026-01-15 | $7759789.74               | $36430682.57            |
| 2026-01-16 | $12470408.12              | $25350983.87            |
| 2026-01-20 | $209887.79                | $46979541.11            |
| 2026-01-21 | $893016.72                | $29093677.48            |
| 2026-01-22 | $36338254.44              | $36665059.29            |
| 2026-01-23 | $1647655.56               | $965355.70              |
| 2026-01-26 | $36544.04                 | $50010259.95            |
| 2026-01-27 | $18362843.57              | $0.00                   |
| 2026-01-28 | $3915023.80               | $12413026.33            |
| 2026-01-29 | $3318701.45               | $10332433.97            |
| 2026-01-30 | $3291855.08               | $1236100.46             |

**Total Gross Subscriptions (Month):** $927003739.35

**Total Gross Redemptions (Month):** $580754335.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3900%           |
| 2026-01-05 | 3.3900%           |
| 2026-01-06 | 3.3800%           |
| 2026-01-07 | 3.3600%           |
| 2026-01-08 | 3.3500%           |
| 2026-01-09 | 3.3300%           |
| 2026-01-12 | 3.3000%           |
| 2026-01-13 | 3.3000%           |
| 2026-01-14 | 3.3000%           |
| 2026-01-15 | 3.3000%           |
| 2026-01-16 | 3.3000%           |
| 2026-01-20 | 3.3000%           |
| 2026-01-21 | 3.2900%           |
| 2026-01-22 | 3.2900%           |
| 2026-01-23 | 3.2900%           |
| 2026-01-26 | 3.2900%           |
| 2026-01-27 | 3.2900%           |
| 2026-01-28 | 3.2900%           |
| 2026-01-29 | 3.2900%           |
| 2026-01-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.9700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 74.6300%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $5909090265.34

- **Number of Shares Outstanding:** 5910610300.2500

- **Expense Reimbursement/Waiver:** 278341.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 0.9999          |
|  |  |
| 2026-01-05 | 0.9999          |
|  |  |
| 2026-01-06 | 0.9999          |
|  |  |
| 2026-01-07 | 0.9999          |
|  |  |
| 2026-01-08 | 0.9999          |
|  |  |
| 2026-01-09 | 0.9999          |
|  |  |
| 2026-01-12 | 0.9999          |
|  |  |
| 2026-01-13 | 0.9999          |
|  |  |
| 2026-01-14 | 0.9999          |
|  |  |
| 2026-01-15 | 0.9999          |
|  |  |
| 2026-01-16 | 0.9999          |
|  |  |
| 2026-01-20 | 0.9999          |
|  |  |
| 2026-01-21 | 0.9999          |
|  |  |
| 2026-01-22 | 0.9999          |
|  |  |
| 2026-01-23 | 0.9999          |
|  |  |
| 2026-01-26 | 0.9999          |
|  |  |
| 2026-01-27 | 0.9999          |
|  |  |
| 2026-01-28 | 0.9999          |
|  |  |
| 2026-01-29 | 0.9999          |
|  |  |
| 2026-01-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $7477418.04               | $152200000.00           |
| 2026-01-05 | $194562000.00             | $153000000.00           |
| 2026-01-06 | $100350200.00             | $0.00                   |
| 2026-01-07 | $1096500000.00            | $317582853.52           |
| 2026-01-08 | $2500000.00               | $0.00                   |
| 2026-01-09 | $0.00                     | $360000000.00           |
| 2026-01-12 | $154000000.00             | $190000000.00           |
| 2026-01-13 | $25000000.00              | $153000000.00           |
| 2026-01-14 | $252500000.00             | $0.00                   |
| 2026-01-15 | $20000000.00              | $375000000.00           |
| 2026-01-16 | $100000000.00             | $503500000.00           |
| 2026-01-20 | $20000000.00              | $124500000.00           |
| 2026-01-21 | $0.00                     | $54050000.00            |
| 2026-01-22 | $0.00                     | $155500000.00           |
| 2026-01-23 | $8000000.00               | $21000000.00            |
| 2026-01-26 | $150000000.00             | $72698299.49            |
| 2026-01-27 | $102400000.00             | $357000000.00           |
| 2026-01-28 | $100250000.00             | $0.00                   |
| 2026-01-29 | $1096250000.00            | $0.00                   |
| 2026-01-30 | $1358000000.00            | $400000.00              |

**Total Gross Subscriptions (Month):** $4787789618.04

**Total Gross Redemptions (Month):** $2989431153.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6900%           |
| 2026-01-06 | 3.6800%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6500%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.6000%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.5000%          | 5.5000%              |
| Non-financial corporation                           |  | 7.5500%          | 7.5500%              |
| Depository institution or other banking institution |  | 81.4200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 2/2/2026
- **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):** $173000000.00
- **C.18.a - Value (excl. sponsor support):** $173000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $531213.54         | $541374.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $270513.28         | $241318.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $7955045.41        | $8094511.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $708927.02         | $730045.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7079478.54        | $6629892.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3836603.48        | $3608473.07        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1493621.61        | $1460556.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $633.35            | $658.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2882135.72        | $2932442.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $630261.78         | $637741.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $76884.62          | $73401.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $78454.71          | $75298.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $5550441.78        | $5752797.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $216227.49         | $213688.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $50489.06          | $53085.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $16857359.18       | $16975828.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $699153.66         | $741116.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $4504094.43        | $4665468.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $35222.89          | $36484.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5778831.96        | $5879746.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1388053.88        | $1417269.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3612444.50        | $3594248.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2829553.25        | $2563761.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1853477.43        | $1797504.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $23801.01          | $23915.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $663465.02         | $649550.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $21362.35          | $22171.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $10048862.53       | $8949453.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $6996963.23        | $7054182.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $201757.44         | $182959.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $303163.58         | $288288.69         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1596833.60        | $1642235.12        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $7117220.00        | $7295719.09        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $17771243.00       | $18087008.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $277061.80         | $279982.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3561201.46        | $3221123.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4759145.16        | $4789388.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $519539.57         | $539710.47         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $580585.23         | $600678.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1097010.36        | $1062741.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $11936675.63       | $12139593.82       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $1091738.64        | $1112960.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4644993.54        | $4791661.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6972727.94        | $7029749.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $10674476.22       | $10567251.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1275200.48        | $1312780.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1503030.31        | $1521424.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $296501.01         | $247560.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2925159.07        | $2549340.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3271642.71        | $2841584.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3561182.64        | $3103353.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1025375.07        | $1035712.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3104547.79        | $2946456.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1394711.59        | $1298011.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $856803.25         | $889866.91         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.670%, 2/2/2026
- **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):** $319929000.00
- **C.18.a - Value (excl. sponsor support):** $319929000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 04.500 CRMA1591 | 2043-09-01      | 4.5000%  |  | $6188954.56        | $6233793.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQMA1710 | 2043-12-01      | 4.5000%  |  | $8006698.28        | $8074619.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9947 | 2043-07-01      | 3.5000%  |  | $8315476.86        | $7917335.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9766 | 2043-06-01      | 3.5000%  |  | $8230097.52        | $7842035.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9642 | 2043-06-01      | 3.0000%  |  | $8147276.15        | $7558632.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9574 | 2043-06-01      | 3.5000%  |  | $8451142.45        | $8053967.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9176 | 2043-05-01      | 3.5000%  |  | $6350972.33        | $6060170.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9785 | 2043-07-01      | 3.5000%  |  | $7060647.59        | $6742561.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAB8843 | 2043-04-01      | 3.5000%  |  | $7169017.32        | $6861964.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6625 | 2042-10-01      | 3.5000%  |  | $4030734.91        | $3857132.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB8879 | 2043-04-01      | 3.0000%  |  | $6756668.51        | $6274807.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7947 | 2043-02-01      | 3.0000%  |  | $7151624.63        | $6646045.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7306 | 2042-12-01      | 3.5000%  |  | $6898425.63        | $6581742.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6626 | 2042-10-01      | 3.5000%  |  | $7144348.01        | $6836636.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6011 | 2042-08-01      | 3.0000%  |  | $7431268.22        | $6908260.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB5956 | 2042-09-01      | 3.5000%  |  | $7197254.39        | $6871344.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5928 | 2042-08-01      | 3.5000%  |  | $8220667.56        | $7880590.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5936 | 2042-08-01      | 3.5000%  |  | $6488023.79        | $6188150.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5894 | 2042-08-01      | 3.5000%  |  | $7644643.71        | $7315384.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5891 | 2042-08-01      | 3.5000%  |  | $6656264.74        | $6380904.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5667 | 2042-07-01      | 3.5000%  |  | $6678748.41        | $6387297.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5597 | 2042-07-01      | 3.5000%  |  | $7948620.37        | $7601754.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6217 | 2042-09-01      | 3.5000%  |  | $7030968.80        | $6712180.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6216 | 2042-09-01      | 3.5000%  |  | $6788472.53        | $6492240.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5180 | 2042-05-01      | 3.5000%  |  | $6688009.60        | $6403745.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  |  | $7219379.14        | $6928910.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4760 | 2042-03-01      | 3.5000%  |  | $6781821.25        | $6508957.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4746 | 2042-03-01      | 3.5000%  |  | $7626690.02        | $7319825.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4680 | 2042-03-01      | 3.5000%  |  | $6932521.68        | $6657504.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4587 | 2042-03-01      | 3.5000%  |  | $7834734.35        | $7530013.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4299 | 2042-01-01      | 3.5000%  |  | $7573652.99        | $7268922.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4429 | 2042-02-01      | 3.5000%  |  | $8029013.77        | $7710498.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $8809871.19        | $7592416.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8034 | 2046-10-01      | 3.0000%  |  | $6813183.42        | $6214820.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4761 | 2042-03-01      | 3.5000%  |  | $8392783.89        | $8066358.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4943 | 2042-04-01      | 3.5000%  |  | $8290281.26        | $7919104.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5672 | 2042-07-01      | 3.5000%  |  | $7018811.29        | $6712513.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5892 | 2042-08-01      | 3.5000%  |  | $6376111.17        | $6108725.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2863 | 2047-01-01      | 3.0000%  |  | $8740602.24        | $7977518.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6518 | 2042-10-01      | 3.5000%  |  | $7557496.58        | $7244853.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7289 | 2042-12-01      | 3.5000%  |  | $8134160.06        | $7769972.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAB8966 | 2043-04-01      | 3.5000%  |  | $6799005.02        | $6507833.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9365 | 2043-05-01      | 3.5000%  |  | $6722346.02        | $6436138.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9669 | 2043-06-01      | 3.5000%  |  | $7813311.22        | $7444901.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9827 | 2043-07-01      | 3.5000%  |  | $6806988.69        | $6498655.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB9950 | 2043-07-01      | 3.5000%  |  | $7428201.47        | $7080260.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $6641830.54        | $6245375.98        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.680%, 2/2/2026
- **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:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $16315000.00       | $16419873.39       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $29349000.00       | $30033776.77       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51655386.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $13685000.00       | $13772967.66       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51655386.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/31/2030 | 2030-07-31      | 3.8750%  |  | $50000000.00       | $51166610.05       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $51655386.74       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50321401.74       | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/9/2026
- **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):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL077FB R24F077  | 2053-10-25      | 4.9973%  |  | $53898493.16       | $54198549.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FG      | 2055-02-20      | 4.7530%  |  | $22214592.03       | $22371522.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $736236.89         | $657812.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3830%  |  | $71016699.16       | $71960956.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4919%  |  | $187225.25         | $188266.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $252361.61         | $243076.64         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5597FB 11/25/55  | 2055-11-25      | 4.9973%  |  | $34838361.16       | $35079549.47       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9473%  |  | $26101863.14       | $26326786.09       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 4.9973%  |  | $10863098.84       | $10923704.80       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $4324761.59        | $3445984.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $13819213.97       | $14585587.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $39180745.89       | $39131769.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $12095542.01       | $12146630.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 AT      | 2055-12-20      | 4.5000%  |  | $24533296.91       | $24358521.70       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5593FN 11/25/55  | 2055-11-25      | 4.6973%  |  | $18666425.62       | $18777759.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-05 GA       | 2047-12-20      | 3.0000%  |  | $690556.55         | $631691.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $231711.05         | $214322.39         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $433436.32         | $399240.02         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $1115666.63        | $862104.86         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $725972.87         | $718343.63         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  |  | $7630645.15        | $6707418.48        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-109 A       | 2064-09-16      | 3.0000%  |  | $14458282.19       | $12736006.79       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  |  | $15635388.88       | $13685228.52       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  |  | $642765.79         | $497295.18         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $6165791.43        | $4447919.73        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-029 AB      | 2045-10-16      | 1.7670%  |  | $8788.45           | $8593.99           | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.5011% |  | $17661831.19       | $16494828.33       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% |  | $141666.98         | $144084.64         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $1326315.79        | $850135.12         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  |  | $858566.21         | $665988.28         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  |  | $5415981.57        | $5235300.21        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $147368.42         | $105817.84         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $859754.00         | $661576.59         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.4011% |  | $342590.10         | $324012.65         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $2476522.87        | $2026789.07        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 CA      | 2053-08-16      | 4.5000%  |  | $2118928.43        | $2115262.68        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  |  | $65447.63          | $59507.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  |  | $686694.27         | $687219.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  |  | $1195970.95        | $1127915.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  |  | $358858.22         | $365575.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4530  | 2053-08-01      | 6.0000%  |  | $93561.91          | $98595.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  |  | $84715.80          | $76363.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5383  | 2049-12-01      | 3.0000%  |  | $60781.65          | $54864.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3112  | 2049-04-01      | 4.0000%  |  | $285341.65         | $279238.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5197  | 2046-07-01      | 4.5000%  |  | $53846.88          | $54170.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  |  | $315784.38         | $299757.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4655  | 2047-05-01      | 3.5000%  |  | $379920.86         | $361032.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3803  | 2046-11-01      | 3.5000%  |  | $385358.65         | $366098.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $2326815.79        | $2481719.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7660  | 2048-10-01      | 4.5000%  |  | $14374.91          | $14391.88          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G  | 2045-10-01      | 3.5000%  |  | $324808.74         | $309441.53         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q34990 G  | 2045-08-01      | 3.0000%  |  | $5490383.78        | $5066908.65        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q27614 G  | 2044-05-01      | 4.5000%  |  | $160362.67         | $161415.93         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V82504 G  | 2046-07-01      | 3.0000%  |  | $2649.12           | $2425.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7475  | 2053-11-01      | 5.5000%  |  | $4471677.18        | $4577072.63        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC V80890 G  | 2039-12-01      | 5.5000%  |  | $80824.39          | $84457.89          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q15239 G  | 2043-02-01      | 3.0000%  |  | $481823.53         | $447530.55         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q13691 G  | 2042-12-01      | 3.0000%  |  | $375951.92         | $349779.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $13468947.39       | $13897423.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788238 M      | 2052-05-20      | 3.0000%  |  | $956761.56         | $867243.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786577 C      | 2053-03-20      | 5.0000%  |  | $1057470.09        | $1065435.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 784648 M      | 2048-11-20      | 3.0000%  |  | $928565.73         | $842128.02         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08827 G  | 2048-07-01      | 4.5000%  |  | $178270.97         | $178465.46         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G  | 2042-07-01      | 3.5000%  |  | $174940.18         | $167701.06         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G  | 2039-01-01      | 5.5000%  |  | $5616.80           | $5877.28           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03969 G  | 2038-02-01      | 6.0000%  |  | $26688.78          | $28330.21          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A66740 G  | 2037-10-01      | 6.5000%  |  | $11689.31          | $12468.57          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G03551 G  | 2037-11-01      | 6.0000%  |  | $84777.69          | $89990.02          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04173 G  | 2037-12-01      | 6.5000%  |  | $4138.85           | $4404.49           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G02648 G  | 2036-12-01      | 5.5000%  |  | $42306.77          | $44388.21          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A79180 G  | 2037-10-01      | 6.0000%  |  | $31358.31          | $32288.25          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  |  | $20.79             | $21.83             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC D97671 G  | 2028-03-01      | 6.5000%  |  | $318.17            | $319.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1295  | 2048-11-01      | 4.0000%  |  | $14519.93          | $14193.28          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61578 G  | 2048-08-01      | 4.5000%  |  | $1199941.41        | $1203270.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4612  | 2031-07-01      | 4.5000%  |  | $36949.08          | $37147.98          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 581589 X      | 2032-10-15      | 6.0000%  |  | $161931.37         | $166959.87         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 602837 X      | 2033-02-15      | 6.0000%  |  | $4656.97           | $4790.17           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY1184 X      | 2046-11-15      | 2.5000%  |  | $111823.36         | $97977.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9788 C      | 2055-12-20      | 6.5000%  |  | $1904163.65        | $1975994.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $995740.77         | $1021439.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C      | 2055-12-20      | 5.5000%  |  | $2857853.87        | $2933822.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7940 C      | 2055-11-20      | 5.5000%  |  | $835888.95         | $860397.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0801  | 2039-09-01      | 6.0000%  |  | $157083.81         | $166583.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  |  | $159089.96         | $164789.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  |  | $87007.15          | $89931.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4629  | 2037-06-01      | 3.0000%  |  | $223536.13         | $215324.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4601  | 2037-05-01      | 1.5000%  |  | $162939.48         | $147538.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  |  | $1183905.76        | $1072001.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4538  | 2037-02-01      | 3.0000%  |  | $540852.86         | $520984.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $155296.72         | $139886.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $47926.65          | $44986.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $173634.96         | $156515.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5349 C      | 2065-11-20      | 6.5000%  |  | $2047575.59        | $2139012.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5348 C      | 2065-11-20      | 7.0000%  |  | $2645389.33        | $2761410.53        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90726 G  | 2040-01-01      | 5.5000%  |  | $262784.41         | $274011.23         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A89607 G  | 2039-11-01      | 5.5000%  |  | $49103.26          | $51028.14          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C01151 G  | 2031-03-01      | 6.5000%  |  | $173.94            | $180.94            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G  | 2027-10-01      | 6.0000%  |  | $1137.52           | $1171.14           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08716 G  | 2046-08-01      | 3.5000%  |  | $2766680.70        | $2644438.90        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08732 G  | 2046-11-01      | 3.0000%  |  | $779617.94         | $712396.68         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G  | 2046-01-01      | 3.5000%  |  | $16590.33          | $15784.12          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G  | 2033-09-01      | 5.5000%  |  | $116504.31         | $118895.86         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09068 G  | 2044-11-01      | 3.5000%  |  | $1087.04           | $1035.62           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04060 G  | 2042-06-01      | 3.5000%  |  | $287675.40         | $274747.10         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C04482 G  | 2043-02-01      | 3.0000%  |  | $67727.56          | $62991.82          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5809        | 2067-09-15      | 5.6000%  |  | $3628520.00        | $3740071.99        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G61985 G  | 2047-10-01      | 3.0000%  |  | $3902036.95        | $3566807.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  |  | $864016.02         | $886753.76         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  |  | $548938.97         | $564840.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  |  | $846160.02         | $899953.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $835470.49         | $888583.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6438 C      | 2055-03-20      | 6.5000%  |  | $993424.14         | $1056578.20        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60384 G  | 2045-12-01      | 4.5000%  |  | $26191.89          | $26380.34          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60344 G  | 2045-12-01      | 4.0000%  |  | $67640.63          | $66549.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0800  | 2049-07-01      | 3.0000%  |  | $142415.35         | $128683.05         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q58591 G  | 2048-09-01      | 5.0000%  |  | $183928.58         | $188293.90         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67711 G  | 2048-03-01      | 4.0000%  |  | $605463.23         | $593215.45         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q61236 G  | 2049-02-01      | 4.0000%  |  | $610785.92         | $597231.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C      | 2055-03-20      | 6.5000%  |  | $871044.55         | $926419.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $989342.11         | $1052235.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9922 C      | 2054-12-20      | 5.5000%  |  | $843934.10         | $868547.91         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $742.74            | $779.12            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE0020        | 2064-12-15      | 5.9800%  |  | $839263.16         | $875115.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD6592 C      | 2054-08-20      | 7.0000%  |  | $839058.34         | $877344.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $814809.03         | $850335.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2827 C      | 2054-07-20      | 7.0000%  |  | $834529.94         | $873107.66         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7218        | 2067-05-15      | 5.5500%  |  | $839292.63         | $867213.24         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CV9792 X      | 2053-06-15      | 6.0000%  |  | $1024411.00        | $1054999.22        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $37698.43          | $37670.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1695  | 2031-03-01      | 2.5000%  |  | $10361.52          | $10200.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  |  | $310449.09         | $294851.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7424 M      | 2051-06-20      | 5.5000%  |  | $1601780.50        | $1656322.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537  | 2048-12-01      | 4.5000%  |  | $5187.97           | $5184.11           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G  | 2045-02-01      | 3.5000%  |  | $6046.58           | $5762.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573  | 2046-01-01      | 3.5000%  |  | $193792.56         | $184157.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1607  | 2038-09-01      | 3.0000%  |  | $114101.97         | $109910.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M      | 2032-11-20      | 5.5000%  |  | $8748.15           | $9144.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL0808  | 2040-05-01      | 6.5000%  |  | $8352.20           | $8898.66           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G06784 G  | 2041-10-01      | 3.5000%  |  | $292920.08         | $282462.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671  | 2050-05-01      | 3.5000%  |  | $330854.68         | $313884.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3883  | 2043-12-01      | 3.5000%  |  | $54744.61          | $52354.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0947  | 2036-06-01      | 2.5000%  |  | $117309.97         | $111337.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $26402.44          | $24778.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ7473 C      | 2052-01-20      | 4.0000%  |  | $857917.88         | $821919.84         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08726 G  | 2046-10-01      | 3.0000%  |  | $1191025.66        | $1088639.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662  | 2047-02-01      | 3.5000%  |  | $24015.96          | $22753.43          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586343 X      | 2035-01-15      | 6.0000%  |  | $197.32            | $207.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308  | 2039-05-01      | 6.5000%  |  | $709.53            | $755.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1118 C      | 2054-06-20      | 7.0000%  |  | $1044922.08        | $1097715.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4285  | 2037-07-01      | 2.5000%  |  | $133274.24         | $126209.89         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G61615 G  | 2045-07-01      | 4.5000%  |  | $1832873.65        | $1851884.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  |  | $6925.07           | $6542.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAK7581  | 2042-08-01      | 3.0000%  |  | $201119.33         | $187072.08         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q09949 G  | 2042-08-01      | 3.0000%  |  | $14980.98          | $13950.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  |  | $3519061.53        | $3436364.36        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08676 G  | 2045-11-01      | 3.5000%  |  | $306936.50         | $292175.76         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08659 G  | 2045-08-01      | 3.5000%  |  | $68712.99          | $65444.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  |  | $897671.40         | $952803.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  |  | $755051.70         | $783647.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6021 C      | 2055-07-20      | 6.5000%  |  | $972978.76         | $1020796.88        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08853 G  | 2048-12-01      | 4.5000%  |  | $102.46            | $102.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3599 C      | 2055-07-20      | 7.0000%  |  | $768990.91         | $805457.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1982 C      | 2055-06-20      | 6.5000%  |  | $1001619.24        | $1050844.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3831  | 2039-11-01      | 3.0000%  |  | $72058.18          | $67805.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  |  | $2913161.69        | $2834620.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3774  | 2049-09-01      | 3.0000%  |  | $1028187.04        | $928086.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3741  | 2039-08-01      | 3.0000%  |  | $238382.94         | $224584.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  |  | $7441.13           | $6723.93           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G  | 2045-05-01      | 3.5000%  |  | $28452.16          | $27106.08          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08667 G  | 2045-09-01      | 3.5000%  |  | $89245.81          | $85023.27          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08589 G  | 2044-05-01      | 5.0000%  |  | $19066.30          | $19476.58          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08271 G  | 2038-05-01      | 6.0000%  |  | $31245.57          | $33175.09          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G08066 G  | 2035-06-01      | 6.5000%  |  | $6806.29           | $7227.54           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G08046 G  | 2035-03-01      | 5.5000%  |  | $88646.82          | $92919.65          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08837 G  | 2048-09-01      | 4.5000%  |  | $1886.78           | $1882.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5650  | 2053-02-01      | 6.0000%  |  | $41669883.56       | $43638799.43       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC0281  | 2046-03-01      | 3.5000%  |  | $33641.36          | $31994.80          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57426 G  | 2048-07-01      | 4.5000%  |  | $1504.59           | $1493.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8841  | 2045-07-01      | 4.0000%  |  | $31523.95          | $30826.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5970  | 2037-07-01      | 2.5000%  |  | $310349.55         | $293899.13         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q12445 G  | 2042-11-01      | 3.0000%  |  | $311.53            | $289.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5017  | 2039-11-01      | 3.0000%  |  | $1024100.13        | $963244.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA5090  | 2038-06-01      | 3.0000%  |  | $282395.53         | $272021.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215  | 2046-06-01      | 3.5000%  |  | $396054.38         | $375399.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA1217  | 2049-08-01      | 5.0000%  |  | $55016.79          | $56004.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4984  | 2049-04-01      | 3.0000%  |  | $637058.05         | $575623.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  |  | $121005.51         | $117068.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  |  | $116942.97         | $116960.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC2815  | 2038-01-01      | 2.5000%  |  | $1008734.24        | $955618.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  |  | $857707.45         | $820752.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M      | 2049-07-20      | 3.0000%  |  | $910514.73         | $829108.94         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18712 G  | 2033-11-01      | 3.0000%  |  | $56580.14          | $55268.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  |  | $994208.06         | $945869.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527  | 2042-09-01      | 3.5000%  |  | $38182.02          | $36450.79          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G  | 2043-05-01      | 3.5000%  |  | $73160.38          | $69770.02          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q18615 G  | 2043-05-01      | 3.5000%  |  | $340722.18         | $323019.44         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7280 X      | 2047-08-15      | 4.5000%  |  | $50200.39          | $49987.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $5347018.45        | $5483103.05        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08820 G  | 2048-05-01      | 4.5000%  |  | $1009066.17        | $1011967.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4015 C      | 2055-01-20      | 6.5000%  |  | $812535.34         | $849192.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3736 C      | 2055-12-20      | 6.5000%  |  | $1069090.15        | $1121633.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3667 C      | 2055-11-20      | 5.0000%  |  | $857379.72         | $865846.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2329 C      | 2055-12-20      | 7.0000%  |  | $804536.85         | $839568.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2223 C      | 2055-11-20      | 5.5000%  |  | $1634533.59        | $1684199.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $1140911.55        | $1184090.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $1041658.16        | $1092853.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0421 M      | 2055-06-20      | 4.0000%  |  | $6919681.21        | $6586652.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  |  | $773534.27         | $728506.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  |  | $369878.49         | $347800.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3124  | 2032-09-01      | 2.5000%  |  | $205981.92         | $199232.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  |  | $4691.86           | $4272.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA1528  | 2028-08-01      | 2.5000%  |  | $35176.47          | $34708.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  |  | $34751.16          | $33274.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  |  | $419.78            | $445.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL966851  | 2037-12-01      | 6.0000%  |  | $695.87            | $737.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  |  | $15307.43          | $16081.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  |  | $223678.05         | $238138.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  |  | $246081.14         | $260209.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  |  | $86627.52          | $91854.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888813  | 2037-03-01      | 6.5000%  |  | $29568.16          | $31324.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5057  | 2038-01-01      | 2.5000%  |  | $22619.20          | $21420.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4794  | 2037-08-01      | 2.0000%  |  | $351405.15         | $325380.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0363 M      | 2055-05-20      | 4.0000%  |  | $1300067.63        | $1237498.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0145 M      | 2055-01-20      | 4.5000%  |  | $1049062.69        | $1031024.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $348106.07         | $327343.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203  | 2045-11-01      | 3.5000%  |  | $75088.20          | $71431.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3033 M      | 2045-08-20      | 3.0000%  |  | $1077946.40        | $989745.24         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04359 G  | 2038-06-01      | 5.5000%  |  | $10434.35          | $10903.38          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18736 G  | 2034-06-01      | 3.0000%  |  | $9973.05           | $9726.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4666  | 2037-07-01      | 3.0000%  |  | $184467.73         | $177691.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $43625.53          | $41650.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  |  | $7698.95           | $8118.55           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18706 G  | 2033-09-01      | 3.0000%  |  | $290007.91         | $283585.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB8152  | 2037-05-01      | 1.5000%  |  | $2303816.58        | $2084627.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  |  | $174815.09         | $185397.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO7682 C      | 2045-08-20      | 4.0000%  |  | $1364183.88        | $1315958.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $102216.43         | $102368.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3106 M      | 2045-09-20      | 4.0000%  |  | $1101296.85        | $1071496.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0816  | 2037-06-01      | 1.5000%  |  | $458789.88         | $415139.85         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q62886 G  | 2049-04-01      | 4.0000%  |  | $234401.96         | $229169.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $1075343.75        | $1116431.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3375 M      | 2046-01-20      | 3.0000%  |  | $840138.85         | $772812.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5722  | 2045-09-01      | 3.5000%  |  | $59291.53          | $56419.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7170  | 2046-05-01      | 3.5000%  |  | $39007.60          | $36981.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  |  | $64703.70          | $65293.48          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A91161 G  | 2040-02-01      | 4.5000%  |  | $205162.04         | $207458.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0919  | 2038-05-01      | 3.0000%  |  | $27056.46          | $26062.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA6568  | 2039-04-01      | 3.0000%  |  | $76041.94          | $71422.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4607  | 2045-03-01      | 3.5000%  |  | $73529.11          | $69967.98          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733218 X      | 2040-06-15      | 4.5000%  |  | $3991.37           | $3993.54           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J40197 G  | 2034-02-01      | 3.0000%  |  | $12785.02          | $12474.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM3701  | 2035-07-01      | 2.5000%  |  | $10678.67          | $10168.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0483  | 2037-06-01      | 2.5000%  |  | $133472.17         | $126643.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  |  | $6866569.74        | $7197266.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2272 C      | 2055-10-20      | 6.5000%  |  | $862906.37         | $905315.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0733 M      | 2055-11-20      | 5.5000%  |  | $3419781.74        | $3460239.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5857 C      | 2055-11-20      | 6.0000%  |  | $2773677.76        | $2897542.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5239 C      | 2055-11-20      | 6.0000%  |  | $791886.88         | $828578.43         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  |  | $401666.17         | $419853.35         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0349        | 2067-07-15      | 6.1400%  |  | $956814.53         | $1028498.22        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7245        | 2066-12-15      | 5.7400%  |  | $931453.89         | $984138.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6016 C      | 2055-07-20      | 6.5000%  |  | $783916.54         | $822913.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  |  | $186772.26         | $192659.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4364 C      | 2065-11-20      | 6.5000%  |  | $10848772.78       | $11333247.63       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0636 C      | 2055-12-20      | 5.0000%  |  | $900134.38         | $913824.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  |  | $1120190.93        | $1182385.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6435 C      | 2055-04-20      | 6.5000%  |  | $1103805.04        | $1173976.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9837 C      | 2055-12-20      | 6.0000%  |  | $683193.35         | $701507.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8519 C      | 2065-12-20      | 6.0000%  |  | $800919.71         | $826931.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M      | 2055-07-20      | 6.0000%  |  | $55977783.22       | $57591249.51       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8709 C      | 2055-07-20      | 6.5000%  |  | $1149176.02        | $1205654.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  |  | $1041914.86        | $1108151.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3735 C      | 2055-12-20      | 6.5000%  |  | $737557.06         | $785644.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $1157544.31        | $1198757.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8746 C      | 2055-12-20      | 6.5000%  |  | $1293206.40        | $1379306.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6441 C      | 2055-03-20      | 6.5000%  |  | $1168385.17        | $1242663.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8361 C      | 2055-11-20      | 6.0000%  |  | $764212.91         | $802178.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5726 C      | 2055-11-20      | 6.0000%  |  | $13591328.81       | $14076258.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  |  | $578806.55         | $594795.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6778 C      | 2065-11-20      | 6.0000%  |  | $1027951.56        | $1061336.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0991 C      | 2055-12-20      | 6.0000%  |  | $814941.08         | $845833.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6350 C      | 2055-11-20      | 6.0000%  |  | $1028707.77        | $1077657.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7998 C      | 2055-07-20      | 6.5000%  |  | $997661.25         | $1046691.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $1362.28           | $1385.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5299 C      | 2055-11-20      | 6.0000%  |  | $883513.67         | $930864.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0976 C      | 2055-11-20      | 6.5000%  |  | $804340.34         | $843873.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897  | 2042-10-01      | 3.5000%  |  | $54594.90          | $52037.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242  | 2042-10-01      | 3.5000%  |  | $334686.20         | $317874.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  |  | $21138.45          | $21287.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4855 C      | 2055-12-20      | 6.5000%  |  | $329659.70         | $358545.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4834 C      | 2055-12-20      | 6.0000%  |  | $3844436.42        | $4101545.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL9562  | 2041-07-01      | 6.0000%  |  | $211775.11         | $224579.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  |  | $111411.00         | $107318.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0873  | 2037-09-01      | 3.0000%  |  | $277161.16         | $267490.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC3002  | 2038-08-01      | 3.0000%  |  | $632033.20         | $608815.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813  | 2037-11-01      | 1.5000%  |  | $15399.98          | $13934.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5027  | 2040-01-01      | 3.0000%  |  | $150398.57         | $141306.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQN9907  | 2037-04-01      | 3.0000%  |  | $61277.60          | $59111.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9049  | 2050-04-01      | 3.0000%  |  | $584973.95         | $526743.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA6448  | 2050-01-01      | 3.0000%  |  | $9526.72           | $8563.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $1625.90           | $1498.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6380 C      | 2056-01-20      | 5.0000%  |  | $11843133.47       | $11925097.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1597 C      | 2055-12-20      | 6.0000%  |  | $1005260.03        | $1031387.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9552 C      | 2055-12-20      | 6.0000%  |  | $1005943.90        | $1032009.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7202 C      | 2055-11-20      | 6.0000%  |  | $860321.67         | $906397.34         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q10378 G  | 2042-08-01      | 3.0000%  |  | $3174.44           | $2954.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5916 C      | 2055-12-20      | 6.0000%  |  | $3424556.29        | $3655670.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  |  | $4186841.21        | $3813227.05        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL6189 X      | 2052-03-15      | 4.0000%  |  | $1018468.95        | $976371.78         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q08511 G  | 2042-05-01      | 3.0000%  |  | $10689.35          | $9948.65           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q04439 G  | 2041-11-01      | 3.5000%  |  | $17978.88          | $17322.10          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  |  | $58766.75          | $60847.54          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01609 G  | 2041-06-01      | 5.5000%  |  | $84204.68          | $87034.00          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  |  | $369374.16         | $385090.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8066  | 2050-05-01      | 5.0000%  |  | $159610.64         | $162167.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8062  | 2050-05-01      | 3.0000%  |  | $3184573.63        | $2857061.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  |  | $413779.29         | $372590.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  |  | $3418644.83        | $3605012.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0093  | 2049-10-01      | 5.0000%  |  | $2517366.20        | $2573573.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0026  | 2047-02-01      | 3.0000%  |  | $6389888.62        | $5928606.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  |  | $570252.71         | $570515.02         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $1069280.03        | $971583.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4574 C      | 2045-04-20      | 4.0000%  |  | $1187330.62        | $1136142.69        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CF8153 X      | 2051-07-15      | 3.0000%  |  | $24392.59          | $22104.00          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $16057640.42       | $16750914.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9407  | 2042-09-01      | 4.5000%  |  | $111778.77         | $111968.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL2462  | 2027-10-01      | 2.5000%  |  | $75905.14          | $75150.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704  | 2040-05-01      | 6.5000%  |  | $31441.78          | $33497.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  |  | $87823.29          | $90090.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680  | 2041-12-01      | 3.5000%  |  | $208257.41         | $200243.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  |  | $81462.24          | $84080.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  |  | $52227.04          | $52507.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  |  | $121332.50         | $125591.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1172  | 2041-04-01      | 5.5000%  |  | $336501.03         | $350280.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5991  | 2041-03-01      | 5.0000%  |  | $118290.03         | $121323.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555880  | 2033-11-01      | 5.5000%  |  | $4.05              | $4.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256801  | 2037-07-01      | 6.5000%  |  | $13517.24          | $14401.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5875 C      | 2055-11-20      | 7.0000%  |  | $750429.09         | $783775.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5545 C      | 2055-11-20      | 6.0000%  |  | $753129.07         | $773010.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5496 C      | 2055-11-20      | 5.0000%  |  | $1039958.24        | $1051811.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5116 C      | 2055-11-20      | 5.0000%  |  | $868499.58         | $876675.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $741.18            | $759.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3823 C      | 2065-10-20      | 5.5000%  |  | $839444.26         | $856309.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3817 C      | 2065-10-20      | 6.0000%  |  | $217876.95         | $225966.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1983 C      | 2055-12-20      | 7.0000%  |  | $828945.07         | $866773.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  |  | $312054.03         | $291164.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6682 C      | 2055-10-20      | 5.0000%  |  | $933828.75         | $944303.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5451 C      | 2065-12-20      | 7.0000%  |  | $2760772.88        | $2881854.54        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7228 X      | 2047-09-15      | 4.5000%  |  | $137965.06         | $137419.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8489 M      | 2052-12-20      | 4.5000%  |  | $1105254.24        | $1093540.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $8050860.65        | $7011759.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $141433.08         | $136425.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6545 M      | 2050-03-20      | 5.0000%  |  | $6811.51           | $6995.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  |  | $1419945.40        | $1237005.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8512 C      | 2055-10-20      | 6.0000%  |  | $1148077.49        | $1177709.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  |  | $7286475.01        | $7762865.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7452 C      | 2055-07-20      | 6.5000%  |  | $741791.61         | $781369.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6216 C      | 2055-12-20      | 5.5000%  |  | $783625.59         | $806601.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M      | 2049-01-20      | 5.0000%  |  | $800884.84         | $818283.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $49.23             | $50.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6282 M      | 2049-11-20      | 2.5000%  |  | $1102971.87        | $966315.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M      | 2048-02-20      | 3.0000%  |  | $1344385.70        | $1232361.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4961 M      | 2048-01-20      | 3.0000%  |  | $1176478.52        | $1076991.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $196313.63         | $179955.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $1085977.85        | $994143.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M      | 2047-01-20      | 4.5000%  |  | $627896.88         | $630529.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ5849  | 2048-01-01      | 4.0000%  |  | $133212.13         | $129280.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1437  | 2046-08-01      | 3.5000%  |  | $645991.33         | $611633.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC4437  | 2046-04-01      | 3.5000%  |  | $162309.35         | $154407.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1442  | 2046-07-01      | 3.5000%  |  | $20930.87          | $19852.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101  | 2045-08-01      | 3.5000%  |  | $292925.71         | $278738.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL796197  | 2034-11-01      | 5.5000%  |  | $1256.93           | $1294.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735178  | 2035-01-01      | 5.5000%  |  | $2385.71           | $2432.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY6023  | 2045-09-01      | 3.5000%  |  | $190464.82         | $180992.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376  | 2045-04-01      | 3.5000%  |  | $84586.30          | $80489.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187  | 2044-03-01      | 4.0000%  |  | $2536323.65        | $2486845.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAT2060  | 2028-04-01      | 2.5000%  |  | $10648.23          | $10517.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7545  | 2046-07-01      | 3.5000%  |  | $885404.97         | $839415.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6620  | 2046-02-01      | 3.5000%  |  | $50489.81          | $48005.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393  | 2045-12-01      | 3.5000%  |  | $94774.76          | $90061.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328  | 2045-12-01      | 3.5000%  |  | $49277.30          | $47096.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $207328.36         | $197285.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ9362  | 2028-01-01      | 2.5000%  |  | $24154.69          | $23895.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ4071  | 2028-04-01      | 2.5000%  |  | $23023.68          | $22750.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  |  | $57330.86          | $54554.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4610  | 2045-04-01      | 3.5000%  |  | $1816.63           | $1726.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4632  | 2048-12-01      | 4.0000%  |  | $4119058.18        | $4022022.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4581  | 2044-09-01      | 3.5000%  |  | $8689.43           | $8269.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6177  | 2049-06-01      | 3.0000%  |  | $474248.55         | $428368.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN5108  | 2049-04-01      | 3.0000%  |  | $110876.53         | $100184.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4288  | 2049-03-01      | 3.0000%  |  | $20121.44          | $18181.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  |  | $14503.72          | $13105.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1323  | 2048-10-01      | 3.0000%  |  | $1066209.64        | $968240.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $8292.60           | $8093.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8621  | 2031-09-01      | 2.5000%  |  | $88268.77          | $85663.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8549  | 2030-01-01      | 2.5000%  |  | $153764.35         | $150300.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4706  | 2047-03-01      | 3.0000%  |  | $598950.10         | $546347.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4678  | 2046-09-01      | 3.5000%  |  | $92694.94          | $88204.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4651  | 2046-03-01      | 3.5000%  |  | $223526.65         | $212354.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3214  | 2042-06-01      | 3.5000%  |  | $2533.87           | $2415.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  |  | $5273.48           | $5070.56           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A91351 G  | 2040-03-01      | 5.0000%  |  | $11905.51          | $12217.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $100.45            | $92.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  |  | $57299345.72       | $54072787.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2960 M      | 2045-07-20      | 3.0000%  |  | $890623.00         | $819668.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0462 M      | 2042-10-20      | 3.5000%  |  | $694665.56         | $661521.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  |  | $965150.32         | $917066.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0782 M      | 2043-02-20      | 3.0000%  |  | $922541.83         | $857213.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  |  | $4207323.42        | $4377073.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9429  | 2055-04-01      | 6.0000%  |  | $7078509.93        | $7403677.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE8023  | 2040-11-01      | 5.0000%  |  | $56342.91          | $57524.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  |  | $12465.05          | $13280.93          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781489 X      | 2032-08-15      | 6.0000%  |  | $64.64             | $66.89             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781205 X      | 2030-07-15      | 8.5000%  |  | $42.24             | $44.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733663 X      | 2040-05-15      | 4.5000%  |  | $83717.47          | $84025.97          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728629 X      | 2040-01-15      | 4.5000%  |  | $63279.31          | $63895.65          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 454446 X      | 2028-06-15      | 7.0000%  |  | $200.15            | $206.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 442018 X      | 2026-09-15      | 8.5000%  |  | $44.99             | $45.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M      | 2036-04-20      | 5.0000%  |  | $84835.10          | $87085.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003335 M      | 2033-01-20      | 6.5000%  |  | $165.93            | $172.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003231 M      | 2032-04-20      | 8.0000%  |  | $2260.13           | $2320.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3967  | 2047-08-01      | 3.5000%  |  | $71084.08          | $67317.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  |  | $2481869.02        | $2351208.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4486  | 2037-08-01      | 3.0000%  |  | $194872.67         | $187713.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB3224  | 2037-03-01      | 3.0000%  |  | $33742.49          | $32553.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474  | 2046-04-01      | 3.5000%  |  | $2908748.85        | $2768801.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2652  | 2048-11-01      | 5.0000%  |  | $106075.71         | $108354.52         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-196 PT      | 2065-11-20      | 6.5000%  |  | $220107503.37      | $227892510.09      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.6030%  |  | $36013838.37       | $36153774.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  |  | $15570139.71       | $15690026.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $14109335.91       | $14246009.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC      | 2052-03-20      | 5.0000%  |  | $5298961.75        | $5353375.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.5030%  |  | $22437651.89       | $22515529.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.8030%  |  | $60027143.47       | $60442121.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7530%  |  | $36044734.20       | $36233798.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $734284.61         | $740200.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $276838.49         | $242068.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $2390103.49        | $1859143.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.1898%  |  | $2625.85           | $2625.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2398%  |  | $17028.12          | $16723.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.2030% |  | $8537754.63        | $9110041.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.0230%  |  | $35717196.42       | $36167671.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0898%  |  | $15121.16          | $14756.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  |  | $3594315.79        | $3144772.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1898%  |  | $169362.36         | $169545.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3530%  |  | $28960563.21       | $29291841.47       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1973%  |  | $1761345.89        | $1761760.65        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $9879259.96        | $9928189.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3530%  |  | $33513716.16       | $33949459.65       | Agency Collateralized Mortgage Obligation |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/2/2026
- **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):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  |  | $5901127.17        | $5463763.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  |  | $295172.28         | $280493.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $12592.10          | $11982.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  |  | $38725.61          | $36849.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  |  | $64196.86          | $61310.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ1224 | 2042-11-01      | 3.0000%  |  | $634619.59         | $589162.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  |  | $2289.29           | $2189.38           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  |  | $110923.80         | $105833.45         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G07160 G | 2042-10-01      | 3.0000%  |  | $1160549.83        | $1080137.27        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  |  | $26461.36          | $27697.92          | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  |  | $1307.99           | $1369.12           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  |  | $5702.09           | $6046.14           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  |  | $89.60             | $80.92             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $83140690.16       | $84629786.15       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  |  | $1157.46           | $1210.72           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  |  | $3145.58           | $3285.86           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  |  | $0.94              | $0.97              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1985 C     | 2055-12-20      | 6.5000%  |  | $1131708.68        | $1198214.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8522 C     | 2055-11-20      | 6.0000%  |  | $1719844.52        | $1785034.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6337 C     | 2055-11-20      | 6.5000%  |  | $2053807.04        | $2148576.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5504 C     | 2055-12-20      | 5.5000%  |  | $11878712.37       | $12194478.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3594 C     | 2055-07-20      | 6.5000%  |  | $920914.12         | $966172.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6829 C     | 2055-07-20      | 6.5000%  |  | $2171282.36        | $2277988.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2232 C     | 2054-10-20      | 6.0000%  |  | $2667428.89        | $2776596.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5934 C     | 2054-02-20      | 7.0000%  |  | $7303594.26        | $7636834.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  |  | $72677.87          | $69102.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $7482.69           | $7120.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  |  | $15770.63          | $15006.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $11871480.71       | $10339262.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5878 M     | 2049-04-20      | 5.0000%  |  | $36.28             | $37.14             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $1457129.47        | $1489678.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $1280002.94        | $1210952.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  |  | $9973998.54        | $9423907.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3245 M     | 2045-11-20      | 4.0000%  |  | $2334168.57        | $2270163.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M     | 2045-09-20      | 3.5000%  |  | $9926992.61        | $9379414.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2827 M     | 2045-05-20      | 4.0000%  |  | $1034600.73        | $1007165.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  |  | $648421.63         | $621226.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  |  | $21489.53          | $22739.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  |  | $69183.08          | $69599.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  |  | $309749.27         | $296583.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAK0695 | 2042-03-01      | 5.0000%  |  | $38681.62          | $39650.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  |  | $73216.81          | $69670.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  |  | $5484333.83        | $5364080.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $42778.18          | $38774.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9917 C     | 2051-07-20      | 3.5000%  |  | $407.20            | $377.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAI2335 | 2041-05-01      | 6.0000%  |  | $88398.44          | $92200.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3654 C     | 2055-07-20      | 6.5000%  |  | $998946.96         | $1048039.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9221 C     | 2055-12-20      | 6.5000%  |  | $16285645.28       | $16919598.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3675 | 2055-12-01      | 6.5000%  |  | $4909489.16        | $5156108.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5741 C     | 2055-10-20      | 5.5000%  |  | $1090232.55        | $1131854.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3747 C     | 2055-12-20      | 6.5000%  |  | $882137.19         | $915417.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3164 C     | 2055-12-20      | 6.5000%  |  | $7041498.26        | $7307139.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0627 C     | 2052-12-20      | 6.0000%  |  | $1496752.35        | $1536460.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  |  | $3347697.00        | $3548003.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0097 | 2055-06-01      | 6.0000%  |  | $5192153.37        | $5440651.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $3336275.45        | $3393127.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0552 M     | 2055-08-20      | 3.5000%  |  | $1540950.47        | $1419906.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3038 | 2055-10-01      | 5.5000%  |  | $24576938.71       | $25384009.89       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3078 C     | 2055-07-20      | 6.5000%  |  | $2530772.95        | $2655143.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5503 C     | 2055-12-20      | 5.5000%  |  | $15115064.95       | $15516877.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4996 C     | 2055-07-20      | 6.5000%  |  | $921316.11         | $966595.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI1206 | 2041-04-01      | 5.5000%  |  | $196474.42         | $203741.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  |  | $366310.97         | $352063.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  |  | $71498.42          | $74000.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI1963 | 2041-04-01      | 5.5000%  |  | $117408.64         | $121610.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI1202 | 2041-04-01      | 5.5000%  |  | $183708.17         | $191403.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAH3966 | 2041-02-01      | 5.0000%  |  | $41017.40          | $41861.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  |  | $93892.28          | $90555.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  |  | $39220.03          | $36020.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  |  | $194199.17         | $187114.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  |  | $44445.39          | $42239.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ4687 | 2054-09-01      | 6.5000%  |  | $2261729.84        | $2392335.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  |  | $14708.03          | $14994.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5147 | 2052-11-01      | 6.0000%  |  | $17716160.29       | $18350776.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB3882 | 2052-06-01      | 5.0000%  |  | $1031880.05        | $1041329.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  |  | $391553.59         | $370798.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1186 | 2051-07-01      | 2.0000%  |  | $36847295.00       | $30165447.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  |  | $4389998.37        | $4384791.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  |  | $9707.42           | $9192.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  |  | $154861.48         | $140126.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  |  | $156214.88         | $150476.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  |  | $176202.95         | $166924.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  |  | $13413.98          | $12792.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  |  | $83720.41          | $81642.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  |  | $68307.71          | $64688.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $10783.37          | $10258.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $33456.37          | $33489.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  |  | $33722.71          | $32080.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  |  | $136253.81         | $129718.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  |  | $48015.82          | $43269.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $95182.30          | $90400.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  |  | $18826919.60       | $19150060.67       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  |  | $30111.43          | $28753.30          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  |  | $47037.39          | $44864.47          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  |  | $205702.95         | $196604.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2825 M     | 2045-05-20      | 3.0000%  |  | $8641178.91        | $7956120.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  |  | $4497081.15        | $4635121.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAE7585 | 2040-11-01      | 5.0000%  |  | $41047.14          | $41569.58          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  |  | $55993.23          | $51179.87          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q44073 G | 2046-09-01      | 3.0000%  |  | $4326803.32        | $3953714.61        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  |  | $35371.36          | $34671.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  |  | $2227.47           | $2141.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  |  | $51071.81          | $49563.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $684991.18         | $618090.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  |  | $69731.71          | $73951.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  |  | $82765.63          | $78406.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $299335.82         | $269729.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $87246.57          | $78779.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $12430.32          | $11710.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  |  | $14341.41          | $14621.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  |  | $70522.49          | $66416.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA2899 | 2027-02-01      | 2.5000%  |  | $42706.34          | $42445.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2229 | 2045-04-01      | 3.5000%  |  | $115048.57         | $109475.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  |  | $15360.51          | $14643.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  |  | $5404.90           | $5713.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL930249 | 2038-12-01      | 6.0000%  |  | $74565.60          | $78075.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL929950 | 2038-09-01      | 5.5000%  |  | $226804.95         | $236174.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $353.09            | $368.02            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  |  | $302613.38         | $296486.44         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  |  | $18765.51          | $17877.70          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  |  | $6695.47           | $6379.62           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  |  | $398.44            | $369.84            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  |  | $13788.73          | $12833.11          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q06884 G | 2042-03-01      | 3.5000%  |  | $117384.98         | $112727.08         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02323 G | 2041-07-01      | 5.0000%  |  | $120239.37         | $123136.27         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02257 G | 2041-07-01      | 5.0000%  |  | $317457.19         | $327936.38         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  |  | $22533.56          | $22765.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  |  | $633153.24         | $646763.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  |  | $259830.64         | $250285.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  |  | $327425.08         | $315397.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0316 | 2033-01-01      | 2.5000%  |  | $95321.49          | $92077.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  |  | $23359.20          | $22274.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  |  | $12715.13          | $12248.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  |  | $4293.76           | $4085.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  |  | $36589.17          | $35245.05          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  |  | $62966.61          | $64935.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9300 | 2054-10-01      | 6.0000%  |  | $6689212.64        | $6961686.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  |  | $8874.47           | $8088.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  |  | $40790.32          | $38620.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9903 M     | 2054-09-20      | 4.0000%  |  | $42088670.68       | $40167205.95       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  |  | $11364.81          | $10940.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  |  | $2287.72           | $2198.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  |  | $37585.97          | $35736.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $16403.94          | $15953.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  |  | $42272.35          | $41887.71          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  |  | $7964.60           | $8273.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  |  | $451114.64         | $441470.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  |  | $159352.52         | $155426.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  |  | $3530.45           | $3199.95           | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  |  | $2834.04           | $2981.19           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  |  | $1659.28           | $1544.28           | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  |  | $13003.68          | $13571.05          | Agency Mortgage-Backed Securities |
| FMAC 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  |  | $1599.20           | $1693.07           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  |  | $700590.41         | $666898.63         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 576500 X     | 2032-02-15      | 6.0000%  |  | $82.07             | $83.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5291 C     | 2055-12-20      | 6.5000%  |  | $2791279.17        | $2928465.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  |  | $1164291.08        | $1243560.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2275 C     | 2055-11-20      | 6.5000%  |  | $853060.43         | $892001.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8711 C     | 2055-07-20      | 6.5000%  |  | $1964711.24        | $2061267.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  |  | $770913.94         | $757658.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $6004021.33        | $6177077.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7157 C     | 2055-11-20      | 6.0000%  |  | $1564773.64        | $1642544.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  |  | $718173.46         | $680122.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  |  | $11857.26          | $12537.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $26989.95          | $25565.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  |  | $69217.96          | $65686.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  |  | $10979.60          | $10433.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  |  | $56839.03          | $58198.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  |  | $4009773.79        | $3815750.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3891 | 2055-12-01      | 5.5000%  |  | $25242361.29       | $25941513.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $79773.90          | $75766.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  |  | $5029542.93        | $4928309.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  |  | $56920.32          | $59721.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $7194.11           | $6943.60           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $88.68             | $84.49             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  |  | $4343.33           | $4114.42           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  |  | $3428.38           | $3268.02           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08521 G | 2043-01-01      | 3.0000%  |  | $184344.66         | $171454.11         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  |  | $77242.20          | $73686.70          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  |  | $1330.35           | $1238.16           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  |  | $130246.78         | $130621.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $348325.39         | $331900.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT1800 | 2043-04-01      | 3.5000%  |  | $2291675.04        | $2182894.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6566 | 2054-10-01      | 6.0000%  |  | $3845028.42        | $4028856.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  |  | $1791299.83        | $1749781.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4886 | 2045-05-01      | 3.5000%  |  | $229256.16         | $219542.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  |  | $1191.60           | $1160.75           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $8325.22           | $7931.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5472 | 2042-07-01      | 3.5000%  |  | $324999.63         | $311185.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  |  | $107763.33         | $102405.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  |  | $20534.56          | $19780.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $27894.19          | $26521.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  |  | $20986.50          | $19874.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  |  | $3728.72           | $3568.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  |  | $942512.49         | $732321.21         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  |  | $1018953.73        | $977366.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  |  | $154785.56         | $146224.28         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $88.92             | $89.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  |  | $63216.17          | $59999.03          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  |  | $2352.79           | $2245.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  |  | $40061.50          | $39107.64          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  |  | $48701.48          | $50421.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  |  | $8446.34           | $8160.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5644 | 2053-02-01      | 5.5000%  |  | $37882327.22       | $38802510.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  |  | $110076.37         | $103766.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  |  | $36341.34          | $34003.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1285 M     | 2043-09-20      | 3.5000%  |  | $1309167.09        | $1241024.22        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  |  | $110197.44         | $104986.04         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  |  | $6260.65           | $6526.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  |  | $9480.89           | $9018.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  |  | $13346.99          | $12030.12          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  |  | $955.64            | $999.28            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $22324.13          | $22369.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $26230.09          | $25550.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  |  | $96705.11          | $91895.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  |  | $11108.87          | $10858.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  |  | $1511.75           | $1361.26           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  |  | $47507.14          | $45234.75          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  |  | $30771.86          | $29260.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  |  | $1442.80           | $1381.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  |  | $6729.64           | $6394.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  |  | $33.37             | $32.94             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M     | 2052-12-20      | 6.0000%  |  | $1503990.23        | $1556740.18        | Agency Mortgage-Backed Securities |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/2/2026
- **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):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $241.38            | $272.23            | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $474310.34         | $519448.41         | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $12793103.45       | $13005814.38       | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-32 EX   | 2032-09-02      | 4.9700%  |  | $6034482.76        | $6151450.48        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI   | 2034-06-05      | 5.4000%  |  | $4802000.00        | $4854812.40        | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $4827827.59        | $4905675.77        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $5788758.62        | $5889610.37        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $1121689.66        | $1138646.24        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $4721379.31        | $3529009.39        | Agency Debentures and Agency Strips |
| FHLB FHDN 05/29/26        | 2026-05-29      | 0.0000%  |  | $24137931.03       | $23850206.90       | Agency Debentures and Agency Strips |
| FHLB FHDN 05/01/26        | 2026-05-01      | 0.0000%  |  | $24137931.03       | $23917310.34       | Agency Debentures and Agency Strips |
| FHLB FHDN 03/27/26        | 2026-03-27      | 0.0000%  |  | $12305034.48       | $12234895.79       | Agency Debentures and Agency Strips |
| FHLB 2.59 FHOR 22-41 AR   | 2041-11-18      | 2.5900%  |  | $724137.93         | $530604.83         | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  |  | $386206.90         | $315238.38         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 21-36 BS   | 2036-02-11      | 1.7800%  |  | $824310.34         | $642439.55         | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $15689.66          | $17239.22          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $525000.00         | $596110.77         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $124920068.97      | $103550617.37      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $30219482.76       | $25937684.25       | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $361827.59         | $419540.35         | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A    | 2029-12-14      | 0.0000%  |  | $976862.07         | $840326.06         | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $6883413.79        | $6951063.98        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $98838310.34       | $83550297.02       | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $22100689.66       | $22358721.35       | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $5793103.45        | $5934001.38        | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $515827.59         | $563528.14         | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 26-45 N    | 2045-05-22      | 5.9500%  |  | $4821551.72        | $4880234.30        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $241.38            | $179.06            | Agency Debentures and Agency Strips |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  |  | $57.59             | $41.05             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $245.88            | $250.61            | U.S. Treasuries (including strips)  |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $62.21             | $45.35             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $23447.72          | $23780.04          | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $48.28             | $39.46             | U.S. Treasuries (including strips)  |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $64.85             | $47.32             | U.S. Treasuries (including strips)  |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 669068 X     | 2037-06-15      | 6.0000%  |  | $7562.95           | $7892.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783551 X     | 2040-12-15      | 6.0000%  |  | $6144.51           | $6508.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788360 C     | 2055-12-20      | 5.0000%  |  | $7980.26           | $8036.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788359 C     | 2055-12-20      | 5.0000%  |  | $103732.40         | $104719.50         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242       | 2067-03-15      | 5.7000%  |  | $6308418.40        | $6589443.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  |  | $4998020.13        | $5287230.01        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  |  | $276937.71         | $279956.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M     | 2053-08-20      | 5.5000%  |  | $4655955.07        | $4774451.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  |  | $582.09            | $596.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M     | 2052-03-20      | 2.5000%  |  | $721763.82         | $628319.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  |  | $181271.80         | $168815.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $20537182.86       | $17886508.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $7215744.85        | $6549469.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  |  | $6916204.56        | $6287353.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  |  | $168326.63         | $157637.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $6933524.68        | $6284801.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  |  | $4678131.73        | $4677546.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $11588663.12       | $11247008.73       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $430146.34         | $407209.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  |  | $5531514.66        | $5084273.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M     | 2052-12-20      | 3.5000%  |  | $1941.55           | $1803.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1119 C     | 2054-06-20      | 7.0000%  |  | $2764108.85        | $2893369.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  |  | $1252318.65        | $1090599.09        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  |  | $58931.17          | $51634.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M     | 2054-08-20      | 4.0000%  |  | $24925112.01       | $23787236.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M     | 2040-05-20      | 5.0000%  |  | $72793.72          | $75133.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4835 M     | 2047-11-20      | 2.5000%  |  | $7468.84           | $6633.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $761583.11         | $699542.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M     | 2049-01-20      | 4.5000%  |  | $6007720.13        | $6010687.94        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001       | 2060-01-15      | 5.6400%  |  | $436094.70         | $455840.78         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DO8097       | 2068-03-15      | 4.6300%  |  | $6832708.00        | $6653012.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0070 C     | 2055-11-20      | 6.5000%  |  | $3179430.67        | $3335677.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  |  | $1507563.06        | $1603403.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C     | 2055-11-20      | 6.0000%  |  | $6067681.54        | $6238021.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5094 C     | 2055-09-20      | 6.0000%  |  | $2945046.60        | $3056682.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0053 C     | 2055-11-20      | 6.5000%  |  | $1665646.34        | $1753516.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0783 M     | 2040-12-20      | 4.0000%  |  | $7045206.13        | $6973290.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0590 C     | 2055-12-20      | 5.0000%  |  | $4779495.06        | $4816233.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3174 C     | 2056-01-20      | 5.0000%  |  | $7147054.40        | $7198711.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4946 C     | 2055-12-20      | 6.0000%  |  | $6642036.41        | $6893811.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5141 C     | 2055-11-20      | 6.5000%  |  | $5929708.21        | $6203317.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7512 C     | 2065-12-20      | 6.0000%  |  | $1441823.39        | $1494930.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3232 C     | 2056-01-20      | 5.0000%  |  | $5884958.40        | $5950980.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4858 C     | 2055-12-20      | 6.5000%  |  | $2809257.73        | $3055410.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9250 C     | 2055-12-20      | 6.0000%  |  | $2415361.59        | $2479236.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C     | 2055-12-20      | 6.0000%  |  | $6774059.22        | $6948886.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8540 C     | 2055-12-20      | 6.0000%  |  | $2426898.18        | $2491296.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788361 C     | 2055-12-20      | 5.0000%  |  | $4046971.98        | $4074988.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5455 C     | 2065-12-20      | 5.5000%  |  | $805.99            | $818.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7941 C     | 2055-12-20      | 5.5000%  |  | $237405.93         | $243716.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9191 C     | 2055-12-20      | 6.0000%  |  | $4466785.06        | $4584910.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C     | 2065-12-20      | 7.0000%  |  | $6886321.64        | $7188341.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787046 C     | 2051-09-20      | 4.0000%  |  | $4411909.75        | $4218792.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C     | 2053-05-20      | 6.0000%  |  | $4281967.74        | $4444251.46        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 325576 X     | 2028-06-15      | 7.0000%  |  | $20.38             | $20.65             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 410455 X     | 2028-03-15      | 7.0000%  |  | $59.11             | $60.46             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003840 M     | 2036-04-20      | 5.0000%  |  | $9.73              | $9.98              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587128 X     | 2032-06-15      | 6.0000%  |  | $146.62            | $154.10            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X     | 2047-01-15      | 4.5000%  |  | $35517.87          | $35350.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C     | 2055-12-20      | 6.5000%  |  | $805.72            | $858.40            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C     | 2055-12-20      | 6.5000%  |  | $5180442.28        | $5375880.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9837 C     | 2055-12-20      | 6.0000%  |  | $6705998.49        | $6885761.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7533 C     | 2055-11-20      | 7.0000%  |  | $6109069.76        | $6325824.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5732 C     | 2055-11-20      | 6.0000%  |  | $5457330.92        | $5653698.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5747 C     | 2055-11-20      | 6.0000%  |  | $6000208.10        | $6239804.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5746 C     | 2055-11-20      | 6.0000%  |  | $4368372.28        | $4536193.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5538 C     | 2055-11-20      | 6.0000%  |  | $4503711.24        | $4674416.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3096 C     | 2055-11-20      | 6.0000%  |  | $5586011.67        | $5846746.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M     | 2044-09-20      | 4.0000%  |  | $53.37             | $51.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0624 M     | 2042-12-20      | 3.0000%  |  | $2981816.94        | $2771201.27        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779384 X     | 2042-06-15      | 3.5000%  |  | $79229.68          | $74888.16          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  |  | $288.20            | $296.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C     | 2055-11-20      | 5.5000%  |  | $5146277.86        | $5283084.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C     | 2055-11-20      | 6.0000%  |  | $4558041.52        | $4655694.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5355 C     | 2055-12-20      | 6.0000%  |  | $6488536.78        | $6734486.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C     | 2055-07-20      | 6.5000%  |  | $4608974.28        | $4835473.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0458 C     | 2055-02-20      | 6.5000%  |  | $3268963.03        | $3483655.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1987 C     | 2055-12-20      | 6.5000%  |  | $6968301.46        | $7310766.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5324 C     | 2054-12-20      | 6.0000%  |  | $6853118.85        | $7133598.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C     | 2054-08-20      | 7.0000%  |  | $4321668.62        | $4530970.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4841 C     | 2055-12-20      | 6.0000%  |  | $5631592.69        | $6008224.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0666 C     | 2055-12-20      | 5.0000%  |  | $3847597.64        | $3877173.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4834 C     | 2055-12-20      | 6.0000%  |  | $2996594.67        | $3197001.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3709 C     | 2055-12-20      | 6.0000%  |  | $5536695.86        | $5746566.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3618 C     | 2065-12-20      | 6.0000%  |  | $2787670.81        | $2878206.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  |  | $5910317.84        | $5989577.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M     | 2055-09-20      | 4.5000%  |  | $3825904.73        | $3760118.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $1168.94           | $1202.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $4668681.09        | $4748704.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $17384729.15       | $17685146.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8229 C     | 2055-11-20      | 6.5000%  |  | $2790755.17        | $2927909.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5789 C     | 2055-11-20      | 6.5000%  |  | $5256256.95        | $5475874.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M     | 2055-01-20      | 3.5000%  |  | $487504.77         | $449210.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0802 M     | 2055-12-20      | 6.0000%  |  | $6977466.29        | $7077337.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3810 C     | 2056-01-20      | 5.0000%  |  | $5431984.80        | $5469578.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2893 C     | 2055-12-20      | 5.0000%  |  | $3330088.50        | $3367444.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0669 C     | 2055-12-20      | 5.5000%  |  | $5178753.55        | $5316423.23        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-098 WF     | 2055-05-20      | 4.9630%  |  | $19475592.20       | $19661537.60       | Agency Collateralized Mortgage Obligation |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  |  | $9708.92           | $8730.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  |  | $2481535.06        | $2246976.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  |  | $32259.85          | $30549.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $62640.30          | $59319.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866  | 2050-04-01      | 3.0000%  |  | $661001.11         | $595202.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  |  | $183704.76         | $165818.66         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  |  | $3356060.07        | $3302417.56        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  |  | $18070.38          | $17302.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  |  | $14911.78          | $15066.04          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  |  | $34504.34          | $34488.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  |  | $81357.17          | $73512.03          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  |  | $80524.09          | $76651.64          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  |  | $175796.16         | $167480.20         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  |  | $1333793.45        | $1273631.95        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  |  | $4008201.24        | $3938667.85        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  |  | $277691.17         | $264908.33         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  |  | $385775.40         | $359040.65         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  |  | $11573.63          | $10771.59          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  |  | $694591.67         | $667818.94         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00293 G  | 2041-04-01      | 5.5000%  |  | $282324.98         | $293989.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $64886803.12       | $66441202.57       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M      | 2055-01-20      | 6.0000%  |  | $11845903.76       | $12187342.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0801 M      | 2055-12-20      | 5.5000%  |  | $2652966.21        | $2684352.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7890 C      | 2055-11-20      | 6.5000%  |  | $3209122.80        | $3416278.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7871 C      | 2055-11-20      | 6.5000%  |  | $1927928.03        | $2048466.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6761 C      | 2065-10-20      | 6.5000%  |  | $2191874.35        | $2289757.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5133 C      | 2055-11-20      | 6.0000%  |  | $853507.88         | $893862.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  |  | $2944517.63        | $3065037.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3763 C      | 2065-11-20      | 6.0000%  |  | $815033.68         | $845295.34         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8124        | 2060-12-15      | 5.7900%  |  | $9174501.64        | $9731799.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  |  | $4278085.98        | $4326076.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0442 C      | 2055-08-20      | 5.5000%  |  | $1551087.81        | $1571941.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5455 C      | 2065-12-20      | 5.5000%  |  | $7060304.92        | $7173951.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5364 C      | 2055-12-20      | 6.0000%  |  | $2829468.39        | $2941847.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  |  | $2321020.84        | $2425981.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  |  | $28327704.95       | $29110182.24       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742        | 2060-10-15      | 4.8000%  |  | $645222.42         | $638532.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  |  | $3706408.68        | $3888560.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  |  | $4261480.62        | $4470907.30        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  |  | $646030.71         | $689368.57         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $134025.51         | $139996.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  |  | $2591945.23        | $2731793.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2058 C      | 2054-12-20      | 5.0000%  |  | $1950012.68        | $1944353.31        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF6555        | 2067-09-15      | 5.8300%  |  | $1648679.78        | $1729450.90        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $2.43              | $2.51              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $23573.02          | $24804.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  |  | $15523.94          | $16238.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783519 M      | 2041-10-20      | 4.0000%  |  | $459394.70         | $447801.97         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781889 X      | 2035-03-15      | 6.0000%  |  | $6.05              | $6.34              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788360 C      | 2055-12-20      | 5.0000%  |  | $19415.75          | $19551.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $3352385.72        | $3568489.07        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $42069.18          | $44021.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783619 M      | 2042-05-20      | 4.0000%  |  | $1516311.98        | $1477252.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLZT1237  | 2043-04-01      | 3.5000%  |  | $305.79            | $291.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $70181.51          | $63413.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0712  | 2048-10-01      | 4.0000%  |  | $56060.90          | $54715.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $116704.03         | $119406.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622  | 2045-07-01      | 3.5000%  |  | $1463.97           | $1393.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  |  | $27338.94          | $26207.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947  | 2048-11-01      | 4.5000%  |  | $72082.38          | $72182.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  |  | $259498.48         | $259789.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $504233.80         | $492715.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $73156.28          | $70056.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3398  | 2042-08-01      | 3.5000%  |  | $12672.06          | $12126.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632  | 2028-06-01      | 2.5000%  |  | $33478.55          | $33049.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4881  | 2028-01-01      | 2.5000%  |  | $120333.15         | $118997.55         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A90380 G  | 2039-12-01      | 5.5000%  |  | $224267.87         | $233057.95         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  |  | $24010.66          | $25289.94          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09022 G  | 2043-01-01      | 3.0000%  |  | $635364.83         | $590937.37         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  |  | $1389087.35        | $1355744.62        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08711 G  | 2046-06-01      | 3.5000%  |  | $1908746.78        | $1813022.06        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  |  | $13153.02          | $12527.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4004 M      | 2046-10-20      | 3.5000%  |  | $669142.54         | $631888.32         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  |  | $174395.73         | $166144.80         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $167782.78         | $168872.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  |  | $1129437.10        | $1105299.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $183218.68         | $181324.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9965 M      | 2054-10-20      | 5.5000%  |  | $14208872.82       | $14463361.63       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M      | 2052-12-20      | 3.5000%  |  | $2580046.44        | $2396577.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  |  | $64508.36          | $64597.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $286268.96         | $274101.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $5906883.05        | $5933310.44        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  |  | $46874.01          | $46960.49          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783520 X      | 2042-01-15      | 4.0000%  |  | $827916.46         | $809433.41         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  |  | $226014.60         | $216918.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4833 M      | 2046-03-20      | 1.5000%  |  | $7154.27           | $6039.65           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  |  | $455222.17         | $432476.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $14273.57          | $13613.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $1918268.34        | $1783336.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $10159225.12       | $7893599.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5137 M      | 2048-04-20      | 4.0000%  |  | $12267.76          | $11883.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9362 M      | 2053-12-20      | 5.5000%  |  | $1681496.82        | $1721836.87        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB7223 X      | 2047-08-15      | 5.0000%  |  | $115949.86         | $116787.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  |  | $87030.40          | $82980.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $107194.33         | $102003.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $340505.00         | $323920.52         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X      | 2046-07-15      | 5.0000%  |  | $36454.48          | $37687.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  |  | $6565026.42        | $6038292.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3771  | 2039-09-01      | 3.0000%  |  | $126.36            | $119.45            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  |  | $147370.79         | $141188.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M      | 2047-07-20      | 3.0000%  |  | $58469.34          | $53614.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  |  | $93807.81          | $90428.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  |  | $143799.75         | $136835.45         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $6035.11           | $6278.53           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  |  | $67004.20          | $69851.85          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  |  | $141636.91         | $135029.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336  | 2045-11-01      | 3.5000%  |  | $57302.94          | $54335.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  |  | $138141.72         | $131045.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1677 M      | 2044-02-20      | 3.5000%  |  | $666323.63         | $632597.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $15741743.46       | $16134744.84       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH6808  | 2053-12-01      | 7.0000%  |  | $718073.26         | $766174.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  |  | $19325.55          | $18438.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $46955058.42       | $48637051.20       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1760 M      | 2044-03-20      | 3.5000%  |  | $240246.89         | $228042.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $514430.30         | $501093.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  |  | $15293.92          | $16084.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M      | 2051-05-20      | 2.5000%  |  | $27478950.62       | $23932321.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  |  | $61674.38          | $55631.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  |  | $18614.35          | $17805.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $41428.01          | $39258.81          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  |  | $23735.30          | $24478.30          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  |  | $50423.94          | $48294.24          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  |  | $115142.99         | $109695.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $17101.12          | $17817.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  |  | $1809762.99        | $1406200.93        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $23933.51          | $24504.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC4613  | 2040-05-01      | 4.5000%  |  | $249182.61         | $251564.80         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 745236 X      | 2040-07-15      | 4.5000%  |  | $71112.77          | $71517.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $31734.37          | $30189.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  |  | $127823.01         | $116005.34         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  |  | $222432.54         | $203507.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M      | 2047-05-20      | 3.5000%  |  | $295357.45         | $278725.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $3476892.40        | $3353679.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  |  | $1209011.79        | $1144926.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  |  | $12038.49          | $11533.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5398 M      | 2048-08-20      | 4.0000%  |  | $82.84             | $80.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M      | 2052-06-20      | 4.0000%  |  | $1094252.32        | $1050457.31        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  |  | $85791.37          | $81818.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  |  | $1072451.36        | $1008318.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M      | 2055-03-20      | 4.0000%  |  | $116182.20         | $110590.61         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ5989        | 2067-04-15      | 5.7500%  |  | $4864456.65        | $5052915.16        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312        | 2060-12-15      | 5.4000%  |  | $3047999.83        | $3155655.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0743 M      | 2055-11-20      | 4.0000%  |  | $37863512.55       | $36041225.82       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $38349004.80       | $40601169.41       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8523  | 2055-04-01      | 5.0000%  |  | $40660528.43       | $40872604.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $2825351.45        | $2949265.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5298 C      | 2055-11-20      | 6.5000%  |  | $869.95            | $891.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4487 C      | 2055-12-20      | 6.0000%  |  | $2962999.44        | $3040811.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0600 C      | 2055-12-20      | 6.0000%  |  | $3470627.53        | $3562721.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  |  | $24856248.13       | $25823805.21       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $1585761.01        | $1645587.19        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  |  | $473626.58         | $490880.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0100  | 2055-06-01      | 6.0000%  |  | $7219879.41        | $7561078.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0143 M      | 2055-01-20      | 3.5000%  |  | $572438.83         | $527472.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0869 M      | 2056-01-20      | 4.0000%  |  | $43503471.57       | $41410572.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9157 C      | 2055-12-20      | 6.5000%  |  | $871.05            | $928.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7410 C      | 2054-12-20      | 6.0000%  |  | $2668835.46        | $2802921.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5234 C      | 2055-11-20      | 6.0000%  |  | $264525.07         | $277042.21         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM2757 X      | 2045-04-15      | 4.0000%  |  | $66643.89          | $64482.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  |  | $53521163.06       | $53792396.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9907 M      | 2054-09-20      | 6.0000%  |  | $2928026.73        | $3012422.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CJ9437 C      | 2049-08-20      | 5.5000%  |  | $3169288.64        | $3236945.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  |  | $720460.89         | $669588.75         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8591 X      | 2049-11-15      | 3.0000%  |  | $197530.97         | $179010.21         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $1467858.16        | $1531231.64        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4789 X      | 2047-11-15      | 4.5000%  |  | $39630.76          | $39433.95          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  |  | $93980.85          | $93210.59          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $95619.03          | $95125.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB8885 X      | 2047-07-15      | 5.0000%  |  | $236773.84         | $238164.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M      | 2054-06-20      | 5.5000%  |  | $57867.51          | $58903.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M      | 2054-05-20      | 5.5000%  |  | $487527.32         | $496259.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M      | 2054-03-20      | 5.5000%  |  | $51963012.60       | $52893699.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M      | 2053-12-20      | 7.5000%  |  | $168.03            | $175.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  |  | $2016095.41        | $2028600.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9306 M      | 2053-11-20      | 6.0000%  |  | $1103296.11        | $1142433.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9108 M      | 2053-08-20      | 6.5000%  |  | $124117.66         | $129228.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9104 M      | 2053-08-20      | 4.5000%  |  | $855942.48         | $845290.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  |  | $1618588.77        | $1507196.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M      | 2052-10-20      | 4.5000%  |  | $29933972.76       | $29635082.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M      | 2052-03-20      | 4.0000%  |  | $56403.06          | $54134.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7935 M      | 2052-03-20      | 2.0000%  |  | $2858786.84        | $2385537.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M      | 2052-02-20      | 3.0000%  |  | $2071045.70        | $1877271.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1120 C      | 2054-06-20      | 7.0000%  |  | $1445093.97        | $1512205.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7827 M      | 2052-01-20      | 2.5000%  |  | $2546573.06        | $2216893.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $287846.73         | $259026.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3800  | 2039-10-01      | 3.0000%  |  | $185997.59         | $175004.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $92660.01          | $83725.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $27421.96          | $27222.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3818  | 2039-11-01      | 6.0000%  |  | $115897.83         | $119942.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $33461.58          | $33090.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  |  | $49955.43          | $47690.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888814  | 2037-08-01      | 6.5000%  |  | $8670.48           | $9235.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1364613.10        | $1377024.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL981726  | 2038-07-01      | 6.0000%  |  | $1297.94           | $1360.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL938394  | 2037-07-01      | 6.0000%  |  | $199.45            | $206.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  |  | $188327.72         | $193954.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $1962070.62        | $1899650.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983  | 2037-07-01      | 2.5000%  |  | $182970.22         | $173271.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $8955318.01        | $9235418.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $40706853.19       | $41405536.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $139803.45         | $132393.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  |  | $1005439.78        | $952145.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2375  | 2048-09-01      | 4.0000%  |  | $1297420.69        | $1266272.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $84683.01          | $84826.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $1578878.54        | $1542441.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  |  | $98510953.77       | $100201675.40      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $3026839.94        | $2635045.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $572196.62         | $538539.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $10826651.93       | $9827066.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6656 M      | 2050-05-20      | 3.0000%  |  | $24234841.25       | $22031304.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6603 M      | 2050-04-20      | 5.0000%  |  | $75577.64          | $77308.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $519841.99         | $532441.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4962 M      | 2048-01-20      | 3.5000%  |  | $50780.87          | $47775.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4899 M      | 2047-12-20      | 3.0000%  |  | $1942287.32        | $1781964.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M      | 2047-08-20      | 3.5000%  |  | $226120.53         | $213922.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $7423466.24        | $7000086.99        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 540218 X      | 2033-02-15      | 6.0000%  |  | $5299.37           | $5605.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487108 X      | 2029-04-15      | 6.0000%  |  | $21.19             | $21.54             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $12203.75          | $12586.27          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $7640.71           | $8007.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 433970 X      | 2028-09-15      | 7.0000%  |  | $34.11             | $34.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  |  | $762029.60         | $768975.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  |  | $30197.90          | $32045.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002717 M      | 2029-02-20      | 7.5000%  |  | $11.02             | $11.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW2044  | 2052-09-01      | 5.0000%  |  | $1069726.57        | $1097429.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBW1354  | 2037-11-01      | 3.5000%  |  | $943676.19         | $919210.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $17935.13          | $16328.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $1027878.96        | $1005893.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $32092.83          | $33010.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  |  | $31842.92          | $32753.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  |  | $57278.15          | $56573.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $516517.91         | $488191.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $19408.62          | $19525.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $26121.95          | $27005.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $1481982.74        | $1450305.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  |  | $11883.36          | $11298.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $38574.35          | $36705.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $2391777.19        | $2502930.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $11334.04          | $11554.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725943  | 2034-10-01      | 5.5000%  |  | $2694.29           | $2767.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  |  | $9465.53           | $9217.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781564 X      | 2033-02-15      | 6.0000%  |  | $4.39              | $4.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0682 M      | 2055-10-20      | 3.5000%  |  | $29054573.28       | $26772291.34       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  |  | $159847547.26      | $152154439.99      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0619 M      | 2055-09-20      | 3.5000%  |  | $17934961.85       | $16526142.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0554 M      | 2055-08-20      | 4.5000%  |  | $143561871.23      | $141093324.85      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M      | 2055-07-20      | 3.5000%  |  | $11969570.95       | $11029342.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $6703.16           | $6817.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M      | 2055-03-20      | 6.0000%  |  | $2876608.36        | $2959521.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $76414.12          | $72614.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  |  | $46983.30          | $44671.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $70010.64          | $66601.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $503993.64         | $479584.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $112238.02         | $107191.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  |  | $3115943.42        | $3134685.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAR6885  | 2028-02-01      | 2.5000%  |  | $61139.82          | $60461.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $22886.03          | $22649.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  |  | $44678.00          | $42702.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993  | 2042-05-01      | 3.5000%  |  | $621328.19         | $591212.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $204864.02         | $202566.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $6517.94           | $6912.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  |  | $182105.44         | $186156.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $21050.64          | $20167.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5790  | 2041-07-01      | 5.5000%  |  | $84484.89          | $87219.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1204  | 2041-04-01      | 5.5000%  |  | $198408.50         | $205516.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  |  | $330016.30         | $343255.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH7402  | 2041-06-01      | 5.5000%  |  | $47218.29          | $48528.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $19090.87          | $17681.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  |  | $55953.52          | $53432.79          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  |  | $50484.00          | $48144.54          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  |  | $28448.09          | $26405.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  |  | $7377.07           | $7740.18           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  |  | $1338432.82        | $1319242.66        | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  |  | $5563.31           | $5823.20           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  |  | $70866.04          | $74278.62          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  |  | $39968.66          | $41808.03          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  |  | $4560.30           | $4781.82           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A65070 G  | 2037-09-01      | 6.5000%  |  | $2.50              | $2.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605619 X      | 2034-07-15      | 6.0000%  |  | $236.65            | $247.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI3214 X      | 2044-05-15      | 4.0000%  |  | $51051.40          | $49429.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  |  | $145736.32         | $146846.54         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $999241.83         | $879625.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8509 C      | 2055-12-20      | 5.0000%  |  | $4745477.85        | $4781955.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $2161239.20        | $2217998.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7525 C      | 2055-12-20      | 6.0000%  |  | $1911944.47        | $1984417.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4835 C      | 2055-12-20      | 6.0000%  |  | $734104.16         | $781023.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $1851048.22        | $1890426.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0471 C      | 2055-11-20      | 6.0000%  |  | $1428824.07        | $1466349.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0150 C      | 2055-12-20      | 6.5000%  |  | $1602617.34        | $1673669.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  |  | $224899.48         | $235952.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $171620881.74      | $168669860.68      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M      | 2055-11-20      | 3.5000%  |  | $13619224.97       | $12549413.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  |  | $190302.45         | $195552.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  |  | $156252.61         | $150512.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $190744.98         | $175358.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4002 M      | 2046-10-20      | 2.5000%  |  | $74223.93          | $65874.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3936 M      | 2046-09-20      | 3.0000%  |  | $832730.11         | $765580.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3803 M      | 2046-07-20      | 3.5000%  |  | $279109.77         | $261961.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4450 M      | 2047-05-20      | 3.0000%  |  | $16553.04          | $15203.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3309 M      | 2045-12-20      | 3.0000%  |  | $93031.34          | $85582.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $590188.64         | $557727.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1521 M      | 2043-12-20      | 3.5000%  |  | $52142.71          | $49388.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1449 M      | 2043-11-20      | 4.0000%  |  | $168854.23         | $164462.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  |  | $13904.22          | $13542.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0935 M      | 2043-04-20      | 4.0000%  |  | $22922.92          | $22189.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  |  | $50477.73          | $49157.34          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5947 X      | 2042-12-15      | 2.5000%  |  | $112455.70         | $99379.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3319  | 2055-01-01      | 6.5000%  |  | $2086964.04        | $2182526.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  |  | $6404133.05        | $6776316.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $1399142.59        | $1441270.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $1063272.85        | $984526.98         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $29114460.28       | $28898634.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  |  | $94424.27          | $83366.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  |  | $1665573.79        | $1660451.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.9030%  |  | $25356091.07       | $25613530.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $1296912.60        | $1281985.13        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4473%  |  | $678918.92         | $705576.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  |  | $1931385.08        | $1696472.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-180 A       | 2065-07-16      | 3.0000%  |  | $25406357.71       | $22271204.68       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-049 A       | 2065-10-16      | 3.0000%  |  | $12801648.91       | $11230216.62       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-157 AB      | 2064-09-16      | 3.0000%  |  | $12198964.71       | $10723020.11       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $21145127.78       | $18177013.22       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-063 A       | 2065-07-16      | 3.0000%  |  | $12786647.87       | $11196265.92       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-193 A       | 2065-07-16      | 3.0000%  |  | $11215718.11       | $9816811.50        | Agency Mortgage-Backed Securities         |

### Security 9: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $548000000.00
- **C.18.a - Value (excl. sponsor support):** $548000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 7/8 BOND 41 | 2041-02-15      | 1.8750%  |  | $49279813.33       | $34836037.17       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42     | 2042-05-15      | 3.0000%  |  | $19887934.81       | $16133576.85       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48     | 2048-02-15      | 3.0000%  |  | $28674201.48       | $21756110.29       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47     | 2047-05-15      | 3.0000%  |  | $2067218.37        | $1566931.56        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45     | 2045-05-15      | 3.0000%  |  | $29335941.93       | $22771653.60       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41 | 2041-02-15      | 4.7500%  |  | $86513815.41       | $89787306.35       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40 | 2040-05-15      | 4.3750%  |  | $6332850.37        | $6272999.13        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  |  | $8526514.67        | $7882269.76        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53 | 2053-05-15      | 3.6250%  |  | $5264859.26        | $4303761.82        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  |  | $385622241.78      | $331886017.11      | U.S. Treasuries (including strips) |
| USTR 3 BOND 52     | 2052-08-15      | 3.0000%  |  | $6600355.56        | $4826072.08        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52 | 2052-05-15      | 2.8750%  |  | $24233453.04       | $17107749.43       | U.S. Treasuries (including strips) |

### Security 10: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.670%, 2/2/2026
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  |  | $20181.82          | $23248.53          | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $484909.09         | $493357.18         | Agency Debentures and Agency Strips |
| FCSB 3 3/8 FCSB 27/01     | 2027-01-13      | 3.3750%  |  | $5454545.45        | $5450475.00        | Agency Debentures and Agency Strips |
| FCSB 4.75 FCOR 26-33 FJ   | 2033-07-06      | 4.7500%  |  | $4135090.91        | $4142015.81        | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 26-31 GA   | 2031-12-29      | 4.5400%  |  | $8974909.09        | $8999773.58        | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-44 FH   | 2044-12-19      | 5.7500%  |  | $21818.18          | $21838.33          | Agency Debentures and Agency Strips |
| FHLB FHDN 05/29/26        | 2026-05-29      | 0.0000%  |  | $26727272.73       | $26408683.64       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/08/26        | 2026-07-08      | 0.0000%  |  | $9272727.27        | $9126385.09        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 3.7600%  |  | $9272.73           | $9297.40           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 3.6900%  |  | $10363.64          | $10402.63          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AZ 26/06   | 2026-06-03      | 3.7350%  |  | $545454.55         | $549463.79         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  |  | $9818.18           | $9882.00           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 3.7200%  |  | $16909.09          | $16932.31          | Agency Debentures and Agency Strips |
| FNMA 1.31 FNNT A 23-32    | 2032-01-27      | 1.3100%  |  | $147272.73         | $125757.53         | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 29 EQ      | 2029-06-08      | 2.7500%  |  | $46363.64          | $45181.93          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $19090.91          | $19305.56          | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $10281818.18       | $10335135.12       | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB  | 2040-12-03      | 5.3750%  |  | $6604909.09        | $6657064.21        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 3.7500%  |  | $9272.73           | $9283.21           | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  |  | $1636.36           | $1657.19           | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF BX 26/08   | 2026-08-12      | 3.7800%  |  | $354545.45         | $357764.04         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 3.7450%  |  | $18000.00          | $18130.16          | Agency Debentures and Agency Strips |
| FHLB FHDN 07/24/26        | 2026-07-24      | 0.0000%  |  | $9602727.27        | $9436600.09        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $4472727.27        | $3780899.24        | Agency Debentures and Agency Strips |
| FMAC 6.75 FMPR GB 31 A    | 2031-03-15      | 0.0000%  |  | $327272.73         | $267232.25         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $545454.55         | $396367.27         | Agency Debentures and Agency Strips |
| FCSB 1.16 FCSB 26 DN      | 2026-10-27      | 1.1600%  |  | $693272.73         | $682677.21         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $1488545.45        | $1690167.57        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $177272.73         | $179562.21         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 3.7250%  |  | $43090.91          | $43282.64          | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $123818.18         | $125263.79         | Agency Debentures and Agency Strips |
| FHLB 3.65 FHLB 26 AU      | 2026-10-15      | 3.6500%  |  | $87272.73          | $88232.09          | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $27272.73          | $27291.25          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 3.7800%  |  | $16909.09          | $17021.42          | Agency Debentures and Agency Strips |
| FNMA 2.125 FNSM A 04/26   | 2026-04-24      | 2.1250%  |  | $21818.18          | $21862.40          | Agency Debentures and Agency Strips |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  |  | $7090.91           | $7238.58           | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  |  | $275454.55         | $275237.67         | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $5442000.00        | $5526254.25        | Agency Debentures and Agency Strips |
| FNMA 6.21 FNSM GDED 08/38 | 2038-08-06      | 6.2100%  |  | $2727.27           | $3240.67           | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $612545.45         | $447024.19         | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $5454.55           | $5488.70           | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EA      | 2028-08-07      | 4.2500%  |  | $9818.18           | $10156.79          | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $1148181.82        | $940016.20         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 3.7650%  |  | $9818.18           | $9869.20           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 3.7650%  |  | $37090.91          | $37260.83          | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $545454.55         | $404155.15         | Agency Debentures and Agency Strips |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  |  | $272727.27         | $239851.64         | Agency Debentures and Agency Strips |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  |  | $27818.18          | $28016.39          | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $70909.09          | $81138.76          | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $279818.18         | $307454.07         | Agency Debentures and Agency Strips |
| FNMA 6.03 FNNT A 10/27    | 2027-10-08      | 6.0300%  |  | $19090.91          | $20198.75          | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $18000.00          | $17912.98          | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 3.7400%  |  | $27272.73          | $27405.49          | Agency Debentures and Agency Strips |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  |  | $330545.45         | $316135.77         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $277636.36         | $245944.58         | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $454363.64         | $511562.91         | Agency Debentures and Agency Strips |
| FMAC 4.15 FMNT 27-31 N1   | 2031-01-28      | 4.1500%  |  | $11631818.18       | $11623333.42       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $213272.73         | $216496.77         | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $2054181.82        | $2098323.10        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $482727.27         | $494468.01         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AW 27/02   | 2027-02-10      | 3.7550%  |  | $153818181.82      | $155297122.41      | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FF 26/08   | 2026-08-07      | 3.7250%  |  | $545454.55         | $550620.91         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  |  | $92727.27          | $94562.73          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 28 EE     | 2028-11-01      | 4.8750%  |  | $1090.91           | $1139.40           | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  |  | $1090909.09        | $831606.67         | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $1090909.09        | $867525.91         | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $313636.36         | $247772.31         | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 26 CO      | 2026-10-30      | 3.3500%  |  | $5454.55           | $5486.97           | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 26 CE      | 2026-04-02      | 3.0000%  |  | $27272.73          | $27504.64          | Agency Debentures and Agency Strips |
| FCSB 3.30 FCSB 26 CK      | 2026-09-28      | 3.3000%  |  | $5454.55           | $5501.25           | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 37 S       | 2037-09-14      | 3.0000%  |  | $5454.55           | $4670.69           | Agency Debentures and Agency Strips |
| FCSB 3.33 FCSB 37 O       | 2037-04-28      | 3.3300%  |  | $381818.18         | $346106.73         | Agency Debentures and Agency Strips |
| FCSB 3.03 FCSB 29 AD      | 2029-03-20      | 3.0300%  |  | $21818.18          | $21652.12          | Agency Debentures and Agency Strips |
| FHLB FHDN 07/29/26        | 2026-07-29      | 0.0000%  |  | $13036363.64       | $12804968.18       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/22/26        | 2026-07-22      | 0.0000%  |  | $54545454.55       | $53611636.36       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/15/26        | 2026-07-15      | 0.0000%  |  | $15272727.27       | $15021582.55       | Agency Debentures and Agency Strips |
| FHLB FHDN 07/10/26        | 2026-07-10      | 0.0000%  |  | $4909090.91        | $4830717.27        | Agency Debentures and Agency Strips |
| FHLB FHDN 06/22/26        | 2026-06-22      | 0.0000%  |  | $109090.91         | $107537.78         | Agency Debentures and Agency Strips |
| FHLB FHDN 04/15/26        | 2026-04-15      | 0.0000%  |  | $109090.91         | $108266.18         | Agency Debentures and Agency Strips |
| FHLB FHDN 06/12/26        | 2026-06-12      | 0.0000%  |  | $218181.82         | $215286.98         | Agency Debentures and Agency Strips |
| FHLB FHDN 04/27/26        | 2026-04-27      | 0.0000%  |  | $5607272.73        | $5558209.09        | Agency Debentures and Agency Strips |
| FHLB FHDN 04/24/26        | 2026-04-24      | 0.0000%  |  | $8304545.45        | $8234372.05        | Agency Debentures and Agency Strips |
| FHLB FHDN 04/22/26        | 2026-04-22      | 0.0000%  |  | $1827272.73        | $1812197.73        | Agency Debentures and Agency Strips |
| FHLB FHDN 03/27/26        | 2026-03-27      | 0.0000%  |  | $54545.45          | $54234.55          | Agency Debentures and Agency Strips |
| FHLB FHDN 03/25/26        | 2026-03-25      | 0.0000%  |  | $663272.73         | $659624.73         | Agency Debentures and Agency Strips |
| FHLB FHDN 03/20/26        | 2026-03-20      | 0.0000%  |  | $981818.18         | $976909.09         | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $185454.55         | $186562.36         | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $3540000.00        | $3559136.65        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $2525454.55        | $2548876.45        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $2899090.91        | $2925799.91        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $3905454.55        | $3984010.59        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $714545.45         | $734972.64         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $1620000.00        | $1666569.87        | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $550909.09         | $554579.66         | Agency Debentures and Agency Strips |
| FHLB 4.875 FHLB 26 EN     | 2026-09-11      | 4.8750%  |  | $8181.82           | $8396.12           | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  |  | $130909.09         | $132675.62         | Agency Debentures and Agency Strips |
| FMAC FMDN 04/22/26        | 2026-04-22      | 0.0000%  |  | $145090.91         | $143893.91         | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $140181.82         | $140050.16         | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $62727.27          | $70768.48          | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $25090.91          | $20477.52          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $545.45            | $632.45            | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $7090.91           | $7997.14           | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $253636.36         | $277773.84         | Agency Debentures and Agency Strips |
| FHLB 5.125 FHLB 36 A      | 2036-03-14      | 5.1250%  |  | $51818.18          | $55215.44          | Agency Debentures and Agency Strips |
| FCSB 3.92 FCOR 26-29 KF   | 2029-07-16      | 3.9200%  |  | $22076727.27       | $22080821.28       | Agency Debentures and Agency Strips |
| FHLB 1.00 FHLB 28 VB      | 2028-03-10      | 1.0000%  |  | $19090.91          | $18157.75          | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $2727272.73        | $1927764.39        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $147272.73         | $140504.83         | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 22-36 BK   | 2036-01-25      | 1.8000%  |  | $1590000.00        | $1243348.20        | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $253636.36         | $253282.68         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $46363.64          | $46708.27          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $8181.82           | $7061.77           | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $11454.55          | $11638.79          | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $4597636.36        | $4667312.52        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $77454.55          | $78742.38          | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $61636.36          | $62799.80          | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $620181.82         | $638304.05         | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF   | 2030-02-12      | 4.1800%  |  | $11746363.64       | $11842057.35       | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $3818.18           | $3879.75           | Agency Debentures and Agency Strips |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $7258909.09        | $7249655.56        | U.S. Treasuries (including strips)  |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $185680309.09      | $162558008.44      | U.S. Treasuries (including strips)  |
| FMAC FMDN 02/02/26        | 2026-02-02      | 0.0000%  |  | $2811272.73        | $2810148.22        | Agency Mortgage-Backed Securities   |
| FHLB FHDN 02/02/26        | 2026-02-02      | 0.0000%  |  | $3751636.36        | $3750135.71        | Agency Mortgage-Backed Securities   |

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $194940443.70
- **C.18.a - Value (excl. sponsor support):** $194940443.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $204050559.36
- **C.18.a - Value (excl. sponsor support):** $204050559.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $330151430.40
- **C.18.a - Value (excl. sponsor support):** $330151430.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $50019491.50
- **C.18.a - Value (excl. sponsor support):** $50019491.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.785%, 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):** $169966395.22
- **C.18.a - Value (excl. sponsor support):** $169966395.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.795%, 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):** $415014916.18
- **C.18.a - Value (excl. sponsor support):** $415014916.18
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.760%, 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):** $50023711.00
- **C.18.a - Value (excl. sponsor support):** $50023711.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.725%, 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):** $240725508.50
- **C.18.a - Value (excl. sponsor support):** $240725508.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.725%, 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):** $249973717.50
- **C.18.a - Value (excl. sponsor support):** $249973717.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $309011018.95
- **C.18.a - Value (excl. sponsor support):** $309011018.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $399963872.00
- **C.18.a - Value (excl. sponsor support):** $399963872.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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,  3.675%, 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):** $308495391.01
- **C.18.a - Value (excl. sponsor support):** $308495391.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.675%, 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):** $699988156.00
- **C.18.a - Value (excl. sponsor support):** $699988156.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 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):** $100003271.00
- **C.18.a - Value (excl. sponsor support):** $100003271.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.710%, 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):** $84001524.60
- **C.18.a - Value (excl. sponsor support):** $84001524.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 26: 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):** $746354028.65
- **C.18.a - Value (excl. sponsor support):** $746354028.65
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 27: 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):** $771917558.96
- **C.18.a - Value (excl. sponsor support):** $771917558.96
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.830%, 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):** $362813076.38
- **C.18.a - Value (excl. sponsor support):** $362813076.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 29: 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):** $695098021.12
- **C.18.a - Value (excl. sponsor support):** $695098021.12
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 30: 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):** $784786693.66
- **C.18.a - Value (excl. sponsor support):** $784786693.66
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 31: 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):** $713937722.42
- **C.18.a - Value (excl. sponsor support):** $713937722.42
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 32: 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):** $714669525.19
- **C.18.a - Value (excl. sponsor support):** $714669525.19
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $747568778.65
- **C.18.a - Value (excl. sponsor support):** $747568778.65
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94Q0, C.4 - ISIN: US3130B94Q03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149998585.50
- **C.18.a - Value (excl. sponsor support):** $149998585.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 1/14/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221936119.95
- **C.18.a - Value (excl. sponsor support):** $221936119.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $374922082.50
- **C.18.a - Value (excl. sponsor support):** $374922082.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $726436821.62
- **C.18.a - Value (excl. sponsor support):** $726436821.62
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $118757031.00
- **C.18.a - Value (excl. sponsor support):** $118757031.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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,  3.750%, 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):** $149192250.00
- **C.18.a - Value (excl. sponsor support):** $149192250.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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,  3.750%, 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):** $89497400.40
- **C.18.a - Value (excl. sponsor support):** $89497400.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? 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,  3.744%, 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):** $991133988.65
- **C.18.a - Value (excl. sponsor support):** $991133988.65
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $95004934.30
- **C.18.a - Value (excl. sponsor support):** $95004934.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.690%, 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):** $100000035.00
- **C.18.a - Value (excl. sponsor support):** $100000035.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182883769.45
- **C.18.a - Value (excl. sponsor support):** $182883769.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $140042485.23
- **C.18.a - Value (excl. sponsor support):** $140042485.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 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):** $44969534.64
- **C.18.a - Value (excl. sponsor support):** $44969534.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 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):** $232875000.00
- **C.18.a - Value (excl. sponsor support):** $232875000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $210002324.70
- **C.18.a - Value (excl. sponsor support):** $210002324.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $112943636.98
- **C.18.a - Value (excl. sponsor support):** $112943636.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $46014974.84
- **C.18.a - Value (excl. sponsor support):** $46014974.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $176942540.91
- **C.18.a - Value (excl. sponsor support):** $176942540.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $170052290.30
- **C.18.a - Value (excl. sponsor support):** $170052290.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $189991981.86
- **C.18.a - Value (excl. sponsor support):** $189991981.86
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $80006498.40
- **C.18.a - Value (excl. sponsor support):** $80006498.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $100006602.29
- **C.18.a - Value (excl. sponsor support):** $100006602.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $200109614.00
- **C.18.a - Value (excl. sponsor support):** $200109614.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $329851870.25
- **C.18.a - Value (excl. sponsor support):** $329851870.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $357874289.51
- **C.18.a - Value (excl. sponsor support):** $357874289.51
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $304860468.55
- **C.18.a - Value (excl. sponsor support):** $304860468.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $252008010.69
- **C.18.a - Value (excl. sponsor support):** $252008010.69
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $225916237.69
- **C.18.a - Value (excl. sponsor support):** $225916237.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 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):** $147000759.99
- **C.18.a - Value (excl. sponsor support):** $147000759.99
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $85038577.25
- **C.18.a - Value (excl. sponsor support):** $85038577.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $384835994.19
- **C.18.a - Value (excl. sponsor support):** $384835994.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $172018591.48
- **C.18.a - Value (excl. sponsor support):** $172018591.48
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $201920282.87
- **C.18.a - Value (excl. sponsor support):** $201920282.87
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $178924985.17
- **C.18.a - Value (excl. sponsor support):** $178924985.17
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $192984310.80
- **C.18.a - Value (excl. sponsor support):** $192984310.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $80054088.00
- **C.18.a - Value (excl. sponsor support):** $80054088.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $106053662.50
- **C.18.a - Value (excl. sponsor support):** $106053662.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $476890250.32
- **C.18.a - Value (excl. sponsor support):** $476890250.32
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $304971869.85
- **C.18.a - Value (excl. sponsor support):** $304971869.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 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):** $64898371.01
- **C.18.a - Value (excl. sponsor support):** $64898371.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $82897259.33
- **C.18.a - Value (excl. sponsor support):** $82897259.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 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):** $357832987.81
- **C.18.a - Value (excl. sponsor support):** $357832987.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/12/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300848098.63
- **C.18.a - Value (excl. sponsor support):** $300848098.63
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 4/8/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $188997386.13
- **C.18.a - Value (excl. sponsor support):** $188997386.13
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $113930594.25
- **C.18.a - Value (excl. sponsor support):** $113930594.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $264871576.23
- **C.18.a - Value (excl. sponsor support):** $264871576.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $445828727.35
- **C.18.a - Value (excl. sponsor support):** $445828727.35
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $126008121.96
- **C.18.a - Value (excl. sponsor support):** $126008121.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $309935554.10
- **C.18.a - Value (excl. sponsor support):** $309935554.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $424816936.82
- **C.18.a - Value (excl. sponsor support):** $424816936.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $193949578.29
- **C.18.a - Value (excl. sponsor support):** $193949578.29
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $559692054.68
- **C.18.a - Value (excl. sponsor support):** $559692054.68
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 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):** $214672481.69
- **C.18.a - Value (excl. sponsor support):** $214672481.69
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $464748458.33
- **C.18.a - Value (excl. sponsor support):** $464748458.33
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.675%, 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):** $74998944.00
- **C.18.a - Value (excl. sponsor support):** $74998944.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $35001048.95
- **C.18.a - Value (excl. sponsor support):** $35001048.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 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):** $164991076.80
- **C.18.a - Value (excl. sponsor support):** $164991076.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $387809566.64
- **C.18.a - Value (excl. sponsor support):** $387809566.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $269998976.70
- **C.18.a - Value (excl. sponsor support):** $269998976.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44988180.75
- **C.18.a - Value (excl. sponsor support):** $44988180.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $231882684.03
- **C.18.a - Value (excl. sponsor support):** $231882684.03
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 1/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155998898.64
- **C.18.a - Value (excl. sponsor support):** $155998898.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 1/26/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $484798303.20
- **C.18.a - Value (excl. sponsor support):** $484798303.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 1/28/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244899113.46
- **C.18.a - Value (excl. sponsor support):** $244899113.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 2/2/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $151002435.09
- **C.18.a - Value (excl. sponsor support):** $151002435.09
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 2/9/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84959659.00
- **C.18.a - Value (excl. sponsor support):** $84959659.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $338992056.09
- **C.18.a - Value (excl. sponsor support):** $338992056.09
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 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):** $212054140.56
- **C.18.a - Value (excl. sponsor support):** $212054140.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.780%, 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):** $572923114.86
- **C.18.a - Value (excl. sponsor support):** $572923114.86
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.750%, 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):** $731923396.20
- **C.18.a - Value (excl. sponsor support):** $731923396.20
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $551045885.50
- **C.18.a - Value (excl. sponsor support):** $551045885.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.790%, 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):** $483390573.12
- **C.18.a - Value (excl. sponsor support):** $483390573.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.745%, 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):** $399636481.80
- **C.18.a - Value (excl. sponsor support):** $399636481.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $350119574.00
- **C.18.a - Value (excl. sponsor support):** $350119574.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $105091527.45
- **C.18.a - Value (excl. sponsor support):** $105091527.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $340959634.13
- **C.18.a - Value (excl. sponsor support):** $340959634.13
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.910%, 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):** $350960843.72
- **C.18.a - Value (excl. sponsor support):** $350960843.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $253214500.99
- **C.18.a - Value (excl. sponsor support):** $253214500.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $237322224.50
- **C.18.a - Value (excl. sponsor support):** $237322224.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 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):** $624700000.00
- **C.18.a - Value (excl. sponsor support):** $624700000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.730%, 1/7/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $288897732.14
- **C.18.a - Value (excl. sponsor support):** $288897732.14
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.670%, 2/2/2026
- **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):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $57167.65          | $54077.95          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $6956328.43        | $6810062.98        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $1153486.27        | $1079559.38        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $15665.69          | $15547.67          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $47594776.47       | $44584288.91       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $31107.84          | $30319.38          | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $745098.04         | $674344.66         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $256707733.33      | $220935666.95      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $2924.51           | $1896.92           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $472000.98         | $366384.79         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $2909235.08        | $2146154.10        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $4824509.80        | $4020715.77        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $5495.10           | $4812.83           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $105729.41         | $88454.00          | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $103382650.98      | $105507213.90      | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $27941.18          | $31037.60          | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26    | 2026-04-09      | 0.0000%  |  | $58268231.37       | $57867928.62       | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $522555.88         | $508994.51         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  |  | $566181.37         | $560354.80         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $55133827.45       | $54864451.49       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $109085333.33      | $109562916.15      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8027%  |  | $4105955.88        | $4153176.58        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $30213725.49       | $30451245.43       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $10502920.59       | $10774346.60       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $74907090.20       | $77498072.65       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $100141.18         | $101445.51         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $5197.06           | $5291.87           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  |  | $60725.49          | $61960.25          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $4294428.43        | $4327679.65        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $26823.53          | $27928.56          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $122382.35         | $126959.86         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $60315.69          | $61105.09          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $598965.69         | $587027.65         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $47476082.35       | $34562984.27       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $361000.00         | $363765.88         | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $670588.24         | $543997.50         | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $143841.18         | $147487.06         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $11735.29          | $12129.97          | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $34274.51          | $32288.11          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $157495.10         | $127072.92         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $9625.54           | $9227.62           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $108447976.47      | $111403800.96      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $7339.22           | $6140.04           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $37441.18          | $23906.44          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $25973521.57       | $26838982.88       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $21672294.12       | $21437672.85       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $21640627.45       | $22224817.98       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $13598.04          | $13732.97          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $6482.35           | $3618.93           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $105524.51         | $74595.57          | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $18441.18          | $20484.82          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $477421.57         | $497089.61         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $13072745.10       | $13061140.98       | U.S. Treasuries (including strips) |

### Security 116: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  3.920%, 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):** $259381791.20
- **C.18.a - Value (excl. sponsor support):** $259381791.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **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 117: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 3/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1524000000.00
- **C.18.a - Value (excl. sponsor support):** $1524000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $644.82            | $639.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $7535920.24        | $7978153.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $42309979.87       | $39281544.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5430097.89        | $5342441.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $10914669.81       | $11259295.66       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $8828352.58        | $8951929.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $8190280.19        | $8232998.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $54382367.21       | $57067339.48       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $7235.14           | $7753.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1400 | 2056-01-01      | 5.0000%  |  | $1925535.05        | $1938433.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3699 | 2056-01-01      | 5.0000%  |  | $974.62            | $979.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1123716.47        | $1182170.08        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.3580%  |  | $23.49             | $23.66             | Agency Mortgage-Backed Securities         |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $323426.67         | $271158.00         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $16933333.33       | $12118311.78       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $8306646.67        | $6880146.23        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2819400.00        | $2761085.41        | Agency Debentures and Agency Strips       |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.5030%  |  | $41522583.02       | $41721386.21       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  |  | $139.35            | $145.65            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $18894.21          | $18072.32          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $306.55            | $318.34            | Agency Collateralized Mortgage Obligation |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $915246.67         | $892048.67         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $84514266.67       | $76488920.51       | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $2958168.67        | $2593597.42        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $84.67             | $59.44             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $338.67            | $197.69            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $84.67             | $53.89             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $37777674.00       | $26705142.87       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $15183273.33       | $8043333.01        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $84.67             | $53.55             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $2963.33           | $1922.11           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $8457946.00        | $6303368.09        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $10226548.00       | $7984114.96        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $2116074.00        | $1853344.18        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $592.67            | $521.67            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $84.67             | $86.41             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $84.67             | $86.67             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  |  | $84.67             | $88.57             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $104.30            | $91.35             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $84.67             | $84.51             | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $6774180.00        | $6966033.62        | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $677.33            | $674.07            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $1430782.00        | $1423791.40        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $1608.67           | $1610.77           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $84.67             | $86.05             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $137555393.33      | $138636761.12      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $30783022.00       | $31140627.69       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $86.25             | $87.90             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $102651644.67      | $103867737.71      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $6180.67           | $6328.71           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $677.33            | $691.56            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $5470059.33        | $5596693.62        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $57539212.67       | $58777616.18       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $422486.67         | $427092.09         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $169.33            | $172.10            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $84.67             | $86.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $84.67             | $87.00             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $17834525.33       | $17811790.19       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $338.67            | $349.01            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $592.67            | $608.67            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $15239407.33       | $15549277.32       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $38363990.67       | $39274131.31       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $8827364.82        | $8066632.12        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $846.67            | $845.68            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $5360924.00        | $5392648.52        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  |  | $2032.00           | $1997.41           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $592.67            | $583.29            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $16273864.67       | $16093712.08       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $30848469.33       | $32235411.40       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $888407.33         | $884179.69         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $14027319.33       | $13404680.94       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $38021937.33       | $29415880.20       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $63937388.00       | $52265649.61       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $7617036.67        | $4710914.29        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $10107168.00       | $10043510.77       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $169.33            | $119.54            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $53385466.00       | $52253996.74       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $42333248.67       | $42543465.81       | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $84.67             | $86.21             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $169.33            | $168.44            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $254.00            | $264.29            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $91695862.67       | $76386575.75       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $84.67             | $86.45             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $84.67             | $50.55             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $63839174.67       | $63200986.43       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $592.67            | $588.46            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $46444154.00       | $46705319.58       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $84.67             | $84.46             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $84.67             | $64.24             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $508.00            | $514.62            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $846.67            | $852.59            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $7662841.33        | $4878025.93        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $169.33            | $161.90            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $36333599.33       | $36600269.68       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  |  | $84.67             | $85.32             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $78316412.67       | $80411813.72       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $84.67             | $86.06             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $2927519.33        | $2962739.79        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1608582.00        | $1645449.97        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $38100000.00       | $38179334.55       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $1354.67           | $1281.51           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $11050693.33       | $9928238.86        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $2907622.67        | $2731759.48        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $169.33            | $159.76            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $84.67             | $83.66             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $1883325.33        | $1873127.80        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $775546.67         | $676635.98         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $84.67             | $81.15             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $84.67             | $81.64             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $6434.67           | $6407.20           | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $254.00            | $253.62            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $1778.00           | $1731.31           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $21587544.67       | $21256696.77       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $84.67             | $79.31             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $677.33            | $659.06            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $169.33            | $156.54            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $338.67            | $341.81            | U.S. Treasuries (including strips)        |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $15493084.74       | $15977624.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $46214503.66       | $47467866.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $4867785.23        | $5009858.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $973836.25         | $1026371.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1144042.13        | $1204784.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $13840890.28       | $14329353.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $344353.94         | $354384.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $699.34            | $719.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $779.52            | $810.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15853319.86       | $16300883.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9521 | 2056-01-01      | 5.5000%  |  | $166008.47         | $170217.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $43260580.60       | $43546869.51       | Agency Mortgage-Backed Securities         |

### Security 118: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.670%, 2/2/2026
- **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):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $135.87            | $143.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $117791.69         | $124879.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $133308.94         | $138007.09         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $1055374.78        | $1043674.72        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $185.35            | $166.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $2314067.04        | $2209307.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $178.17            | $181.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $51063.05          | $53947.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $392681.39         | $420824.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $9309853.87        | $9358412.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0597 | 2055-06-01      | 6.5000%  |  | $707406.73         | $735761.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $179.39            | $188.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $2673638.69        | $2662850.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $4278830.09        | $4348368.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $146.80            | $145.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $61462.65          | $53512.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $592993.85         | $574254.91         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5533 | 2035-12-01      | 4.4650%  |  | $333.00            | $332.72            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $163.88            | $167.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $163.88            | $167.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $491.64            | $516.47            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $1576652.19        | $1656191.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $180.27            | $184.97            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $491.64            | $501.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $2619250.42        | $2702215.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6087 | 2053-03-01      | 5.5000%  |  | $2760073.85        | $2819527.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX6271 | 2053-01-01      | 6.5000%  |  | $103301.10         | $108022.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX2861 | 2052-11-01      | 5.5000%  |  | $141861.78         | $147807.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3397 | 2047-12-01      | 3.5000%  |  | $2266720.02        | $2122983.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6019 | 2055-12-01      | 5.5000%  |  | $795716.16         | $811215.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $56075.38          | $57467.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $363025.87         | $381293.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $244577.63         | $252045.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $163.40            | $171.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $309.15            | $327.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $6397736.76        | $6517059.53        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8977 | 2033-05-01      | 3.5800%  |  | $325.02            | $311.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $212.61            | $219.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  |  | $189745.53         | $200310.43         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $315.63            | $326.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4482 | 2056-02-01      | 5.0000%  |  | $2457833.44        | $2476188.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $800171.76         | $830890.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $326.83            | $344.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $6861.19           | $7199.95           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $165.52            | $167.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $163.33            | $168.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $193.30            | $197.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF1400 | 2056-01-01      | 5.0000%  |  | $163.88            | $164.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $153.57            | $159.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1335.21           | $1327.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $162.87            | $167.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4959 | 2056-01-01      | 5.0000%  |  | $276522.40         | $278630.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1533 | 2055-12-01      | 5.5000%  |  | $2981850.64        | $3039932.78        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $163.88            | $165.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $2002.47           | $2073.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $149.67            | $152.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  |  | $1239295.96        | $1289295.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $135.23            | $139.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $115.40            | $110.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $130413.57         | $136489.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $243.20            | $241.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $7726238.87        | $7970191.43        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8528 | 2033-03-01      | 3.4300%  |  | $172.61            | $163.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  |  | $512582.77         | $484267.41         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $1597.17           | $1566.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $131.11            | $130.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $118510.72         | $122723.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $205749.00         | $214123.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $362498.53         | $361316.42         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $24.49             | $23.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $188.34            | $194.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $30.99             | $28.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4946 | 2047-08-01      | 3.5000%  |  | $2551520.24        | $2395819.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $92.74             | $90.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  |  | $2976700.68        | $2719256.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4960 | 2056-01-01      | 5.0000%  |  | $442753.35         | $445718.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2844 | 2056-01-01      | 5.5000%  |  | $1273700.39        | $1298510.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3548 | 2056-01-01      | 5.5000%  |  | $459232.75         | $468177.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $326.67            | $335.53            | Agency Mortgage-Backed Securities         |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $1224672.24        | $889936.66         | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $327.76            | $230.57            | Agency Debentures and Agency Strips       |
| FMAC FGRM 3211HE 09/15/36 | 2036-09-15      | 6.0000%  |  | $156469.34         | $164760.70         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3184AE 07/15/36 | 2036-07-15      | 6.0000%  |  | $170.49            | $179.73            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  |  | $182861.77         | $190232.99         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3695JG 07/15/40 | 2040-07-15      | 4.5000%  |  | $189067.66         | $189970.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-03 PC      | 2033-11-20      | 5.5000%  |  | $14.45             | $14.48             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL073KE R13F073 | 2043-07-25      | 3.0000%  |  | $286798.64         | $250691.74         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $153.30            | $159.06            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC018KY R11F018 | 2041-03-25      | 4.0000%  |  | $173973.46         | $171801.96         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  |  | $364519.69         | $348198.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047AY R15F047 | 2045-07-25      | 3.0000%  |  | $271221.74         | $243575.20         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL066MB R13F066 | 2043-07-25      | 3.0000%  |  | $252536.72         | $232147.33         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $34383.74          | $32888.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-17O DF     | 2072-07-20      | 4.5030%  |  | $38398.73          | $38501.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH     | 2051-07-20      | 2.5000%  |  | $1743194.99        | $1038300.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.0193%  |  | $73.61             | $72.11             | Agency Mortgage-Backed Securities         |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $49.16             | $48.83             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $98.33             | $99.91             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $81.94             | $78.10             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $1474867.22        | $1381578.22        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $114.72            | $106.04            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $6302.67           | $5759.51           | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $32.78             | $30.28             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $16.39             | $11.98             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $16.39             | $10.14             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $1724783.61        | $1210820.34        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $16.39             | $11.19             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $1128409.36        | $658683.50         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $49.16             | $26.04             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $2684020.07        | $1708598.54        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $229.43            | $145.11            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $18026.76          | $17938.68          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $65.55             | $67.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $655.52            | $667.48            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $16.39             | $16.55             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $1113283.28        | $1127790.47        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $327.76            | $327.34            | U.S. Treasuries (including strips)        |
| USTR TRFR BB 04/30/26     | 2026-04-30      | 3.7627%  |  | $65.55             | $66.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $16387.96          | $16763.56          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $7164094.98        | $7012256.78        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $25252535.12       | $25215019.20       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  |  | $16.39             | $16.19             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $16.39             | $14.48             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $16.39             | $15.51             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $818119.73         | $814627.18         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $659680.94         | $683539.11         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $97623.08          | $101095.36         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $32.78             | $33.02             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $49.16             | $49.97             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $16.39             | $14.37             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $5338345.15        | $5453241.15        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $65.55             | $60.60             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $718005.69         | $708775.47         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $96972589.63       | $79270291.61       | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $5126547.16        | $3431965.66        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $1474900.00        | $1512238.74        | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $16.39             | $16.25             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $17.72             | $17.85             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $6729732.11        | $6626593.11        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $16.69             | $17.01             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $4103905.69        | $4073013.03        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $16.84             | $16.28             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $1047993.65        | $775989.78         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $16.39             | $16.50             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $819.40            | $797.30            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $180.27            | $150.23            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $5741636.45        | $4058778.79        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $32.78             | $32.48             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $8193865.22        | $6290951.88        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $11286174.92       | $7320553.76        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $1824684.62        | $1321919.98        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $196.66            | $151.66            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $11126031.77       | $8686363.84        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $16.39             | $14.35             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $1638156.86        | $1441912.08        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $16.39             | $13.65             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $18223.41          | $16726.04          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $819.40            | $796.43            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $16.39             | $15.45             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $792570.90         | $808858.61         | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  |  | $1638238.80        | $1684635.86        | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $16.39             | $16.29             | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $2409718.39        | $2399645.77        | U.S. Treasuries (including strips)        |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  |  | $3932782.61        | $3927654.26        | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $2457899.00        | $2446027.34        | U.S. Treasuries (including strips)        |

### Security 119: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 2/2/2026
- **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):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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%  |  | $749217223.75      | $747698564.55      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $24960453.16       | $25785175.83       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $343094955.79      | $354721486.19      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $434039621.05      | $411069791.08      | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $144486500.90      | $143724994.77      | U.S. Treasuries (including strips) |

### Security 120: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 2/2/2026
- **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):** $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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  |  | $267738298.86      | $272872391.11      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $111926080.00      | $114296508.03      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $20621560.00       | $20831111.96       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 2/2/2026
- **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):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $100290988.95      | $102447824.36      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $160812074.41      | $164744055.98      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $77093743.16       | $79022125.59       | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $55625264.08       | $61015952.74       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $86971141.05       | $87423544.86       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $65040056.25       | $66346501.92       | U.S. Treasuries (including strips) |

### Security 122: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.690%, 2/2/2026
- **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:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 04.000 CLAL4926 | 2044-02-01      | 4.0000%  |  | $6084154.27        | $5950590.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $30960.70          | $30159.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  |  | $48734.62          | $40371.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CNRD5043 | 2030-12-01      | 2.0000%  |  | $34948.40          | $33710.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1411 | 2049-09-01      | 3.0000%  |  | $1462430.36        | $1336166.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  |  | $7966.33           | $8463.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC9511 | 2051-10-01      | 2.0000%  |  | $149058.76         | $123711.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC4163 | 2051-07-01      | 2.0000%  |  | $32363.42          | $26603.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA3583 | 2049-10-01      | 3.0000%  |  | $36770.80          | $33202.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  |  | $121261.04         | $94255.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3128 | 2053-06-01      | 5.0000%  |  | $70523.26          | $71443.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8294 | 2039-04-01      | 5.5000%  |  | $22032.69          | $22639.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1247 | 2042-10-01      | 3.0000%  |  | $12444710.60       | $11568810.39       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  |  | $10074.38          | $9607.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  |  | $214102.30         | $221257.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  |  | $18060.71          | $15447.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6289 | 2051-11-01      | 2.5000%  |  | $12759.58          | $11015.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  |  | $165621.73         | $155064.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $12188.99          | $9935.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9468 | 2031-12-01      | 3.0000%  |  | $64429.65          | $63092.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7406 | 2055-11-01      | 6.5000%  |  | $1270849.66        | $1332639.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4431 | 2052-06-01      | 5.0000%  |  | $1712933.37        | $1745398.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  |  | $82546.00          | $77355.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0192 | 2055-10-01      | 5.5000%  |  | $1832617.84        | $1868314.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  |  | $13837.60          | $14416.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3792 | 2055-11-01      | 6.5000%  |  | $207651.18         | $220560.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3685 | 2055-09-01      | 6.5000%  |  | $697677.07         | $732722.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9774 | 2055-10-01      | 5.5000%  |  | $5239692.36        | $5373050.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $11080.09          | $11410.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  |  | $7152087.08        | $6648530.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  |  | $10289.72          | $10413.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4911 | 2055-10-01      | 6.0000%  |  | $4136778.57        | $4275055.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5251 | 2055-06-01      | 5.5000%  |  | $11571.83          | $11824.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $50334.48          | $47836.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  |  | $49491.09          | $44863.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQMA1788 | 2044-02-01      | 4.0000%  |  | $100089.90         | $98724.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7082 | 2052-09-01      | 3.5000%  |  | $362576.88         | $337553.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  |  | $5709.89           | $5906.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF8376 | 2056-02-01      | 6.5000%  |  | $167396.00         | $176426.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $7776372.18        | $8163816.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $60942.62          | $59590.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  |  | $121090.92         | $100064.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  |  | $3647.30           | $3649.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  |  | $6120.59           | $6196.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5448 | 2052-07-01      | 5.0000%  |  | $1879569.74        | $1919658.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  |  | $202686.08         | $180981.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8104 | 2050-08-01      | 2.0000%  |  | $32519274.42       | $26758098.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  |  | $13077.19          | $12492.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4700 | 2055-11-01      | 6.0000%  |  | $379717.38         | $397998.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3171 | 2055-11-01      | 6.0000%  |  | $4571223.56        | $4777720.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2498 | 2055-06-01      | 6.5000%  |  | $1213583.00        | $1273236.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1645 | 2055-06-01      | 5.5000%  |  | $2315063.98        | $2397650.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  |  | $6921.15           | $7264.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB2308 | 2054-10-01      | 4.5000%  |  | $3764083.34        | $3741973.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $1486274.37        | $1356517.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL3773 | 2028-06-01      | 3.0000%  |  | $471401.54         | $468281.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3436 | 2042-10-01      | 3.5000%  |  | $6814256.53        | $6516885.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  |  | $927098.16         | $792539.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLCA0079 | 2047-07-01      | 4.0000%  |  | $48742.65          | $46902.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $40804.95          | $36183.79          | Agency Mortgage-Backed Securities         |
| FMAC FGRM 3110HE 02/15/36 | 2036-02-15      | 5.5000%  |  | $120464.18         | $124955.99         | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.680%, 2/2/2026
- **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:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 CLQZ6059 | 2055-10-01      | 5.5000%  |  | $18926491.30       | $19657007.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA3542 | 2052-02-01      | 3.0000%  |  | $19059711.00       | $17014235.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3511 | 2052-05-01      | 4.0000%  |  | $6622132.02        | $6419284.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9897 | 2055-07-01      | 6.0000%  |  | $1629631.93        | $1707621.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  |  | $2787082.08        | $2588309.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $5982613.06        | $5874281.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $45649710.65       | $47452240.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1676 | 2055-12-01      | 5.0000%  |  | $1269720.55        | $1287020.22        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 2/2/2026
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0 7/8 TRIB 47   | 2047-02-15      | 0.8750%  |  | $51717358.24       | $37540418.36       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41       | 2041-11-15      | 2.0000%  |  | $42814685.71       | $29962868.57       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49   | 2049-05-15      | 2.8750%  |  | $2334914.29        | $1684939.32        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46   | 2046-11-15      | 2.8750%  |  | $43657428.57       | $32428908.71       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41   | 2041-05-15      | 4.3750%  |  | $26422400.00       | $25896649.27       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45   | 2045-02-15      | 2.5000%  |  | $27200742.86       | $19524585.60       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44   | 2044-05-15      | 4.6250%  |  | $25798057.14       | $25495986.27       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51   | 2051-05-15      | 2.3750%  |  | $25207600.00       | $15982555.82       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27 | 2027-01-15      | 0.3750%  |  | $15552431.14       | $15483104.42       | U.S. Treasuries (including strips) |

### Security 125: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.670%, 2/2/2026
- **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:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 05.000 CLDF8343 | 2056-01-01      | 5.0000%  |  | $1026.00           | $1031.35           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6124 | 2031-01-01      | 4.0800%  |  | $1000.00           | $1002.05           | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HABL5619 | 2030-01-01      | 4.5810%  |  | $964.83            | $967.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF2456 | 2055-12-01      | 5.5000%  |  | $14837.86          | $15410.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1763 | 2055-06-01      | 5.0000%  |  | $5853.73           | $5954.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9565 | 2055-12-01      | 5.0000%  |  | $7715.36           | $7781.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6878 | 2054-06-01      | 6.0000%  |  | $6591.41           | $6780.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7831 | 2054-02-01      | 6.0000%  |  | $4937.79           | $5096.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD3246 | 2052-08-01      | 4.0000%  |  | $518841.28         | $499077.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  |  | $845.39            | $815.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4727 | 2051-03-01      | 2.0000%  |  | $54803.96          | $44656.52          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  |  | $1187.70           | $1169.92           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5654 M     | 2048-12-20      | 5.5000%  |  | $208835.25         | $216358.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $14298289.00       | $14419206.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD4071 | 2052-03-01      | 2.0000%  |  | $901.44            | $734.26            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC T65238 G | 2044-08-01      | 4.5000%  |  | $11299.57          | $11007.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL890101 | 2039-02-01      | 6.0000%  |  | $52.64             | $55.60             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5934 M     | 2049-05-20      | 5.5000%  |  | $124062.25         | $128212.20         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5841 | 2030-12-01      | 3.8800%  |  | $1000.00           | $993.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4381 | 2056-01-01      | 5.0000%  |  | $31378178.00       | $31626999.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9167 | 2056-01-01      | 6.0000%  |  | $96824.00          | $101203.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4383 | 2056-02-01      | 5.0000%  |  | $72446779.00       | $73311197.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4387 | 2056-01-01      | 5.5000%  |  | $47919724.00       | $49507426.94       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0093 | 2056-02-01      | 4.5000%  |  | $2010.00           | $1981.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $1102.00           | $1107.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $1233.86           | $1255.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5982 | 2046-02-01      | 5.0000%  |  | $1000.00           | $1011.96           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  |  | $35662.29          | $36927.55          | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $999900.00         | $1012314.01        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $3621900.00        | $3672808.17        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $20000000.00       | $20432569.50       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $999600.00         | $1016477.04        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $4146200.00        | $4139656.16        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1015655.94        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $265600.00         | $264892.50         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $976300.00         | $1008640.82        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $5939500.00        | $6071963.32        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1600.00           | $1654.22           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $600.00            | $629.11            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $1300.00           | $1140.70           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $2000000.00        | $1642934.61        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $32900000.00       | $25392268.71       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $755200.00         | $591120.22         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $344700.00         | $356921.61         | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $940253.22         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1247230.98        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $181855.78         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $8027400.00        | $7905661.68        | U.S. Treasuries (including strips) |
| USTR BILL 05/26/26        | 2026-05-26      | 0.0000%  |  | $1181700.00        | $1168469.69        | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $800000.00         | $792716.00         | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $764000.00         | $753779.21         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1035390.98        | U.S. Treasuries (including strips) |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  |  | $500.00            | $498.19            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $1000300.00        | $1021812.23        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $1818100.00        | $1869418.69        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $100999100.00      | $102019480.73      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $460300.00         | $473194.52         | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $19000.00          | $19583.42          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $11076800.00       | $11080197.64       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $800.00            | $809.75            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $482500.00         | $498095.72         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $1000.00           | $1017.21           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $11799200.00       | $12331908.33       | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $857000.00         | $847254.20         | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $78000.00          | $77380.99          | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $403600.00         | $393252.50         | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $36000.00          | $35171.89          | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $175900.00         | $172342.07         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $48000.00          | $47133.31          | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $1991600.00        | $1883482.99        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1379.22           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $92900.00          | $87803.65          | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $1190400.00        | $1174713.11        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $4500000.00        | $4462253.41        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $7300000.00        | $6961946.24        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $4000100.00        | $3826509.90        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $4244600.00        | $4019971.34        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2483000.00        | $2358836.07        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $110400.00         | $96589.29          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $195800.00         | $186176.60         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $6439500.00        | $5619006.35        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3538331.69        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $9598900.00        | $9204062.35        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $961618.55         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $2251000.00        | $1977650.16        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $2072700.00        | $1916380.75        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $499400.00         | $467463.39         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  |  | $300.00            | $211.90            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $200.00            | $152.30            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $386.71            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $49999800.00       | $35889658.61       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1371600.00        | $1067194.42        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $999600.00         | $1017835.57        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  |  | $1800.00           | $1447.78           | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $1000400.00        | $1026010.82        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $1963300.00        | $1930533.04        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $1707800.00        | $1736191.99        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $403.67            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $3321700.00        | $3362393.54        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $300.00            | $304.64            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $5000300.00        | $5207699.31        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $285600.00         | $284921.87         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  |  | $143600.00         | $143355.02         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $200.00            | $196.70            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $10027200.00       | $9995417.26        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $2203100.00        | $2164410.83        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $476600.00         | $448209.64         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1022830.78        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1037257.67        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $214100.00         | $221287.53         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $8051200.00        | $8158336.65        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $5030903.54        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $201.47            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $999300.00         | $998330.02         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1010368.41        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $436900.00         | $297349.39         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1896728.77        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $2760100.00        | $1750006.04        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $6821000.00        | $3865070.42        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $878489.02         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $1137300.00        | $600211.90         | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $102600.00         | $51063.32          | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $38600.00          | $18560.67          | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $4496300.00        | $2673749.23        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $318500.00         | $205726.54         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7402300.00        | $5540767.02        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $1886500.00        | $1419335.92        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $302.08            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $20500.00          | $13679.67          | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $2486300.00        | $1734282.81        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11500600.00       | $11341603.57       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $331600.00         | $328620.82         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $406100.00         | $404265.17         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $31060400.00       | $30119640.89       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $13438100.00       | $12371560.65       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $2399600.00        | $2325701.79        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $238400.00         | $219462.74         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $155700.00         | $153971.48         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $148400.00         | $129648.14         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $2000000.00        | $1716081.22        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $900.00            | $655.30            | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $200000.00         | $167550.64         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $18612800.00       | $13087346.71       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $52295500.00       | $32204862.65       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3499764.32        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1601300.00        | $889854.36         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $1124800.00        | $1036352.24        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $5000300.00        | $5121477.38        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $9900.00           | $9850.71           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  |  | $240871000.00      | $241266769.58      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $133000.00         | $132051.10         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $28151000.00       | $28228750.43       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $5538600.00        | $5564172.08        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $40894500.00       | $41224818.88       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $3052700.00        | $3086691.11        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $800.00            | $804.50            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $89104600.00       | $90975633.89       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $924600.00         | $932499.47         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $13030800.00       | $13110440.79       | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $23709600.00       | $23823878.31       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $13000.00          | $13204.02          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $3318500.00        | $3357073.09        | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $10928500.00       | $11063338.55       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $5317400.00        | $5395576.53        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $3208200.00        | $3246733.03        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $289652000.00      | $293980371.69      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $371600.00         | $377793.32         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $24179000.00       | $24745648.15       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $200.00            | $204.26            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $800.00            | $832.41            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $37486800.00       | $38359884.14       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $500.00            | $516.52            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $448900.00         | $472782.44         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1009272.23        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $954700.00         | $987308.05         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $188200.00         | $166307.61         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $900.00            | $906.99            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $10420300.00       | $10799927.30       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $1901700.00        | $1802509.06        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $500.00            | $513.61            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $2999200.00        | $3038758.80        | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  |  | $18300000.00       | $18120477.00       | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $200.00            | $196.92            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $1900700.00        | $1931932.87        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1571948.89        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $5200500.00        | $5171510.06        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $34840300.00       | $25939801.55       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $2065100.00        | $2084011.96        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $42900.00          | $30726.72          | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $9379700.00        | $9575335.26        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $999900.00         | $1013191.62        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $2998500.00        | $3062003.77        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $500300.00         | $415659.56         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $29200.00          | $25463.91          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $800.00            | $809.50            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $500.00            | $448.79            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $17876000.00       | $16111612.37       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $59200000.00       | $58634304.97       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $19765720.07       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $53000100.00       | $50387130.42       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $9832700.00        | $10006167.64       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $115500.00         | $118648.94         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $200.00            | $197.45            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $216800.00         | $165854.09         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $100.00            | $75.61             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $801000.00         | $819638.14         | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $183426000.00      | $182222542.01      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  |  | $232500.00         | $237527.23         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $103.13            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $398500.00         | $392043.19         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $959900.00         | $966871.62         | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $300.00            | $276.67            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $999300.00         | $1006660.19        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $400.00            | $409.47            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $10032700.00       | $7277774.23        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $662500.00         | $658820.39         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $26199000.00       | $18905929.66       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $58288800.00       | $58741839.55       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $700.00            | $741.26            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $200.00            | $204.73            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $29999500.00       | $19046438.91       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $20788700.00       | $21283236.17       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $3979600.00        | $3940778.72        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $927300.00         | $933737.07         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $630500.00         | $618162.95         | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $314200.00         | $322637.71         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $500.00            | $522.31            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $42960300.00       | $34973185.35       | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $2700.00           | $2685.88           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1800200.00        | $1433154.77        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $458500.00         | $340575.59         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $39233600.00       | $29985289.99       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $6980300.00        | $7042433.93        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $12500400.00       | $12386807.76       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $130300.00         | $107325.36         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2114275.28        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $900.00            | $902.03            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $44839300.00       | $45446462.02       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $900500.00         | $850634.59         | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $714.13            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $6409900.00        | $6421678.63        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $2318000.00        | $2044427.16        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $103700.00         | $108386.21         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $200.00            | $198.53            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $1300.00           | $1338.21           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $4419000.00        | $2809674.17        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $6528200.00        | $6674243.01        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $500000.00         | $509579.32         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $1077100.00        | $1014137.42        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $4600600.00        | $4588192.11        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $9308500.00        | $9113493.15        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $15001000.00       | $14887262.99       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $43524000.00       | $41157465.70       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $91100.00          | $88411.56          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $567300.00         | $543111.99         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $3868500.00        | $3474399.59        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $391400.00         | $367871.58         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $550900.00         | $521379.33         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $400.00            | $393.25            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $803000.00         | $763115.49         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $10243500.00       | $10089647.53       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $323710.39         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $299077000.00      | $301918147.23      | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $200.00            | $206.64            | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $44000.00          | $43986.84          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $1286000.00        | $1303451.95        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $1000.00           | $1011.03           | U.S. Treasuries (including strips) |
| FNMA FNMS 02.500 CLAY8319 | 2045-04-01      | 2.5000%  |  | $532.72            | $471.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7390 | 2039-09-01      | 6.5000%  |  | $239.84            | $252.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ5299 | 2041-11-01      | 4.0000%  |  | $2020.61           | $1990.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO4812 | 2041-01-01      | 5.0000%  |  | $1000.00           | $1025.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  |  | $5274.33           | $4716.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIQO4820 | 2041-01-01      | 5.0000%  |  | $2004.00           | $2050.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN1779 | 2035-03-01      | 2.5000%  |  | $1633.53           | $1562.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD5650 | 2052-01-01      | 2.5000%  |  | $1507.10           | $1292.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1925 | 2051-12-01      | 2.5000%  |  | $757.18            | $650.78            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U92272 G | 2043-12-01      | 4.5000%  |  | $1575.50           | $1588.77           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $2734.84           | $2757.89           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A95828 G | 2040-12-01      | 4.5000%  |  | $7090.25           | $7165.27           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  |  | $447.72            | $438.27            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91295 G | 2030-04-01      | 4.5000%  |  | $492.13            | $496.69            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G16785 G | 2034-03-01      | 4.0000%  |  | $3549.05           | $3560.17           | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G05394 G | 2035-05-01      | 7.0000%  |  | $555.64            | $584.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 683944 X     | 2038-02-15      | 5.5000%  |  | $8.33              | $8.57              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0685 M     | 2055-10-20      | 5.0000%  |  | $87676.15          | $88110.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0559 M     | 2055-08-20      | 7.0000%  |  | $25500.32          | $26452.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  |  | $22545.06          | $23194.88          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0816 M     | 2055-12-20      | 6.5000%  |  | $13968.45          | $14579.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP9452 C     | 2056-01-20      | 6.0000%  |  | $2539.00           | $2635.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9966 M     | 2054-10-20      | 6.0000%  |  | $11542.18          | $11874.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI6134 C     | 2051-11-20      | 2.5000%  |  | $1023799.44        | $878593.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5879 M     | 2049-04-20      | 5.5000%  |  | $169303.93         | $175167.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5820 M     | 2049-03-20      | 5.5000%  |  | $176965.13         | $183093.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $80.10             | $79.94             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  |  | $32433.76          | $31593.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3813 | 2056-01-01      | 5.5000%  |  | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3256 | 2056-01-01      | 5.5000%  |  | $1008.00           | $1034.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CIRR0054 | 2041-01-01      | 5.0000%  |  | $1110.66           | $1128.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0061 | 2041-02-01      | 4.5000%  |  | $1024.00           | $1029.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  |  | $1964544.00        | $1974790.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CZAA3304 | 2048-04-01      | 4.5000%  |  | $76.57             | $75.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $9613.39           | $8705.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4393 | 2055-10-01      | 5.5000%  |  | $21844662.00       | $22310511.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4391 | 2056-01-01      | 5.5000%  |  | $32888467.00       | $33776704.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4390 | 2056-01-01      | 5.5000%  |  | $29041425.00       | $29878908.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4386 | 2056-01-01      | 5.5000%  |  | $22505543.00       | $23298718.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4385 | 2056-01-01      | 5.5000%  |  | $30280002.00       | $31411764.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4382 | 2056-02-01      | 5.0000%  |  | $43261223.00       | $43486863.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4380 | 2056-02-01      | 5.0000%  |  | $36416024.00       | $36760839.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4379 | 2056-01-01      | 5.0000%  |  | $51777739.00       | $52299906.00       | Agency Mortgage-Backed Securities  |

### Security 126: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.660%, 2/2/2026
- **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:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $39855600.00       | $39807708.32       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $140026800.00      | $138965122.19      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $140591500.00      | $132947105.94      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $89380600.00       | $88508685.83       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $67939000.00       | $64947947.86       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $1078769800.00     | $1018314274.03     | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $20136200.00       | $18073761.84       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $50002000.00       | $50093882.13       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/27 | 2027-10-31      | 3.8027%  |  | $11361800.00       | $11493182.59       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $79534400.00       | $83128568.61       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $32170400.00       | $28228397.24       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $41689100.00       | $39569564.20       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $1192000.00        | $1187775.70        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $2248200.00        | $2283482.74        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $2479100.00        | $1192066.09        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $650000.00         | $663766.03         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $75098900.00       | $72786150.13       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $1580000.00        | $1562859.17        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $28187000.00       | $29356122.73       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $40610000.00       | $28611319.96       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $3472500.00        | $3439317.97        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $8032000.00        | $8173699.85        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $6000.00           | $5983.82           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $5157000.00        | $5151994.32        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $229085000.00      | $230487078.24      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $20824000.00       | $20818178.60       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $18500.00          | $13470.03          | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $605700.00         | $554500.52         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $63400.00          | $61479.74          | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $185525000.00      | $129835384.70      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $1545700.00        | $980031.28         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $139123000.00      | $73422386.15       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $1201000.00        | $714181.18         | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $780600.00         | $504207.64         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $33793000.00       | $21486155.07       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $1229900.00        | $887530.17         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $289678800.00      | $178391371.44      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $93547100.00       | $91354684.93       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $70089000.00       | $70797100.02       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $1197700.00        | $868817.99         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $25960200.00       | $23899821.32       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $2000.00           | $1994.67           | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $73210500.00       | $54799498.00       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $165411100.00      | $126419696.39      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $27413800.00       | $20726385.85       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $3346500.00        | $2485793.29        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $40241200.00       | $26852982.50       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $100.00            | $70.63             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $100.00            | $76.85             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $200.00            | $160.86            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $15210200.00       | $11868685.03       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $3945100.00        | $3240770.66        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $8830300.00        | $7335707.91        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $100000000.00      | $96962865.19       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $400.00            | $395.22            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $172833100.00      | $170212025.88      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  |  | $916100.00         | $935908.38         | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $800.00            | $875.81            | U.S. Treasuries (including strips) |
| USTR BILL 07/23/26    | 2026-07-23      | 0.0000%  |  | $14876200.00       | $14627127.78       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $25000000.00       | $26128695.86       | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26    | 2026-03-12      | 0.0000%  |  | $12635500.00       | $12586992.32       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $40948100.00       | $31860297.45       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $1883000.00        | $1891693.94        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $1600.00           | $1590.63           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $50000000.00       | $50556738.46       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50267886.26       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $150452600.00      | $153611829.86      | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $700.00            | $711.50            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $441900.00         | $447352.27         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $5513600.00        | $5806935.27        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50702782.60       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 3.8177%  |  | $5075900.00        | $5130911.11        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $210239000.00      | $217203357.69      | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $4000000.00        | $4122517.22        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.7947%  |  | $16733200.00       | $16906414.85       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $54642000.00       | $45585596.91       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $150000000.00      | $143422621.47      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $1604700.00        | $1409833.50        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $14739000.00       | $14692282.50       | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $7896100.00        | $8123732.20        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $1774300.00        | $1633358.79        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $203679100.00      | $205025291.69      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $100.00            | $97.21             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $9800000.00        | $8832725.51        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $100000.00         | $81408.15          | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $91344800.00       | $83539680.73       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $900.00            | $741.31            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $808900.00         | $706687.23         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $60404900.00       | $63099664.48       | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $340200.00         | $339377.74         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $100000000.00      | $101354084.53      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $2504900.00        | $2524367.76        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $61735900.00       | $63112740.18       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  |  | $4243200.00        | $4393645.98        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $15569500.00       | $16324938.08       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.7627%  |  | $1748900.00        | $1766246.78        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $90160000.00       | $92618081.62       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $1515000.00        | $1569245.04        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $247395000.00      | $254991586.16      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $50000000.00       | $50606740.93       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $1999800.00        | $2047166.92        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $46125700.00       | $44474383.12       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $1100.00           | $1081.64           | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $12268000.00       | $12010993.60       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.660%, 2/2/2026
- **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:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $26401000.00       | $24169338.39       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $335292000.00      | $342502714.22      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $307763000.00      | $311459478.48      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $174199000.00      | $164864326.44      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $139000000.00      | $132563085.86      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $25000000.00       | $23615618.92       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $87000000.00       | $85797220.19       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $49999900.00       | $48602994.10       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $133000000.00      | $93076977.04       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $64400000.00       | $45372297.60       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $1500.00           | $945.90            | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $3900.00           | $3156.12           | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $25000000.00       | $24665550.00       | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26    | 2026-03-31      | 0.0000%  |  | $100000000.00      | $99429500.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50744152.49       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $580253000.00      | $593754671.13      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.670%, 2/2/2026
- **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):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CIRR0055 | 2041-01-01      | 5.5000%  |  | $932159.89         | $957448.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3992 | 2056-01-01      | 5.0000%  |  | $1992563.00        | $2011246.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA3746 | 2056-01-01      | 6.0000%  |  | $2841000.00        | $2971519.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA2972 | 2056-01-01      | 4.5000%  |  | $1396189.67        | $1383674.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA1876 | 2055-12-01      | 6.5000%  |  | $1779801.21        | $1884387.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  |  | $69545.64          | $68560.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL4106 | 2056-01-01      | 5.0000%  |  | $1754560.00        | $1778465.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3251 | 2055-04-01      | 6.5000%  |  | $1489691.16        | $1559459.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX8354 | 2055-03-01      | 5.0000%  |  | $8409.71           | $8453.57           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5699 | 2055-02-01      | 6.0000%  |  | $1084823.58        | $1135244.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1089 | 2032-06-01      | 4.0000%  |  | $8102.19           | $8090.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAA7583 | 2039-06-01      | 4.5000%  |  | $14033.86          | $14140.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL975097 | 2038-06-01      | 5.0000%  |  | $7050.16           | $7262.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.850 CA945190 | 2037-08-01      | 5.8500%  |  | $20831.89          | $20944.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CT928600 | 2027-08-01      | 6.5000%  |  | $21035.15          | $21859.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7405 | 2054-03-01      | 5.5000%  |  | $26175.85          | $26968.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0475 | 2052-02-01      | 2.0000%  |  | $7899.33           | $6528.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  |  | $9259.80           | $8803.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  |  | $12801.04          | $12339.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  |  | $104517.87         | $107859.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG1866 | 2056-01-01      | 6.0000%  |  | $1881700.00        | $1966108.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0565 | 2056-01-01      | 5.0000%  |  | $5795860.00        | $5843245.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG0468 | 2056-01-01      | 4.5000%  |  | $1690283.00        | $1669125.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG0466 | 2056-01-01      | 4.5000%  |  | $1558676.00        | $1539936.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDG0462 | 2056-01-01      | 4.5000%  |  | $1669003.00        | $1650999.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9954 | 2056-01-01      | 5.5000%  |  | $1607975.00        | $1641593.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3957 | 2035-03-01      | 3.5000%  |  | $6667.50           | $6525.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  |  | $6781.07           | $6598.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  |  | $7874.10           | $7666.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2964 | 2032-04-01      | 3.0000%  |  | $14494.42          | $14181.72          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $5132.95           | $5095.70           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q39583 G | 2046-03-01      | 4.5000%  |  | $20964.54          | $21050.97          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q25643 G | 2044-04-01      | 4.0000%  |  | $53320.69          | $52474.51          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  |  | $8497.81           | $8186.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $439167.15         | $447721.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $11448.09          | $10658.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $20264.87          | $19495.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD6882 | 2053-10-01      | 3.0000%  |  | $16743.32          | $14916.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6430 | 2054-05-01      | 5.5000%  |  | $21432.31          | $22128.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB1535 | 2040-06-01      | 5.5000%  |  | $5761.94           | $5918.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $7381.79           | $7315.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0458 | 2042-08-01      | 4.0000%  |  | $13471.77          | $13254.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $22160.14          | $20455.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2777 | 2042-03-01      | 3.5000%  |  | $23515.87          | $22476.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 4LZJ9546 | 2036-06-01      | 6.0000%  |  | $9795.37           | $9985.96           | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A88472 G | 2039-09-01      | 4.5000%  |  | $8786.39           | $8887.39           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91850 G | 2035-09-01      | 4.0000%  |  | $21962.25          | $21820.42          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18534 G | 2029-12-01      | 3.0000%  |  | $8005.20           | $7910.39           | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A65293 G | 2037-09-01      | 6.0000%  |  | $18359.92          | $19249.52          | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G00860 G | 2028-02-01      | 6.5000%  |  | $7833.43           | $8148.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF8162 | 2056-01-01      | 4.5000%  |  | $1471316.41        | $1456307.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8115 | 2056-01-01      | 5.0000%  |  | $1204101.20        | $1221804.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB4524 | 2037-08-01      | 5.0000%  |  | $18422.98          | $18839.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3351 | 2052-04-01      | 2.5000%  |  | $19360.79          | $16838.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $4518185.60        | $3933766.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8494 | 2051-01-01      | 2.0000%  |  | $24624.64          | $20429.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP5674 | 2050-06-01      | 5.0000%  |  | $7762.75           | $7856.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  |  | $8330.43           | $8120.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBN6579 | 2034-04-01      | 3.5000%  |  | $9451.52           | $9304.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3086 | 2032-08-01      | 4.0000%  |  | $20683.82          | $20747.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH8027 | 2047-10-01      | 4.5000%  |  | $22484.57          | $22534.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBE3404 | 2032-01-01      | 3.0000%  |  | $7224.86           | $7047.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.850 CA837406 | 2035-08-01      | 4.8500%  |  | $17304.93          | $17357.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 GL789299 | 2029-07-01      | 6.5000%  |  | $13464.52          | $13582.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW7944 | 2044-08-01      | 3.5000%  |  | $6357.89           | $6061.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAS8356 | 2046-11-01      | 3.0000%  |  | $15725.22          | $14063.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR7437 | 2043-08-01      | 3.5000%  |  | $14916.15          | $14205.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAR5030 | 2043-02-01      | 2.5000%  |  | $14973.67          | $13304.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAL4464 | 2028-06-01      | 2.5000%  |  | $13906.34          | $13732.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL595542 | 2031-05-01      | 8.5000%  |  | $15236.52          | $15791.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7521 | 2052-08-01      | 5.0000%  |  | $2828852.27        | $2855632.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTRB5044 | 2040-04-01      | 3.0000%  |  | $11732.18          | $11008.34          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $7852.76           | $6998.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  |  | $12909.71          | $12587.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB3677 | 2050-09-01      | 2.0000%  |  | $624.53            | $513.36            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G61355 G | 2048-01-01      | 5.0000%  |  | $13625.54          | $13847.43          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q58329 G | 2048-09-01      | 4.0000%  |  | $9977.33           | $9754.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  |  | $2034081.76        | $2096704.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5970 | 2056-02-01      | 4.5000%  |  | $5969223.00        | $5884645.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  |  | $6473224.79        | $6381505.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  |  | $217328.73         | $218462.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $5647891.17        | $5757903.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $149100.43         | $146987.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $11003.80          | $10244.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $13270.28          | $13567.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $282344.72         | $279189.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $488017.59         | $497573.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI3496 | 2054-04-01      | 5.5000%  |  | $24403.57          | $24878.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $4870.92           | $5071.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $14190.19          | $14579.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1309 | 2053-09-01      | 5.5000%  |  | $21058.23          | $21491.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3PZA3246 | 2047-10-01      | 3.0000%  |  | $27376.73          | $24482.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN1896 | 2048-10-01      | 5.0000%  |  | $24578.15          | $25125.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $8571.70           | $8302.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBK9818 | 2048-09-01      | 5.0000%  |  | $19253.48          | $19660.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $22324.02          | $22052.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD9911 | 2052-04-01      | 2.5000%  |  | $19544.45          | $16742.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ3865 | 2050-09-01      | 2.5000%  |  | $10383.92          | $8971.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $13017.11          | $12265.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL5959 | 2043-12-01      | 5.0000%  |  | $24191.82          | $24919.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $13065.26          | $12785.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $10697.25          | $10447.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 3LZL0672 | 2030-10-01      | 6.5000%  |  | $13739.31          | $14225.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  |  | $7802.53           | $7224.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  |  | $24897.61          | $24330.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 GOAE0294 | 2033-08-01      | 6.0000%  |  | $6827.82           | $6933.81           | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G06085 G | 2038-09-01      | 6.5000%  |  | $7843.35           | $8288.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  |  | $120.50            | $117.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA3826 | 2056-01-01      | 6.0000%  |  | $1496627.00        | $1563770.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  |  | $21730.97          | $22154.25          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3064 | 2056-01-01      | 5.0000%  |  | $1422140.70        | $1435475.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG0463 | 2056-01-01      | 5.0000%  |  | $5218232.00        | $5287038.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1692 | 2055-11-01      | 5.5000%  |  | $4720750.50        | $4819374.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF8156 | 2056-01-01      | 6.5000%  |  | $1665744.21        | $1752403.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5988 | 2056-01-01      | 6.0000%  |  | $2547362.48        | $2594191.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8531 | 2055-05-01      | 4.5000%  |  | $49047.57          | $48352.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $7624.60           | $7317.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6720 | 2034-06-01      | 4.0000%  |  | $16635.11          | $16546.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8508 | 2036-02-01      | 2.0000%  |  | $15408.54          | $14301.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4380 | 2051-07-01      | 3.0000%  |  | $7269.69           | $6512.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $14744.78          | $15031.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8170 | 2056-01-01      | 5.0000%  |  | $1235863.13        | $1252701.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9973 | 2056-01-01      | 5.5000%  |  | $5184836.00        | $5293238.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $817.75            | $841.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA1439 | 2055-12-01      | 5.5000%  |  | $5444014.99        | $5607654.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0657 | 2055-12-01      | 5.0000%  |  | $5402802.03        | $5438162.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $6055.70           | $6153.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  |  | $10504.66          | $9482.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  |  | $6320.73           | $6188.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $18535.98          | $17163.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS3310 | 2037-11-01      | 4.5000%  |  | $22348.11          | $22487.45          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC C01649 G | 2033-10-01      | 5.5000%  |  | $17430.57          | $17936.06          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q54654 G | 2048-03-01      | 4.0000%  |  | $6979.60           | $6825.08           | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $154700.00         | $156595.20         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $400.00            | $406.19            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $17653800.00       | $17240057.01       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $1659700.00        | $1490619.36        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $1000.00           | $955.97            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $1000.00           | $946.41            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $861600.00         | $814333.97         | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $400.00            | $377.58            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $300.00            | $297.48            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $339900.00         | $339804.98         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $1900.00           | $1806.62           | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $165361400.00      | $158074989.27      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $600400.00         | $574072.95         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $200.00            | $195.85            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $501500.00         | $469429.09         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $1200.00           | $1128.52           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $931100.00         | $931745.30         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $4100.00           | $4077.23           | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $1000.00           | $998.35            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $996000.00         | $741556.25         | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $1400.00           | $1004.91           | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $259806000.00      | $181819226.29      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $149900.00         | $94526.47          | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $100.00            | $76.50             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $21800.00          | $17907.99          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $95467300.00       | $79308769.58       | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  |  | $827100.00         | $857788.23         | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $1317900.00        | $1380388.51        | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $1000.00           | $974.36            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $100.00            | $104.51            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $1683900.00        | $1746987.59        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $423200.00         | $425598.12         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $200.00            | $200.54            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $803500.00         | $818158.15         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  |  | $800.00            | $792.36            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $300.00            | $302.60            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $49500.00          | $49738.59          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $3200.00           | $3238.43           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $1045600.00        | $1092850.78        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $437500.00         | $445637.60         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $2375100.00        | $2455585.51        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $400.00            | $410.20            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $1600.00           | $1644.37           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $800.00            | $795.60            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $100.00            | $95.03             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $573000.00         | $578443.34         | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $93521600.00       | $96627100.47       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $100.00            | $99.10             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $3000.00           | $3044.83           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $3100.00           | $2989.02           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $400.00            | $408.52            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $264130000.00      | $258596653.07      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $538900.00         | $534926.92         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  |  | $193218800.00      | $193179182.67      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $1600.00           | $1592.03           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $14275400.00       | $14231370.94       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $4297700.00        | $2924967.91        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $800.00            | $794.29            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $23399200.00       | $23953429.38       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $232752700.00      | $237640081.67      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $704000.00         | $705019.24         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $105713000.00      | $109023766.46      | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $1929900.00        | $1779787.09        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $1387200.00        | $1436869.12        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $2129600.00        | $2101606.86        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $7916700.00        | $6946626.48        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $7300.00           | $7462.81           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $72500.00          | $64066.43          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $57496300.00       | $32579863.42       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $800.00            | $813.15            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $2000.00           | $2040.10           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $100.00            | $87.21             | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 2/2/2026
- **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:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $773.36            | $629.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8574 | 2052-09-01      | 5.0000%  |  | $952.96            | $961.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  |  | $393556.27         | $410844.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  |  | $6486143.47        | $6503540.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  |  | $42868490.38       | $35215183.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  |  | $151.22            | $148.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  |  | $1995236.06        | $2014124.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  |  | $702202.28         | $714943.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1829 | 2051-10-01      | 2.5000%  |  | $717.98            | $620.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  |  | $88946670.63       | $91986383.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $71570969.69       | $73918036.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $27913307.12       | $28963722.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $803.81            | $715.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $701.54            | $635.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  |  | $957052.81         | $953266.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $29119023.72       | $29718600.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  |  | $33254759.36       | $32404509.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  |  | $24869215.60       | $25858664.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $591787.70         | $614874.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0148 | 2056-01-01      | 5.5000%  |  | $1872292.00        | $1931539.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $10860756.28       | $10917620.79       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2700 | 2055-08-01      | 5.5000%  |  | $223293.02         | $229119.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4291 | 2056-01-01      | 5.5000%  |  | $67968640.00       | $69949487.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9855 | 2056-01-01      | 5.5000%  |  | $4580384.57        | $4682296.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3848 | 2050-08-01      | 5.0000%  |  | $7186469.30        | $7353926.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  |  | $25773826.21       | $26336225.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $938.74            | $930.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4173 | 2050-01-01      | 3.5000%  |  | $14396363.33       | $13454674.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  |  | $547.78            | $551.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $17439430.89       | $17468990.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  |  | $4163134.26        | $3818799.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  |  | $30370342.95       | $25237630.14       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $366.46            | $340.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $12642132.02       | $12561980.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  |  | $399.29            | $385.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  |  | $613779.94         | $599490.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $684538.34         | $668601.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  |  | $149.07            | $146.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0611 | 2055-06-01      | 6.0000%  |  | $35497236.05       | $36635679.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2846 | 2054-10-01      | 5.5000%  |  | $3427725.00        | $3509834.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $17989007.34       | $18452791.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1824 | 2056-01-01      | 5.0000%  |  | $16181594.34       | $16431952.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1552 | 2055-11-01      | 6.5000%  |  | $2815037.25        | $2952242.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  |  | $15988966.96       | $16446448.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $37133350.90       | $38437560.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  |  | $756794.05         | $805975.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  |  | $889337.59         | $934518.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  |  | $537703.69         | $569906.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  |  | $1024522.07        | $1088874.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  |  | $649504.30         | $691341.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $295679.93         | $297272.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $22612751.40       | $21479546.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4176 | 2040-09-01      | 5.5000%  |  | $981.67            | $1008.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9241 | 2054-07-01      | 6.5000%  |  | $109059.22         | $115714.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  |  | $14951540.16       | $14801396.79       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  |  | $1020506.09        | $897604.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $920.92            | $951.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  |  | $403.90            | $430.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $861093.07         | $912662.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $646.21            | $683.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $679.58            | $705.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  |  | $959.18            | $981.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  |  | $4218098.33        | $4412420.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  |  | $1120964.83        | $1142233.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2276 | 2036-10-01      | 2.0000%  |  | $570831.82         | $529056.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  |  | $818.62            | $812.00            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63673 G | 2049-05-01      | 4.0000%  |  | $2070609.56        | $2038633.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $7923816.43        | $8197190.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $36118700.66       | $37792850.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $14265048.87       | $14577746.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0779 | 2055-08-01      | 5.5000%  |  | $9111874.47        | $9369125.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  |  | $177833.72         | $186610.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  |  | $853.46            | $880.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $5143447.43        | $5396157.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  |  | $764.48            | $793.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  |  | $7921931.73        | $8170914.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $1020.99           | $1035.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $66912141.57       | $68596758.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $39755038.57       | $40666246.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  |  | $96304522.66       | $97284496.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  |  | $669.66            | $716.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  |  | $950.69            | $961.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  |  | $4161278.06        | $4431112.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $77262213.49       | $79592484.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  |  | $872.08            | $915.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  |  | $22003570.94       | $23044479.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  |  | $67841501.96       | $71285362.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  |  | $5822631.33        | $6101845.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  |  | $648.45            | $675.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  |  | $11783287.01       | $12184125.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  |  | $825.90            | $837.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $1903788.06        | $1920592.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTCB7842 | 2044-01-01      | 6.0000%  |  | $602.62            | $624.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  |  | $34436937.38       | $37075457.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $188142.02         | $195385.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  |  | $7447340.39        | $7643328.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  |  | $849751.34         | $903335.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  |  | $756.64            | $789.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  |  | $538.96            | $552.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  |  | $1119060.38        | $1158491.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  |  | $717230.15         | $764799.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  |  | $937250.96         | $987740.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  |  | $437.89            | $459.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4299 | 2053-04-01      | 5.5000%  |  | $69310341.85       | $70988730.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2827 | 2055-09-01      | 5.0000%  |  | $984.04            | $995.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  |  | $967.80            | $988.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2012 | 2055-05-01      | 6.0000%  |  | $6937086.00        | $7143751.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  |  | $4711654.07        | $4413521.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  |  | $773061.56         | $807271.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2607 | 2052-05-01      | 3.0000%  |  | $958.57            | $866.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  |  | $726495.21         | $742564.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  |  | $641191.15         | $649842.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6320 | 2053-05-01      | 5.5000%  |  | $236185.32         | $241284.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  |  | $1776567.27        | $1863028.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  |  | $902.48            | $932.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $881.38            | $913.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  |  | $714.76            | $747.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  |  | $902.40            | $938.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  |  | $759.66            | $777.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  |  | $17111093.69       | $17422682.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6497 | 2051-03-01      | 2.0000%  |  | $138554.60         | $115450.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  |  | $33406799.12       | $34502293.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $66820813.74       | $67848168.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $55135.29          | $53564.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6460 | 2051-03-01      | 2.5000%  |  | $49431.38          | $43126.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM4696 | 2050-10-01      | 3.0000%  |  | $819274.32         | $732566.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3215 | 2049-01-01      | 3.5000%  |  | $167729.00         | $158674.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  |  | $4429414.64        | $4201137.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM1942 | 2048-07-01      | 4.5000%  |  | $4174799.58        | $4181875.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1715 | 2045-12-01      | 3.0000%  |  | $1424207.86        | $1308855.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4283 | 2047-07-01      | 3.5000%  |  | $1269760.00        | $1217339.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA4165 | 2037-03-01      | 2.0000%  |  | $985.49            | $913.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4175 | 2050-01-01      | 4.5000%  |  | $3184236.15        | $3213171.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  |  | $1314691.88        | $1264841.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  |  | $1057873.42        | $1077480.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  |  | $1185273.90        | $1067600.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  |  | $119899391.69      | $104319891.22      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  |  | $740.80            | $608.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR2103 | 2051-07-01      | 2.5000%  |  | $107046472.51      | $93200320.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $535.03            | $440.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  |  | $532368.45         | $502346.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5676 | 2052-08-01      | 5.0000%  |  | $10911907.47       | $11020784.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  |  | $444723.72         | $437754.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  |  | $276765.22         | $276706.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $544245.19         | $544129.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $492135.24         | $492082.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $330.68            | $333.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  |  | $939738.02         | $916240.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1280 | 2055-02-01      | 5.0000%  |  | $1049936.65        | $1069620.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  |  | $784.89            | $840.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0707 | 2054-03-01      | 5.0000%  |  | $944.91            | $955.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  |  | $3331961.91        | $3436167.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0388 | 2053-03-01      | 4.5000%  |  | $287044.14         | $283925.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9454 | 2056-01-01      | 5.0000%  |  | $4571803.08        | $4614036.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8821 | 2056-01-01      | 6.0000%  |  | $3250897.33        | $3377364.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8662 | 2056-01-01      | 5.5000%  |  | $932140.65         | $960728.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8596 | 2056-01-01      | 5.5000%  |  | $2869252.61        | $2941318.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $4014176.42        | $4123388.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1573 | 2055-03-01      | 6.0000%  |  | $1988739.08        | $2046824.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  |  | $8469882.56        | $8728132.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  |  | $126761979.77      | $105391952.24      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  |  | $10413784.21       | $8552467.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  |  | $46011703.03       | $37797330.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $643.96            | $532.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  |  | $82225103.43       | $67979284.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $8105077.60        | $6697964.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  |  | $5171348.94        | $5060822.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  |  | $6649191.27        | $7062465.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM2691 | 2035-04-01      | 2.5000%  |  | $602753.37         | $572851.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7706 | 2050-11-01      | 2.0000%  |  | $81491592.94       | $67752689.86       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $730.51            | $742.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  |  | $329.84            | $331.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  |  | $787.08            | $836.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3722 | 2029-06-01      | 3.0000%  |  | $94.89             | $93.88             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  |  | $294.00            | $306.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  |  | $913560.91         | $902459.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  |  | $46149.56          | $46227.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7974 | 2053-03-01      | 5.5000%  |  | $1766370.62        | $1824935.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  |  | $303.22            | $287.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $24513509.01       | $20266276.65       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $934.14            | $914.68            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G08833 G | 2048-07-01      | 5.0000%  |  | $45879.65          | $47034.34          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G16557 G | 2033-07-01      | 4.0000%  |  | $170724.59         | $171127.88         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $283.78            | $280.18            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  |  | $1290.73           | $1305.90           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $236.57            | $243.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  |  | $948.33            | $959.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $1764681.19        | $1803222.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  |  | $22782046.46       | $23980480.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  |  | $650382.26         | $667498.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  |  | $720.95            | $736.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1656 | 2051-09-01      | 2.0000%  |  | $774.81            | $639.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  |  | $7665641.84        | $6334864.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  |  | $815.72            | $763.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  |  | $13061409.11       | $13521674.31       | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  |  | $10.17             | $10.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  |  | $847263.85         | $859781.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $58968672.92       | $48731894.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  |  | $711.11            | $766.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  |  | $30406030.80       | $31733172.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  |  | $836.52            | $816.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  |  | $1809603.97        | $1718091.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  |  | $478.87            | $492.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $122788.56         | $120811.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  |  | $796.24            | $825.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1496961.49        | $1432854.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  |  | $42514346.90       | $44632595.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $511064.95         | $514598.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  |  | $570.25            | $585.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  |  | $221.25            | $209.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  |  | $451.02            | $452.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $465.70            | $443.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  |  | $3422527.59        | $3510248.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $233328.99         | $234610.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0323 | 2053-09-01      | 6.5000%  |  | $759.89            | $808.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  |  | $1318526.56        | $1400400.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $590.30            | $488.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  |  | $14481837.05       | $13881223.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  |  | $52599778.28       | $45303394.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8636 | 2032-01-01      | 2.5000%  |  | $39410.81          | $38141.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  |  | $5211216.20        | $5042801.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $404079.79         | $417701.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  |  | $4.41              | $4.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  |  | $805.67            | $776.83            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  |  | $3586955.89        | $3298211.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  |  | $35317950.22       | $37513317.93       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $1068655.39        | $1086138.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5855 | 2052-09-01      | 4.5000%  |  | $9233977.73        | $9175111.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $966145.98         | $1029419.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  |  | $1038798.18        | $1041996.64        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $472.08            | $442.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  |  | $14997036.50       | $14851580.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $791.34            | $842.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $801.79            | $654.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $42.25             | $44.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3134 | 2052-03-01      | 4.0000%  |  | $598.00            | $583.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  |  | $78596491.97       | $64605853.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  |  | $951666.36         | $943025.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  |  | $975852.63         | $1023418.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  |  | $809764.38         | $838771.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6287 | 2055-06-01      | 5.5000%  |  | $16083565.09       | $16434485.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  |  | $661381.64         | $695040.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  |  | $5.85              | $6.20              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $1297215.93        | $1279284.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  |  | $91021538.21       | $93671569.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  |  | $778.66            | $634.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $77555901.63       | $64344107.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $664.87            | $546.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $45690160.25       | $37773888.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $36366172.37       | $30235130.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  |  | $117340642.00      | $101450828.60      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  |  | $613.37            | $516.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  |  | $759.41            | $624.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $265681.55         | $267140.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3424 | 2048-03-01      | 4.0000%  |  | $13445539.58       | $13112173.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  |  | $14247419.27       | $14341705.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  |  | $33692759.35       | $32770858.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1944 | 2052-09-01      | 3.5000%  |  | $12068721.70       | $11358362.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8677 | 2056-01-01      | 5.0000%  |  | $5690608.15        | $5737133.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  |  | $898.10            | $935.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  |  | $15668646.20       | $16230873.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF8825 | 2055-12-01      | 6.5000%  |  | $2687764.12        | $2816282.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1006.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  |  | $29261238.02       | $30176253.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6914 | 2050-09-01      | 2.5000%  |  | $73263331.08       | $63108365.89       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5821 | 2048-05-01      | 3.5000%  |  | $443.28            | $424.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4738 | 2049-11-01      | 3.0000%  |  | $40774306.91       | $36716108.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  |  | $44783117.33       | $44911420.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  |  | $643.90            | $685.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  |  | $854056.10         | $891449.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $956.18            | $974.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $196.68            | $193.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $600170.23         | $630569.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $6519518.29        | $6242422.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  |  | $19.49             | $20.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $517440.89         | $550905.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  |  | $7.59              | $8.07              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $15.13             | $15.83             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $11172633.67       | $11525471.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $1.91              | $1.93              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL889829 | 2035-07-01      | 5.0000%  |  | $19.20             | $19.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $30.36             | $31.71             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  |  | $83643117.24       | $85037178.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $9304653.44        | $9589985.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $304.40            | $304.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  |  | $178.79            | $182.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  |  | $8192899.45        | $8602129.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4299 | 2052-08-01      | 4.5000%  |  | $4138835.36        | $4112359.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  |  | $246646.29         | $220372.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2043 | 2051-11-01      | 2.0000%  |  | $770.32            | $638.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1662 | 2051-09-01      | 2.5000%  |  | $22628502.70       | $19766650.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  |  | $51834575.25       | $43151045.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1141 | 2052-11-01      | 5.0000%  |  | $4176168.50        | $4267408.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  |  | $994312.48         | $1011053.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  |  | $524389.40         | $545791.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9300 | 2052-09-01      | 5.0000%  |  | $2327734.20        | $2367905.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  |  | $14265.07          | $14157.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  |  | $1054128.44        | $1075095.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  |  | $1138643.73        | $1153483.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1201094.57        | $1228368.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  |  | $3767669.78        | $3821915.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  |  | $936565.85         | $950326.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $1007530.60        | $1031963.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4119 | 2050-08-01      | 3.5000%  |  | $986.58            | $928.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3664 | 2054-04-01      | 4.0000%  |  | $590694.29         | $568723.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3644 | 2055-11-01      | 6.0000%  |  | $677646.40         | $698463.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3411 | 2055-11-01      | 5.5000%  |  | $9240031.48        | $9420013.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $991.05            | $850.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  |  | $5708309.89        | $5226903.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4134 | 2047-12-01      | 3.5000%  |  | $10266447.29       | $9557912.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4004 | 2052-03-01      | 2.0000%  |  | $846.14            | $700.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $387486.11         | $398572.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  |  | $34148286.22       | $35496669.24       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  |  | $912.67            | $922.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  |  | $788.96            | $706.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  |  | $0.87              | $0.88              | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08720 G | 2046-08-01      | 4.5000%  |  | $99798.00          | $100480.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $58518462.91       | $48525271.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $710.47            | $583.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  |  | $82804935.05       | $68716595.39       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $40147140.63       | $38713816.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $39171715.50       | $33733971.95       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 2/2/2026
- **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:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0623 M     | 2055-09-20      | 5.5000%  |  | $39532101.60       | $40204129.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $11839145.04       | $12042074.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $11874774.12       | $11933587.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $34761899.52       | $35357737.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  |  | $12191837.56       | $12399593.25       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $169783956.00      | $170624858.24      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6483 C     | 2056-01-20      | 5.5000%  |  | $8041824.00        | $8255580.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  |  | $14572777.37       | $14261316.64       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5254 | 2035-12-01      | 4.3100%  |  | $17079000.00       | $16788092.44       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5225 | 2035-10-01      | 4.5500%  |  | $13525000.00       | $13578968.51       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11777030.46       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4940 | 2035-09-01      | 4.8200%  |  | $2862000.00        | $2937664.92        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4914 | 2035-11-01      | 4.7400%  |  | $25570000.00       | $26126744.12       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $1600000.00        | $1626382.40        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14626662.91       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $19876020.45       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11327640.42       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13366804.88       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  |  | $617000.00         | $627744.44         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $10002796.35       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21708146.77       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1030 | 2029-05-01      | 4.9620%  |  | $5450000.00        | $5633475.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  |  | $24395466.13       | $24158927.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  |  | $23845325.66       | $19615596.75       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.500 WNWN2380 | 2029-12-01      | 4.5000%  |  | $23029388.95       | $23448662.01       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10121873.89       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0709 | 2034-04-01      | 4.9300%  |  | $193000.00         | $200105.76         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13593459.21       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $19089978.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $9500870.94        | $9547926.65        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20735364.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7829 C     | 2056-01-20      | 5.5000%  |  | $35375805.00       | $36660461.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $46771282.28       | $47566373.31       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6183 | 2036-01-01      | 4.6400%  |  | $19536000.00       | $19811316.51       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $21989783.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $18643095.40       | $18736269.45       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15928553.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $9791662.00        | $9958115.91        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.660%, 2/2/2026
- **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:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $589086600.00      | $593717601.79      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $2150000000.00     | $2208599734.81     | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $2227212000.00     | $2267842526.78     | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $30284172.70       | $29840199.20       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.670%, 2/2/2026
- **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:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $129528.30         | $131470.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4125829.16        | $4168060.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1795963.44        | $1870522.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $821.17            | $829.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5371914.37        | $5361111.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0301 | 2055-01-01      | 5.0000%  |  | $954.19            | $968.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $895.50            | $922.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $947194.30         | $963914.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $30983682.75       | $31799159.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $926.04            | $938.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $554.88            | $456.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $722008.12         | $699309.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2265462.75        | $2138665.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4414446.60        | $4336656.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $703.74            | $693.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $176709.29         | $163952.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  |  | $133.01            | $129.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $792.92            | $650.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $215752.97         | $203860.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $29854187.11       | $28087996.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $44758.67          | $43180.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  |  | $319676.35         | $317893.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2061 | 2052-06-01      | 4.0000%  |  | $171364.03         | $165294.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2026 | 2052-05-01      | 3.5000%  |  | $713.98            | $676.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  |  | $821.13            | $702.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1871 | 2052-05-01      | 3.0000%  |  | $811.28            | $730.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $1315.28           | $1281.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $249932.57         | $253959.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  |  | $11984042.97       | $10794287.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  |  | $136155.08         | $131828.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $621241.95         | $633342.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $576.62            | $572.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6031 | 2053-04-01      | 5.0000%  |  | $776.68            | $785.23            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $74683.26          | $72750.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $155498.71         | $148347.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $114556.33         | $113040.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $274506.35         | $292682.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $30223.10          | $27576.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $693562.19         | $693049.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $17.04             | $17.35             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26404.09          | $26639.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $817.28            | $823.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $66398315.66       | $67964024.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $5093401.35        | $5254223.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $32087.02          | $30957.95          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5791044.22        | $5977009.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $53234.29          | $54415.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $7009193.22        | $6622471.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $836.81            | $867.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5070 | 2054-05-01      | 6.0000%  |  | $876.30            | $904.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1439540.88        | $1456711.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $2842173.78        | $2359828.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $947.51            | $952.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  |  | $30177133.15       | $29919873.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  |  | $999.52            | $1004.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $999.15            | $1008.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $7509.91           | $7441.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1006927.94        | $1031054.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $906.67            | $933.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9138 | 2054-09-01      | 5.5000%  |  | $897.26            | $927.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $1883.44           | $1896.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $384430.71         | $409359.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $836.21            | $879.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2028 | 2055-06-01      | 5.5000%  |  | $1570323.18        | $1600910.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $599565.40         | $611244.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $949245.16         | $975069.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $408751.92         | $416713.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $390.70            | $380.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8760 | 2051-09-01      | 3.5000%  |  | $553.66            | $518.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  |  | $585372.42         | $502737.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1399198.27        | $1433220.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4115 | 2040-08-01      | 3.0000%  |  | $510349.45         | $478205.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $919.16            | $873.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $429337.09         | $370006.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $29031.14          | $28174.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $55591.12          | $54411.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $16601.09          | $16356.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  |  | $152.94            | $149.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $45730.77          | $39468.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $276677.45         | $268387.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $22800.96          | $24292.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $254511.73         | $268404.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4885861.88        | $4555291.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $646190.37         | $685312.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $54.51             | $53.65             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $859537.63         | $825928.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $64.43             | $66.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $59701.29          | $57180.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $6280.82           | $6524.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIQO3499 | 2040-04-01      | 5.5000%  |  | $242481.37         | $250365.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $127273.53         | $128115.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $956.38            | $964.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $13332816.31       | $14342015.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $588.06            | $627.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $222646.00         | $201544.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7416 | 2054-06-01      | 5.0000%  |  | $328452.97         | $333322.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $10967.84          | $10812.44          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $37391778.08       | $39586201.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  |  | $614.09            | $641.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $70872.83          | $74749.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $70173.04          | $57160.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4998 | 2053-09-01      | 5.0000%  |  | $818.39            | $824.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $3899068.37        | $4069108.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  |  | $709.87            | $753.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $93784.46          | $96401.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $135516.66         | $139010.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1968541.00        | $1986558.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $38307.72          | $31373.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  |  | $1011.76           | $1024.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $6846665.53        | $7174362.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA3586 | 2029-02-01      | 4.0000%  |  | $96565.29          | $96783.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3526 | 2048-11-01      | 4.5000%  |  | $199972.96         | $193764.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  |  | $109880.94         | $103979.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $59102.22          | $57674.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $659979.32         | $632904.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2356 | 2045-07-01      | 3.0000%  |  | $47024.04          | $42053.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $432693.67         | $419803.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $92.51             | $90.56             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $89613.74          | $85975.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $259479.42         | $252835.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3481 | 2055-02-01      | 5.5000%  |  | $4422.69           | $4559.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $974.15            | $987.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $50298874.62       | $51848963.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $1178.07           | $1186.14           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  |  | $1692.60           | $1772.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $6649030.14        | $6852926.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2295 | 2054-09-01      | 5.5000%  |  | $957.73            | $987.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  |  | $909.86            | $946.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  |  | $924.26            | $956.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $8196042.74        | $8578364.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $3197.20           | $3298.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $50129434.69       | $51151100.44       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $955558.20         | $984882.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $2278308.16        | $2366236.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2296610.15        | $2300502.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $608120.19         | $595119.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3188195.97        | $2905714.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $373654.13         | $353475.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $645988.71         | $666693.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $281070.84         | $286602.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1171672.86        | $1200452.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $764394.95         | $771635.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6806617.65        | $6959171.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $649150.18         | $654030.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $154643.54         | $156046.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $897091.34         | $942132.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $77214.11          | $77691.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $11962333.64       | $12441058.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  |  | $20149681.75       | $19995838.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS7354 | 2053-02-01      | 7.0000%  |  | $1860899.38        | $2020899.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $37875879.58       | $38193952.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $80228.77          | $80397.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $112703.35         | $113561.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $1930508.89        | $1933781.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $78601.53          | $79232.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $42646.16          | $43973.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  |  | $335502.01         | $318129.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  |  | $31379.44          | $27946.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  |  | $23973.48          | $24468.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $54149.58          | $44114.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  |  | $952.37            | $974.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  |  | $5110387.31        | $5266986.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2453796.02        | $2501592.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  |  | $4342575.02        | $4442508.77        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2457906.67        | $2463459.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $150319.02         | $149214.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $77045.84          | $73424.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $685.24            | $708.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $240539.17         | $255533.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $235139.17         | $239566.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $294300.64         | $251900.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  |  | $6223164.76        | $6297362.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $628.12            | $519.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $858.58            | $825.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $310676.21         | $318306.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1053253.96        | $1123916.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $58069.82          | $52909.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1861 | 2036-03-01      | 2.0000%  |  | $222547.64         | $206553.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $711509.34         | $610065.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $1677575.28        | $1759513.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3561.82           | $3195.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $473.19            | $452.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $2851192.62        | $2875549.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $143343.14         | $149638.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $123038.64         | $123247.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $293.76            | $264.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $84947.86          | $73941.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $51.71             | $51.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $76560.33          | $79440.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $26816.12          | $26052.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $110.14            | $104.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $72251.97          | $73540.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $55791.41          | $55958.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $72691.04          | $73357.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $9805252.28        | $9309169.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $417352.80         | $428112.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $594260.80         | $517060.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9777 | 2051-12-01      | 3.0000%  |  | $5790909.87        | $5174894.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  |  | $286582.05         | $222670.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $638731.74         | $630519.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $816.40            | $825.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $3151.95           | $2832.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4517166.74        | $4555755.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2880 | 2050-04-01      | 3.5000%  |  | $750.35            | $708.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $18532.09          | $17350.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $36346.19          | $35190.99          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $124.34            | $116.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $569.81            | $495.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $746.26            | $665.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $22566.91          | $21789.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0688 | 2037-07-01      | 6.0000%  |  | $18.18             | $18.82             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $800614.32         | $721028.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3601638.33        | $3872646.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $43107.93          | $41814.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $90907.40          | $78344.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $701.92            | $630.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $987770.43         | $1017340.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $697.20            | $632.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $317945.71         | $304307.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4390.41           | $4415.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $504788.48         | $514621.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $1012236.07        | $1038331.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4518040.84        | $4299207.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $350411.60         | $345157.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $9348680.32        | $9886576.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $203033.09         | $169076.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $1248.02           | $1075.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $772.36            | $808.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2053683.41        | $2123143.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85658.06          | $88461.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1484805.35        | $1525010.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $7031433.23        | $7127607.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1937121.48        | $1989580.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $95037.53          | $93816.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $2899143.47        | $2873558.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $270328.00         | $266946.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW2274 | 2052-08-01      | 4.0000%  |  | $631.64            | $609.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $37108.97          | $36716.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $276848.99         | $279270.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $6094657.37        | $5919077.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1543936.01        | $1276497.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $91746958.02       | $79777914.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $385156.22         | $336015.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $408.42            | $380.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $35699.26          | $30865.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $312047.19         | $324982.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $974.22            | $1007.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $987.94            | $1045.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $4858611.56        | $4903095.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  |  | $2364783.44        | $2433316.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9651 | 2054-11-01      | 5.5000%  |  | $3573518.23        | $3647402.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $645840.96         | $581364.50         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2607353.62        | $2568911.38        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1519519.70        | $1535134.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $25016.95          | $25504.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $56419938.37       | $57518917.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $26610064.25       | $27128389.88       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $38564.92          | $39405.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $787223.50         | $793543.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $2474903.45        | $2496048.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $61462.07          | $60756.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  |  | $1003.83           | $1043.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $22807494.23       | $23567840.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $851976.90         | $873659.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  |  | $151428411.82      | $156164722.46      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  |  | $944.71            | $976.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3181 | 2055-09-01      | 5.0000%  |  | $973.64            | $978.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0749 | 2055-07-01      | 6.5000%  |  | $935.30            | $976.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $280370.61         | $288911.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3997 | 2055-04-01      | 5.0000%  |  | $4715482.54        | $4750385.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  |  | $1018.35           | $1045.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  |  | $2470498.88        | $2529792.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  |  | $722131.48         | $644440.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7088 | 2054-11-01      | 5.0000%  |  | $884.04            | $889.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $3255267.50        | $3220569.61        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2777132.85        | $2732291.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $160246.12         | $142893.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $47048.55          | $43801.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $64068.08          | $57130.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $36049.59          | $29405.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $71689.92          | $72368.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $710.49            | $685.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $764.54            | $786.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1809252.40        | $1650285.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3856 | 2050-07-01      | 3.5000%  |  | $1694657.62        | $1612482.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  |  | $999.27            | $1020.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8762 | 2055-07-01      | 6.0000%  |  | $19189008.13       | $19747683.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  |  | $965.56            | $1019.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7523 | 2055-07-01      | 6.5000%  |  | $6709.74           | $7089.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $1806891.26        | $1929047.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  |  | $174753.35         | $178157.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1379696.69        | $1256503.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0479 | 2060-06-01      | 2.5000%  |  | $3350570.01        | $2842499.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $307.62            | $299.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1146420.19        | $1191117.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $178930.43         | $186470.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2104328.63        | $2056102.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $33706.40          | $32686.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $2987.49           | $3012.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $999.17            | $1028.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $287.86            | $273.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  |  | $1995875.38        | $2034752.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3893 | 2055-11-01      | 5.5000%  |  | $161431.29         | $164575.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  |  | $674.06            | $605.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $10213038.50       | $9095667.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $75916.99          | $71078.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $35671.64          | $31769.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  |  | $718.51            | $671.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1317498.45        | $1192871.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $117351.34         | $109899.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $44258.07          | $36712.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $93846.05          | $80323.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $182485.80         | $189691.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $849.95            | $740.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5555.81           | $5516.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $238858.11         | $185589.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1641730.98        | $1544945.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1524362.17        | $1273304.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $25308.05          | $25899.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $421667.11         | $376117.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1516999.87        | $1481975.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $987.10            | $1039.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $28724.20          | $28436.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $24938.67          | $25004.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4460 | 2048-11-01      | 3.5000%  |  | $245106.95         | $231166.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $1144669.86        | $1135144.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $26658.83          | $26323.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $63393.28          | $54864.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  |  | $4055327.49        | $4135897.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $13058474.92       | $13402050.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $22313442.52       | $23368836.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  |  | $361285.08         | $308660.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $1565.82           | $1579.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $4456978.15        | $4404006.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $389602.12         | $387174.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1583056.57        | $1620970.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $70292.86          | $71662.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $627086.48         | $639301.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $37302709.01       | $38029311.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3991933.34        | $4069898.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $907486.07         | $925162.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62905.58          | $65389.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3662828.83        | $3681933.33        | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $138.93            | $146.20            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60506 G | 2046-04-01      | 3.5000%  |  | $33088.86          | $31515.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5273 | 2056-02-01      | 5.0000%  |  | $1000.00           | $1013.35           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3362 | 2056-01-01      | 4.5000%  |  | $1008.00           | $997.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5164 | 2056-02-01      | 5.5000%  |  | $3971938.00        | $4080000.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  |  | $5138117.42        | $5097808.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $805.62            | $839.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  |  | $923.12            | $914.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $104199278.38      | $86470616.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $5785632.03        | $4783283.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $5637110.46        | $5733898.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  |  | $1005.15           | $1041.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  |  | $25739935.93       | $26529342.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1256714.61        | $1313642.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  |  | $1534557.93        | $1640578.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  |  | $2409463.02        | $2512969.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1039236.28        | $1088652.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $466618.62         | $400677.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $28023768.38       | $27177484.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  |  | $744.39            | $740.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  |  | $202650.94         | $181969.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1921 | 2051-10-01      | 3.5000%  |  | $5135255.61        | $4832770.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $67121.44          | $59963.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1830 | 2051-10-01      | 2.0000%  |  | $748.44            | $619.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA5471 | 2056-02-01      | 5.5000%  |  | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1661 | 2051-09-01      | 2.5000%  |  | $888.04            | $775.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1639560.15        | $1340194.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0702 | 2051-06-01      | 2.5000%  |  | $66463559.41       | $56723317.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $760498.67         | $691861.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $65065.17          | $59055.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0410 | 2051-05-01      | 2.0000%  |  | $723.19            | $600.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $59550.97          | $54184.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $708.18            | $588.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $623.65            | $532.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8971 | 2051-02-01      | 3.0000%  |  | $508.95            | $453.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $110782.91         | $95779.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $28607.03          | $23536.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1312482.92        | $1079059.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  |  | $656.90            | $546.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $8342718.36        | $6853335.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $14256619.49       | $11727895.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $633.40            | $587.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1678 | 2052-04-01      | 4.0000%  |  | $744.87            | $714.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $76503.57          | $78516.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4769 | 2052-09-01      | 2.0000%  |  | $1836798.68        | $1499123.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0629 | 2052-02-01      | 3.0000%  |  | $696.20            | $630.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $851968.75         | $836541.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $8102732.91        | $7776291.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $35471.69          | $35027.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $92.42             | $90.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  |  | $319876.11         | $301673.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $35042.38          | $31226.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $983770.07         | $1002932.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $42876.10          | $43720.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $3051840.36        | $3002681.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $842.40            | $873.84            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $787.58            | $740.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $56881.44          | $56106.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $31416.44          | $31406.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $3972304.40        | $3792344.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $29860.03          | $27703.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $64128.29          | $63891.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB3898 | 2026-11-01      | 3.0000%  |  | $46121.88          | $45968.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLAB3658 | 2041-10-01      | 3.5000%  |  | $29225.05          | $27854.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $36211.20          | $35860.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $47857.11          | $48669.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $224900.82         | $231857.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $30981.98          | $31179.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  |  | $136831.82         | $142571.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $54184.32          | $54822.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $14811.91          | $15106.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $11158473.93       | $11637756.42       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $229.05            | $233.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $876.28            | $907.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $26.41             | $26.91             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  |  | $3180375.47        | $3330687.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $791.22            | $825.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3162 | 2055-10-01      | 5.0000%  |  | $981.15            | $994.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $421061.39         | $392002.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $520055.32         | $424530.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  |  | $614.55            | $569.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $123583.51         | $126015.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $2683143.96        | $2697138.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $294241.03         | $300099.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1133135.13        | $929078.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $570.38            | $491.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $516.44            | $478.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $431800.06         | $399946.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $400.08            | $374.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $12.66             | $12.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10019113.92       | $9565252.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $9949526.15        | $9481882.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1899968.68        | $1766282.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $246514.36         | $241198.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $393019.28         | $386577.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $301224.32         | $274926.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $213.84            | $202.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $55905.02          | $51446.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $175.29            | $160.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS1492 | 2033-11-01      | 3.0000%  |  | $430.97            | $421.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CNMA4390 | 2031-07-01      | 2.0000%  |  | $181680.74         | $174251.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $64395.33          | $59766.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $822.27            | $851.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5018 | 2050-12-01      | 2.5000%  |  | $579.31            | $503.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $137.11            | $129.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $802.57            | $773.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $538228.90         | $487341.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6847 | 2054-10-01      | 4.0000%  |  | $1098424.00        | $1054170.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $268943.92         | $239786.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $62917113.01       | $65268234.67       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3335 | 2052-04-01      | 4.5000%  |  | $878185.96         | $879143.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $781.58            | $773.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5214 | 2054-04-01      | 5.0000%  |  | $223136.19         | $224906.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $817.58            | $701.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $271745.52         | $247596.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $694.81            | $604.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $265.87            | $242.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  |  | $166479.28         | $160311.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $76637.38          | $77303.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $2759291.05        | $2826646.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $168032.34         | $168952.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $934982.83         | $800255.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1341790.27        | $1212953.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.250 CA994977 | 2036-06-01      | 5.2500%  |  | $26324.76          | $26515.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $2114322.77        | $2013159.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $3495399.43        | $3605782.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $84550.20          | $85203.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1946339.89        | $1597051.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $264205.10         | $260461.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $717.15            | $737.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $4537190.79        | $4671098.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $28152.41          | $28703.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $235781.00         | $237251.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0495 | 2055-04-01      | 6.5000%  |  | $752.71            | $794.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $2572668.85        | $2594862.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6919 | 2055-02-01      | 5.0000%  |  | $1678194.72        | $1687785.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $948271.46         | $988565.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  |  | $917005.55         | $921806.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $933.26            | $962.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3510 | 2055-11-01      | 5.5000%  |  | $2969148.39        | $3026983.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $6937228.62        | $7162678.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $1048886.25        | $1093967.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $8689268.78        | $9007709.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1522588.05        | $1610200.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1439952.58        | $1478842.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11440723.41       | $11516435.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2863096.75        | $2978606.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  |  | $1556088.25        | $1586398.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  |  | $135722.06         | $139680.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $3078023.23        | $3188380.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1400562.32        | $1467588.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $941353.22         | $1005473.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $841.82            | $858.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $84571261.34       | $87344569.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $1162452.62        | $955049.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $187335.46         | $165909.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $55278.82          | $54117.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $65233.87          | $56311.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $35346.57          | $33099.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $95.59             | $92.21             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3669 | 2049-05-01      | 5.0000%  |  | $83160.27          | $85182.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  |  | $527.78            | $500.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $987.05            | $1009.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $952436.67         | $1007796.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  |  | $837.24            | $881.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $851309.87         | $908760.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  |  | $990.59            | $1011.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $54548.85          | $53350.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $177966.06         | $166931.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $48958.77          | $46152.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $100851.58         | $93442.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $479484.82         | $390562.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7043 | 2036-03-01      | 2.5000%  |  | $96077.07          | $91482.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM6893 | 2049-04-01      | 5.5000%  |  | $2683014.18        | $2790360.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM6627 | 2049-09-01      | 4.5000%  |  | $359.78            | $359.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $11506.52          | $10668.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $196331.99         | $198396.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $748.39            | $761.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2550995.37        | $2678094.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $835.81            | $843.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $15613184.00       | $16159244.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $27407.99          | $26365.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $3899824.17        | $3858018.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $4971922.34        | $5074069.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16004.40          | $15049.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $116450.45         | $109669.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $160.69            | $153.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5535140.27        | $5298775.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4084443.82        | $3900792.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $18321442.63       | $17583312.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $34804.08          | $34400.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $162787.33         | $154967.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $649076.49         | $618974.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7307918.80        | $6963916.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  |  | $237.17            | $233.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $54772.32          | $56695.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $13453596.67       | $13569079.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  |  | $899.68            | $929.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $298.62            | $294.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NPAE0287 | 2038-02-01      | 5.5000%  |  | $55789.32          | $56512.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $42615.90          | $42193.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  |  | $2940826.99        | $3069619.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $303616.50         | $319577.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $1012.11           | $1017.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $973361.98         | $1020384.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $21330.16          | $21163.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  |  | $2116659.60        | $2020784.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $985.54            | $1022.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9868 | 2055-09-01      | 6.0000%  |  | $999.41            | $1056.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $14776.39          | $14292.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $39619.89          | $40247.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $377082.46         | $337174.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $137.27            | $136.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $224.88            | $226.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3493 | 2049-05-01      | 4.0000%  |  | $170.46            | $166.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $111571.53         | $111760.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2345647.87        | $2383776.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $26602.50          | $26647.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16942.65          | $17306.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $33316.11          | $28433.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $11745573.72       | $11080755.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $736386.52         | $786397.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8216 | 2054-06-01      | 5.5000%  |  | $747.48            | $763.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $94729.58          | $88191.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1850 | 2052-03-01      | 3.0000%  |  | $74828.59          | $67640.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  |  | $293866.46         | $299105.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1921.17           | $1991.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $281063.33         | $260678.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  |  | $727.69            | $719.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  |  | $3278914.17        | $3331926.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5908 | 2055-12-01      | 4.5000%  |  | $993.08            | $979.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $941.57            | $968.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $1867.49           | $1923.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $926.39            | $938.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $922883.77         | $878900.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  |  | $14539156.10       | $13535829.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $219807.07         | $225473.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $87494.45          | $78864.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5894 | 2053-10-01      | 6.0000%  |  | $2235050.74        | $2353779.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $24308.71          | $24968.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $943245.91         | $980491.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $2331633.11        | $2237696.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $90663.24          | $92429.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $911.69            | $916.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $43088.55          | $43927.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $1860.97           | $1870.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $600880.02         | $612584.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $91020937.12       | $93673317.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $30741214.76       | $28092418.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1313628.29        | $1325338.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $61820.44          | $60039.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2719277.62        | $2470862.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $80.42             | $77.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $1262.20           | $1303.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $41367.95          | $35305.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $802.24            | $838.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7145 | 2034-07-01      | 4.5000%  |  | $195.70            | $197.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $309.91            | $312.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6523708.68        | $6744918.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $1982459.80        | $2070626.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $69155.68          | $64859.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22492314.61       | $20657564.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD7772 | 2052-03-01      | 2.0000%  |  | $807.18            | $657.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $765888.84         | $637961.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $774.88            | $781.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3605818.40        | $3795496.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $4153328.71        | $4328470.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $104061.89         | $106334.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $62935.17          | $54733.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  |  | $23354636.69       | $24987408.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $58787.19          | $61108.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6083 | 2053-10-01      | 6.0000%  |  | $7881958.13        | $8225243.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $134.16            | $134.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  |  | $994.53            | $999.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41179.13          | $41036.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $600843.55         | $581621.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1046922.79        | $974669.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $2912167.91        | $2596071.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $60026.16          | $51506.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  |  | $772.58            | $813.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1609.24           | $1601.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $49341559.03       | $51245627.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5027 | 2053-02-01      | 4.0000%  |  | $845.26            | $813.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4798 | 2038-04-01      | 3.0000%  |  | $149670.72         | $144172.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4758 | 2036-01-01      | 2.5000%  |  | $270996.78         | $258513.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $204076.67         | $189992.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0069 | 2055-11-01      | 5.5000%  |  | $7308219.38        | $7565779.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0849 | 2055-12-01      | 5.0000%  |  | $998.85            | $1007.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $981.57            | $1000.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $967.24            | $986.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ5753 | 2056-01-01      | 6.5000%  |  | $1000.00           | $1060.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5603 | 2055-12-01      | 4.5000%  |  | $17572232.63       | $17414715.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  |  | $788330.46         | $779678.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $1122.96           | $1138.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $23689489.33       | $19659009.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $77494795.61       | $63716694.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $110919793.55      | $91664129.70       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $748243.31         | $725131.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $138945.42         | $136976.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  |  | $892.92            | $919.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $92758.39          | $93005.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $22206.58          | $22945.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $2488981.70        | $2487409.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $163.67            | $164.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $20987.87          | $21180.07          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2706977.97        | $2573303.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1653268.45        | $1728755.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  |  | $1605.50           | $1504.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $48165.58          | $48741.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $446875.78         | $455580.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $6856.09           | $7003.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $1001.68           | $1028.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $1015.59           | $1042.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19461165.25       | $19928574.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4671 | 2055-08-01      | 4.5000%  |  | $888769.26         | $876271.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $56278076.27       | $58340530.22       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4836 | 2055-09-01      | 5.5000%  |  | $1017.75           | $1046.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $1385.28           | $1445.34           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  |  | $1015.70           | $1033.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4168 | 2055-05-01      | 6.0000%  |  | $951.17            | $989.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  |  | $980.33            | $1013.69           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  |  | $946.87            | $970.71            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  |  | $246167.65         | $251538.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  |  | $1015.94           | $1063.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $222905.79         | $211845.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $75905.36          | $75605.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $32585.16          | $31676.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $71874.44          | $65447.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  |  | $195954.36         | $177361.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $66355.28          | $60100.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $22258.78          | $21688.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $531397.23         | $550129.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $40887.70          | $39321.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  |  | $540.17            | $565.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  |  | $1221514.49        | $1091553.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $6191526.88        | $6411699.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29175.94          | $30030.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2084796.00        | $2150762.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4113 | 2053-03-01      | 4.5000%  |  | $778.24            | $774.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $447795.16         | $456517.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4535684.54        | $4649872.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1490561.34        | $1473293.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $3874723.37        | $3718619.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $1656279.95        | $1589555.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  |  | $964164.11         | $925320.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6572 | 2054-11-01      | 4.0000%  |  | $31969.13          | $30681.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $44060.85          | $39660.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8840 | 2036-01-01      | 3.0000%  |  | $1622985.03        | $1571412.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $1007703.86        | $1054708.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $85763.57          | $87917.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $98403240.03       | $91612377.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $600873.63         | $628906.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $576302.91         | $594241.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $28886.50          | $29767.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $562953.44         | $567820.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $60536.13          | $50374.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $102635.70         | $93829.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1697879.04        | $1780416.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7273881.76        | $7559618.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $711052.15         | $699603.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $717511.58         | $768927.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $78107.71          | $67796.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $134536.42         | $131577.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2898484.38        | $2916579.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $147.67            | $145.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $34559.68          | $34739.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $41015277.22       | $44199206.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  |  | $725352.65         | $719662.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2886985.06        | $2850352.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0563 | 2055-06-01      | 5.5000%  |  | $10141497.26       | $10492246.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0365 | 2054-12-01      | 6.5000%  |  | $884.28            | $942.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $901911.57         | $937524.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3115 | 2055-10-01      | 5.5000%  |  | $23524166.23       | $24124751.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1102918.37        | $1152059.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $4084830.57        | $4274200.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $3087692.68        | $2963296.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0848 | 2055-12-01      | 5.0000%  |  | $999.55            | $1009.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1224023.82        | $1294566.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  |  | $891294.24         | $897468.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $1002.81           | $1036.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1107394.87        | $1143038.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  |  | $95653.93          | $97517.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0219 | 2055-10-01      | 5.5000%  |  | $653309.75         | $677889.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $2760.70           | $2814.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $14713269.37       | $15200607.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL3531 | 2054-08-01      | 6.5000%  |  | $991.74            | $1039.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0176 | 2055-12-01      | 5.5000%  |  | $2199642.65        | $2248768.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $772377.06         | $693545.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $39644.78          | $34908.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $689.70            | $649.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $60142.81          | $55045.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  |  | $616.45            | $589.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $107313.16         | $107001.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $975545.15         | $884590.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3989 | 2055-01-01      | 5.5000%  |  | $939.25            | $964.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1644090.00        | $1582384.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRQ0037 | 2055-08-01      | 4.0000%  |  | $1004.26           | $963.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $807.45            | $830.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4137 | 2054-11-01      | 5.5000%  |  | $1008.13           | $1027.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3842 | 2056-01-01      | 5.0000%  |  | $1008.00           | $1019.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $10687642.58       | $10895822.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $848272.60         | $885810.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  |  | $971.91            | $999.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  |  | $966.88            | $1013.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1131 | 2055-05-01      | 5.0000%  |  | $1004.72           | $1018.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ3177 | 2055-09-01      | 5.0000%  |  | $987.33            | $999.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1522397.32        | $1571849.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $2857789.96        | $2965564.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1833 | 2054-12-01      | 6.0000%  |  | $972.57            | $1013.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $61202014.94       | $63564018.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8628828.85        | $8902919.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $24186344.57       | $24741821.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9876 | 2052-01-01      | 3.5000%  |  | $8408938.21        | $7846568.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $39876.23          | $41939.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $103015.82         | $95906.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $41714.34          | $42110.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM1056 | 2049-06-01      | 5.5000%  |  | $83598.48          | $87529.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $129406.17         | $116447.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $69335.11          | $68678.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $1013730.99        | $917686.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4124 | 2052-09-01      | 3.5000%  |  | $28013678.22       | $26241097.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIFA4028 | 2040-03-01      | 5.0000%  |  | $981.03            | $997.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3601 | 2055-11-01      | 6.0000%  |  | $981.19            | $1021.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3326 | 2055-08-01      | 4.5000%  |  | $13075983.25       | $12962679.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $7467754.46        | $7308603.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4495327.62        | $4668795.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3085542.74        | $3242977.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $12033936.45       | $12350616.18       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $48779.57          | $51266.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7754725.17        | $7939394.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $62810.77          | $62154.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16595156.45       | $16075399.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $6135991.01        | $5916925.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $928295.23         | $925854.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21641.79          | $22516.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  |  | $3760278.47        | $3608792.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  |  | $5336.78           | $5542.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1390.41           | $1462.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $716.52            | $586.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS3998 | 2044-08-01      | 4.0000%  |  | $113353.12         | $111141.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  |  | $43261.78          | $42501.31          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $70.86             | $66.33             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $62252.05          | $65259.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1484922.63        | $1493077.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZM7290 | 2048-07-01      | 5.0000%  |  | $182708.35         | $186406.51         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  |  | $122.30            | $119.81            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  |  | $61.15             | $61.95             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $11.29             | $11.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  |  | $276.41            | $262.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $9603023.90        | $10045284.76       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  |  | $726.72            | $750.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $19180704.34       | $19578714.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $829.82            | $869.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $66557183.12       | $67857148.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  |  | $904.29            | $915.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1145434.04        | $1181606.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  |  | $5057462.73        | $5320202.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  |  | $751.12            | $779.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  |  | $792.00            | $820.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $342445.07         | $312938.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $11.22             | $11.53             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $18245.17          | $19044.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  |  | $805564.61         | $729128.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $71801.88          | $66392.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2319 | 2055-07-01      | 5.5000%  |  | $5667849.38        | $5872779.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $921.77            | $947.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $13042706.29       | $13425292.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  |  | $1057.86           | $1027.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  |  | $6738158.00        | $6847476.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  |  | $1633253.75        | $1507399.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  |  | $10573951.30       | $11045013.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2698940.72        | $2801261.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  |  | $3769746.14        | $3822755.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  |  | $1819405.40        | $1868697.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1242458.86        | $1290567.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $993.44            | $1005.47           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $8570280.11        | $8768986.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  |  | $993.34            | $1041.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5677096.17        | $5787677.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  |  | $1022.97           | $1047.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $2803.65           | $2952.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3039 | 2055-01-01      | 6.5000%  |  | $703.80            | $731.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $223542.29         | $229853.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  |  | $1765.74           | $1821.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  |  | $965.95            | $1008.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $24937.53          | $25651.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $21993003.69       | $22874595.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $894.04            | $924.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  |  | $2995.73           | $2875.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $13012212.14       | $13647433.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  |  | $979.75            | $1007.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $924.36            | $959.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0230 | 2054-11-01      | 5.0000%  |  | $447063.97         | $451688.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $459345.16         | $468292.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0498 | 2055-04-01      | 6.5000%  |  | $798.26            | $844.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4222 | 2050-07-01      | 3.5000%  |  | $1011.00           | $962.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  |  | $30537198.86       | $30954879.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $876.78            | $885.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  |  | $764.84            | $718.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $24517.11          | $22986.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $800.55            | $817.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $1698383.57        | $1768396.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $30431472.26       | $31473395.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $41719.85          | $40116.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $72526.14          | $69683.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $140471074.66      | $143363452.19      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $420198.52         | $432060.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $636.51            | $658.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $85808629.75       | $88996706.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  |  | $126340.53         | $112542.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $179807.33         | $156668.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $629.03            | $519.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  |  | $688.17            | $597.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $93293282.62       | $77129298.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4717646.67        | $4641311.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9632 | 2054-09-01      | 6.5000%  |  | $703.70            | $736.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $34996.97          | $35794.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $166.73            | $167.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4355602.56        | $4267881.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $83119.67          | $83260.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30237.28          | $29536.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2043515.20        | $1759188.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2123815.48        | $1894393.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $81481.82          | $70057.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $86609.83          | $89114.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ7816 | 2055-11-01      | 5.0000%  |  | $979.79            | $989.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQZ7299 | 2055-10-01      | 7.0000%  |  | $1572558.12        | $1674745.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6291 | 2055-10-01      | 6.0000%  |  | $992.93            | $1026.12           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4964 | 2055-10-01      | 5.5000%  |  | $989.73            | $1014.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ3860 | 2055-09-01      | 6.5000%  |  | $996.29            | $1047.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $3766400.43        | $3891119.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  |  | $2637419.37        | $2699247.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $53738.52          | $52070.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $19950179.12       | $20636930.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB3899 | 2026-11-01      | 3.0000%  |  | $56326.40          | $56138.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $185828.56         | $165567.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $25259.82          | $23688.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $612538.33         | $620558.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $530565.49         | $504869.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  |  | $667.87            | $555.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $144940.39         | $125384.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $24418.18          | $23687.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $85210.84          | $84921.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $52511.11          | $54266.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $84258.30          | $81862.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $62423.32          | $61639.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $145735.53         | $120486.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  |  | $11177387.41       | $11680027.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $565070.86         | $577097.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $3057587.78        | $3153212.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0411 | 2054-09-01      | 5.5000%  |  | $797.49            | $828.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1188243.66        | $1036747.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2929 | 2055-10-01      | 5.5000%  |  | $997.67            | $1023.74           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $1379735.50        | $1425718.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $3234184.35        | $3171318.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $374265.84         | $346663.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  |  | $699.52            | $627.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $168430.71         | $162704.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $338153.18         | $352122.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2633.29           | $2686.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $663476.16         | $638992.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $45482.89          | $44523.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $1705326.79        | $1464861.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $1830730.73        | $1491978.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  |  | $1282896.90        | $1099749.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $62699.49          | $63356.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $173.46            | $165.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6801 | 2042-11-01      | 3.5000%  |  | $161.55            | $154.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $538339.28         | $527146.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $3439397.20        | $3496720.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $24.04             | $24.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $157652.69         | $154801.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  |  | $227.34            | $222.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $749123.12         | $779102.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD9791 | 2052-04-01      | 2.0000%  |  | $31202.11          | $25416.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $439710.80         | $465637.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11348.33          | $10917.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $802.16            | $830.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $28.94             | $28.94             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $156184.65         | $158500.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $92399.76          | $89005.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2579397.96        | $2559028.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  |  | $366.13            | $340.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $41.22             | $40.89             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $569798.29         | $490073.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $94451.81          | $98008.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $94.61             | $96.45             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1778556.56        | $1545336.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $128401.11         | $120635.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $854967.44         | $761428.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $48357.75          | $49006.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $30993959.06       | $29600298.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $83209361.65       | $81118495.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAE0954 | 2041-02-01      | 4.5000%  |  | $35.85             | $36.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $814859.60         | $763563.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $818830.99         | $814738.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $722.93            | $714.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $684.80            | $644.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $66327.96          | $69062.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1387507.13        | $1204246.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1011 | 2055-09-01      | 5.5000%  |  | $27479348.61       | $28305997.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $68278.44          | $56302.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $72946.16          | $59586.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $327983.15         | $271041.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $547913.64         | $497343.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $79090.67          | $68888.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $71698.85          | $66525.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $744.16            | $742.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $79252.31          | $81793.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $278026.18         | $280458.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  |  | $810.39            | $782.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $6709067.53        | $6968168.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  |  | $4281852.73        | $3888107.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  |  | $74938.39          | $66180.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $766.53            | $758.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4741 | 2037-08-01      | 4.0000%  |  | $25443.46          | $25247.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $4982346.69        | $4926160.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $43839.91          | $43584.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $43063.80          | $41892.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $2276066.26        | $2250631.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $805.68            | $691.32            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  |  | $873.75            | $910.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  |  | $1056.13           | $1068.81           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $5645119.53        | $5768287.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  |  | $3271125.47        | $3346824.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  |  | $1014.71           | $1027.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  |  | $1005.97           | $1015.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  |  | $999.07            | $1023.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $32630.76          | $33408.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  |  | $869.08            | $901.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5796 | 2055-08-01      | 7.5000%  |  | $345552.34         | $370311.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3718 | 2055-03-01      | 5.5000%  |  | $968.99            | $997.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4298 | 2055-07-01      | 6.0000%  |  | $1680357.21        | $1758764.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $864815.78         | $888277.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1039136.40        | $1055111.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $3097430.44        | $2559605.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $11016248.15       | $11364125.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $377.44            | $358.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $696.04            | $660.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $31884.33          | $28395.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $43552.41          | $40831.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3674 | 2055-12-01      | 5.5000%  |  | $998.47            | $1037.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4084 | 2056-01-01      | 5.5000%  |  | $3885243.00        | $3990943.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1370796.26        | $1413672.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4410 | 2055-10-01      | 6.5000%  |  | $987.57            | $1032.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1095 | 2055-08-01      | 6.0000%  |  | $967.16            | $1002.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE9555 | 2055-10-01      | 5.5000%  |  | $1275428.08        | $1315706.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3082611.00        | $3181841.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $2431387.81        | $2531381.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $976.13            | $970.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8544 | 2055-12-01      | 5.5000%  |  | $997.65            | $1024.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7683 | 2055-11-01      | 5.5000%  |  | $979.81            | $1003.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  |  | $995.42            | $1014.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $144564.53         | $147380.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $1003.63           | $1016.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  |  | $953.65            | $1005.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $358988.54         | $363259.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5934 | 2055-12-01      | 5.5000%  |  | $1006.17           | $1025.76           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  |  | $915.61            | $935.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $588427.22         | $601623.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1169808.25        | $1179981.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $724.03            | $740.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL3898 | 2053-04-01      | 4.5000%  |  | $1000.00           | $989.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3673 | 2056-01-01      | 5.5000%  |  | $3087.40           | $3196.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSL3688 | 2052-03-01      | 2.0000%  |  | $2385745.81        | $1975829.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL3247 | 2053-07-01      | 4.5000%  |  | $985.00            | $977.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $656.99            | $539.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.600 CA913105 | 2037-02-01      | 5.6000%  |  | $64.96             | $65.37             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $44405.47          | $45013.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CT890756 | 2035-12-01      | 3.0000%  |  | $129966.17         | $123197.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $42457.50          | $41041.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $351836.42         | $370267.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1184533.26        | $1202565.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $3406219.43        | $3472996.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1501 | 2055-11-01      | 5.0000%  |  | $977.91            | $987.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA8825 | 2054-04-01      | 6.0000%  |  | $200601.71         | $206913.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  |  | $2022.02           | $1997.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1665 | 2055-12-01      | 4.5000%  |  | $59954251.35       | $59416761.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  |  | $11666434.09       | $12002865.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1207 | 2055-10-01      | 5.0000%  |  | $1048.23           | $1056.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $6877212.50        | $7080919.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1964111.68        | $2007987.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $1916354.66        | $1953956.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4418043.29        | $4262595.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11487145.68       | $11361154.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  |  | $105228.25         | $98710.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2568742.65        | $2242548.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33970.88          | $31127.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9200999.27        | $8381242.38        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G61996 G | 2046-01-01      | 4.0000%  |  | $68200.84          | $66842.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $688463.66         | $726735.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $976719.51         | $999089.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $38571029.62       | $39412593.79       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL1033 | 2054-01-01      | 4.0000%  |  | $937.33            | $903.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0705 | 2052-10-01      | 4.5000%  |  | $919.29            | $909.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $903.45            | $914.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $24260259.17       | $25114931.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  |  | $937.24            | $945.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $152982026.31      | $151272452.17      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1022875.85        | $1031823.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $751331.97         | $745548.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $765.94            | $714.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $330949.42         | $334359.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $643.61            | $605.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24928.84          | $26835.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $23234939.44       | $21819175.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $5614227.64        | $5268607.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $304103.09         | $306149.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $726.03            | $678.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $362032.10         | $365383.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $83493.16          | $82753.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1886430.91        | $1995231.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $38391471.72       | $37950622.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $390614.22         | $405312.77         | Agency Mortgage-Backed Securities  |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $6706800.00        | $7102117.80        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.660%, 2/2/2026
- **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):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $50000000.00       | $51173697.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2032 | 2032-03-31      | 4.1250%  |  | $16100000.00       | $16477930.59       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 08/15/2032 | 2032-08-15      | 2.7500%  |  | $50000000.00       | $47076937.39       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $50473690.91       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $39589000.00       | $39964058.99       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $54429500.00       | $52775211.16       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 01/15/2033 | 2033-01-15      | 1.1250%  |  | $32421040.53       | $31435660.08       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47274450.58       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $24000000.00       | $22691736.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $50000000.00       | $51055110.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $40000000.00       | $40844088.17       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $20387000.00       | $21082602.03       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $50000000.00       | $50253635.86       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 06/30/2032 | 2032-06-30      | 4.0000%  |  | $37044000.00       | $37231913.73       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44898694.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44898694.13       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $40000000.00       | $35918955.30       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 04/15/2032 | 2032-04-15      | 3.3750%  |  | $91342500.00       | $102528313.19      | U.S. Treasuries (including strips) |
| UST - 3.3750 - 04/15/2032 | 2032-04-15      | 3.3750%  |  | $91342500.00       | $102528313.19      | U.S. Treasuries (including strips) |
| UST - 3.3750 - 04/15/2032 | 2032-04-15      | 3.3750%  |  | $91342500.00       | $102528313.19      | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $5257400.00        | $5351040.47        | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $51649381.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $50000000.00       | $50290006.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 09/30/2032 | 2032-09-30      | 3.8750%  |  | $10000000.00       | $10058001.37       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 10/31/2032 | 2032-10-31      | 3.7500%  |  | $16007000.00       | $15915289.42       | U.S. Treasuries (including strips) |

### Security 134: 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):** $247578283.44
- **C.18.a - Value (excl. sponsor support):** $247578283.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.1100%
- **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 135: 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):** $1746047065.82
- **C.18.a - Value (excl. sponsor support):** $1746047065.82
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 136: 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):** $1774915574.89
- **C.18.a - Value (excl. sponsor support):** $1774915574.89
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 137: 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):** $1810718088.00
- **C.18.a - Value (excl. sponsor support):** $1810718088.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 138: 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):** $638553360.45
- **C.18.a - Value (excl. sponsor support):** $638553360.45
- **C.19 - Percentage of Net Assets:** 0.3400%
- **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 139: 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):** $159390838.81
- **C.18.a - Value (excl. sponsor support):** $159390838.81
- **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 140: 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):** $1652318695.49
- **C.18.a - Value (excl. sponsor support):** $1652318695.49
- **C.19 - Percentage of Net Assets:** 0.8700%
- **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 141: 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):** $1780029367.58
- **C.18.a - Value (excl. sponsor support):** $1780029367.58
- **C.19 - Percentage of Net Assets:** 0.9400%
- **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 142: 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):** $864919327.08
- **C.18.a - Value (excl. sponsor support):** $864919327.08
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1678752002.40
- **C.18.a - Value (excl. sponsor support):** $1678752002.40
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.725%, 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):** $1828307887.56
- **C.18.a - Value (excl. sponsor support):** $1828307887.56
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 145: 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):** $1853282439.89
- **C.18.a - Value (excl. sponsor support):** $1853282439.89
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 146: 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):** $661516424.10
- **C.18.a - Value (excl. sponsor support):** $661516424.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 147: 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):** $1218878538.84
- **C.18.a - Value (excl. sponsor support):** $1218878538.84
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 148: 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):** $896717332.88
- **C.18.a - Value (excl. sponsor support):** $896717332.88
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 149: 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):** $1837228500.00
- **C.18.a - Value (excl. sponsor support):** $1837228500.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **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 150: 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):** $1853571459.74
- **C.18.a - Value (excl. sponsor support):** $1853571459.74
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 151: 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):** $807563813.91
- **C.18.a - Value (excl. sponsor support):** $807563813.91
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 152: 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):** $1775474233.47
- **C.18.a - Value (excl. sponsor support):** $1775474233.47
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 153: 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):** $1180703782.50
- **C.18.a - Value (excl. sponsor support):** $1180703782.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **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 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 3/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1829702402.19
- **C.18.a - Value (excl. sponsor support):** $1829702402.19
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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,  3.380%, 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):** $644681250.85
- **C.18.a - Value (excl. sponsor support):** $644681250.85
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 156: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1354049690.00
- **C.18.a - Value (excl. sponsor support):** $1354049690.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2721738317.70
- **C.18.a - Value (excl. sponsor support):** $2721738317.70
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $510465553.13
- **C.18.a - Value (excl. sponsor support):** $510465553.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: 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):** $180135159.48
- **C.18.a - Value (excl. sponsor support):** $180135159.48
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 160: 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):** $106826267.31
- **C.18.a - Value (excl. sponsor support):** $106826267.31
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 161: 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):** $343874062.50
- **C.18.a - Value (excl. sponsor support):** $343874062.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 162: 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):** $614833981.25
- **C.18.a - Value (excl. sponsor support):** $614833981.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 163: 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):** $25540531.12
- **C.18.a - Value (excl. sponsor support):** $25540531.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **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 164: 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):** $208139280.72
- **C.18.a - Value (excl. sponsor support):** $208139280.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 165: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267886839.16
- **C.18.a - Value (excl. sponsor support):** $267886839.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: 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):** $268579054.02
- **C.18.a - Value (excl. sponsor support):** $268579054.02
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 167: 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):** $151016601.00
- **C.18.a - Value (excl. sponsor support):** $151016601.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 168: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.858%, 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):** $312000000.00
- **C.18.a - Value (excl. sponsor support):** $312000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **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 169: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 2/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $278574664.67
- **C.18.a - Value (excl. sponsor support):** $278574664.67
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: 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):** $250679687.50
- **C.18.a - Value (excl. sponsor support):** $250679687.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 171: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.763%, 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):** $769178138.85
- **C.18.a - Value (excl. sponsor support):** $769178138.85
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 172: 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):** $353350250.88
- **C.18.a - Value (excl. sponsor support):** $353350250.88
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 173: 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):** $211135170.82
- **C.18.a - Value (excl. sponsor support):** $211135170.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 174: 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):** $362747602.47
- **C.18.a - Value (excl. sponsor support):** $362747602.47
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 175: 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):** $441515936.40
- **C.18.a - Value (excl. sponsor support):** $441515936.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.818%, 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):** $720244200.44
- **C.18.a - Value (excl. sponsor support):** $720244200.44
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 177: 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):** $825323074.02
- **C.18.a - Value (excl. sponsor support):** $825323074.02
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $640649348.86
- **C.18.a - Value (excl. sponsor support):** $640649348.86
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.711%, 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):** $1755650508.30
- **C.18.a - Value (excl. sponsor support):** $1755650508.30
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.773%, 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):** $2130667724.64
- **C.18.a - Value (excl. sponsor support):** $2130667724.64
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 181: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.670%, 2/2/2026
- **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):** $174357000.00
- **C.18.a - Value (excl. sponsor support):** $174357000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 06.500 CLDB6153 | 2054-08-01      | 6.5000%  |  | $242.44            | $257.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB2673 | 2054-04-01      | 7.0000%  |  | $277.49            | $295.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA4358 | 2054-01-01      | 7.0000%  |  | $226.57            | $242.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAT7753 | 2028-07-01      | 2.5000%  |  | $48120.19          | $47400.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $8590853.87        | $8142586.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $21.85             | $21.44             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $5974.03           | $5703.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $370087.58         | $353322.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $98223.90          | $96228.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $6.82              | $6.80              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  |  | $348507.37         | $362631.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  |  | $347.54            | $344.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0023 | 2055-10-01      | 5.5000%  |  | $289.36            | $295.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9723 | 2055-09-01      | 6.0000%  |  | $346.93            | $361.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9647 | 2055-09-01      | 6.5000%  |  | $347.91            | $366.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  |  | $1208423.87        | $1251006.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  |  | $1075932.52        | $1126785.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF8119 | 2055-12-01      | 4.5000%  |  | $348.33            | $344.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  |  | $332.60            | $339.57            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $1075655.06        | $1088452.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  |  | $226627.95         | $236051.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $833733.30         | $843677.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  |  | $2303870.54        | $2360719.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  |  | $175.62            | $151.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3516 | 2054-09-01      | 6.0000%  |  | $298.16            | $312.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  |  | $278411.91         | $289778.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $1120130.32        | $1140592.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0160 | 2051-03-01      | 2.0000%  |  | $179.88            | $149.23            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60782 G | 2046-10-01      | 3.0000%  |  | $469773.63         | $422677.25         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  |  | $183.26            | $173.49            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  |  | $21842.54          | $20054.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $7448449.68        | $7613191.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $14286931.49       | $14405324.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $13959473.18       | $13799148.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $14262576.43       | $13723197.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $13669111.24       | $13514964.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  |  | $381.42            | $388.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $85730.70          | $80562.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $4682454.52        | $4738062.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $282.87            | $252.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9556 | 2055-10-01      | 5.5000%  |  | $313.28            | $323.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE8527 | 2055-09-01      | 5.0000%  |  | $346.54            | $348.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6698 | 2055-08-01      | 6.0000%  |  | $334.43            | $347.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4351 | 2055-08-01      | 6.5000%  |  | $347.76            | $365.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  |  | $344.97            | $355.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE0708 | 2055-06-01      | 6.5000%  |  | $327.43            | $344.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  |  | $2235684.99        | $2321091.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  |  | $320.01            | $330.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5955 | 2055-04-01      | 6.5000%  |  | $346.18            | $365.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD4967 | 2055-03-01      | 7.0000%  |  | $286.25            | $302.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8494 | 2054-11-01      | 5.0000%  |  | $306.74            | $308.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $324.92            | $327.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4789 | 2055-08-01      | 6.0000%  |  | $344.35            | $354.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  |  | $244.42            | $202.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  |  | $118.54            | $118.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $81.44             | $77.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  |  | $326.47            | $333.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  |  | $168.72            | $174.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  |  | $212.57            | $184.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP3065 | 2050-03-01      | 2.5000%  |  | $94.63             | $81.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $732742.86         | $715048.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6595 | 2049-05-01      | 3.5000%  |  | $40.27             | $37.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $9869.83           | $9641.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  |  | $156604.11         | $153837.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $205038.47         | $200536.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $279.10            | $275.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $288.96            | $242.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC1457 | 2046-07-01      | 3.0000%  |  | $102.99            | $95.07             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $347.26            | $350.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3316 | 2053-07-01      | 6.0000%  |  | $246.25            | $258.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $222.20            | $230.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $19348672.36       | $19214605.41       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  |  | $77.96             | $77.91             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5784 | 2055-11-01      | 6.0000%  |  | $348.40            | $367.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5769 | 2055-12-01      | 4.5000%  |  | $339.22            | $336.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  |  | $369719.08         | $386003.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  |  | $348.38            | $366.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1532 | 2055-10-01      | 6.5000%  |  | $341.14            | $360.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2046 | 2051-11-01      | 2.5000%  |  | $248.98            | $216.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  |  | $292.04            | $300.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3816612.75        | $3891153.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $342.36            | $328.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC0409 | 2054-09-01      | 5.0000%  |  | $341.88            | $343.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDB6650 | 2039-06-01      | 6.5000%  |  | $259565.35         | $272996.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 REBT1311 | 2051-07-01      | 2.0000%  |  | $172.09            | $141.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6481 | 2054-06-01      | 5.5000%  |  | $274.55            | $284.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $8173224.62        | $8220431.35        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q46872 G | 2047-03-01      | 4.5000%  |  | $1154237.35        | $1161298.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $3073837.67        | $3121032.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $167.16            | $159.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  |  | $270.31            | $279.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $108.30            | $103.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $12304611.28       | $12411621.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  |  | $322.80            | $333.69            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  |  | $79.98             | $76.00             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV6962 | 2044-07-01      | 4.0000%  |  | $19.03             | $18.69             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $7430045.66        | $6647265.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $13102625.87       | $13393485.24       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4235 | 2054-07-01      | 6.0000%  |  | $324.29            | $339.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  |  | $246.45            | $204.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $156.85            | $136.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9128 | 2053-08-01      | 5.0000%  |  | $334.88            | $341.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA4990 | 2053-11-01      | 5.5000%  |  | $279.11            | $285.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $268.96            | $223.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9489 | 2054-07-01      | 6.0000%  |  | $315.81            | $331.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2582 | 2052-11-01      | 5.5000%  |  | $263.44            | $272.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $13477388.28       | $13754895.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0853 | 2055-01-01      | 6.5000%  |  | $247.93            | $261.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1915 | 2055-01-01      | 7.0000%  |  | $263.64            | $280.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  |  | $343.14            | $345.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  |  | $272.27            | $277.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  |  | $348.42            | $363.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6581 | 2050-12-01      | 4.5000%  |  | $348.84            | $344.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $3116978.69        | $3149354.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  |  | $346.70            | $357.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2869 | 2040-06-01      | 6.0000%  |  | $325.94            | $339.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $763072.43         | $783833.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $348.09            | $359.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  |  | $1940604.57        | $2054501.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  |  | $325.07            | $338.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0611 | 2055-06-01      | 6.0000%  |  | $332.92            | $343.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9730 | 2055-09-01      | 5.0000%  |  | $347.77            | $350.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3423 | 2055-06-01      | 7.0000%  |  | $333613.53         | $352544.72         | Agency Mortgage-Backed Securities |

### Security 182: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.660%, 2/2/2026
- **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:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51353159.53       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $52661401.10       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 03/31/2027 | 2027-03-31      | 2.5000%  |  | $50000000.00       | $49805676.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51353159.53       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $50000000.00       | $49923728.51       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 03/31/2027 | 2027-03-31      | 2.5000%  |  | $50000000.00       | $49805676.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $52661401.10       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 03/31/2027 | 2027-03-31      | 2.5000%  |  | $50000000.00       | $49805676.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51353159.53       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51202416.10       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 03/31/2027 | 2027-03-31      | 2.5000%  |  | $50000000.00       | $49805676.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51353159.53       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 06/30/2027 | 2027-06-30      | 3.2500%  |  | $4105100.00        | $4098837.96        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 12/31/2029 | 2029-12-31      | 4.3750%  |  | $50000000.00       | $51353159.53       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $51202416.10       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/28/2027 | 2027-02-28      | 4.1250%  |  | $50000000.00       | $51151177.10       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 05/31/2028 | 2028-05-31      | 1.2500%  |  | $50000000.00       | $47503179.01       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2029 | 2029-07-31      | 4.0000%  |  | $50000000.00       | $51510190.22       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50819301.87       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 01/31/2029 | 2029-01-31      | 4.0000%  |  | $50000000.00       | $51506285.22       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51105794.97       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2033 | 2033-05-15      | 3.3750%  |  | $50000000.00       | $48225376.77       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2030 | 2030-09-30      | 3.6250%  |  | $50000000.00       | $50248111.26       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $50417299.72       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51225503.76       | U.S. Treasuries (including strips) |
| UST - 2.5000 - 03/31/2027 | 2027-03-31      | 2.5000%  |  | $50000000.00       | $49805676.04       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 04/15/2027 | 2027-04-15      | 4.5000%  |  | $50000000.00       | $52661401.10       | U.S. Treasuries (including strips) |

### Security 183: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.670%, 2/2/2026
- **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):** $191149000.00
- **C.18.a - Value (excl. sponsor support):** $191149000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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%  |  | $3214910.35        | $3144596.33        | Agency Collateralized Mortgage Obligation |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $25.49             | $26.14             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $18798586.63       | $19223098.19       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $203.89            | $209.50            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $10449.48          | $10522.65          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $45694448.80       | $45653887.78       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $20610118.45       | $19497087.79       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $898068.98         | $892992.68         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $35936776.60       | $33950858.59       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $254381.09         | $256350.73         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $25.49             | $25.92             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $7215798.29        | $6477280.11        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $62644752.04       | $65697767.91       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $260064.59         | $257454.30         | U.S. Treasuries (including strips)        |

### Security 184: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 2/3/2026
- **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):** $3300000000.00
- **C.18.a - Value (excl. sponsor support):** $3300000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNRM CL0212A2 R19M02  | 2031-02-25      | 2.3500%  |  | $12604328.05       | $11758704.38       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0132A1 R21M01  | 2033-04-25      | 1.4890%  |  | $975996.95         | $910702.24         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004  | 2031-02-25      | 0.9590%  |  | $830048.04         | $809337.95         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020  | 2029-10-25      | 1.4350%  |  | $173684.21         | $159277.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001  | 2028-09-25      | 3.5600%  |  | $1379374.82        | $1374194.96        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $251891.30         | $232231.83         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL02SA2 R22M02S  | 2032-09-25      | 3.7590%  |  | $3516732.45        | $3433625.32        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  |  | $6031304.77        | $6125525.82        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-08-25      | 1.6570%  |  | $160657.89         | $152637.82         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-03-25      | 2.0200%  |  | $43421052.63       | $39510301.74       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-06-25      | 1.3830%  |  | $65965263.16       | $59173155.38       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006  | 2028-07-25      | 4.1814%  |  | $13842105.45       | $13951241.72       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC012A R22M012   | 2028-12-25      | 3.0202%  |  | $39716.96          | $38752.19          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G  | 2031-09-25      | 1.5314%  |  | $11289473.68       | $9948490.88        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5314%  |  | $2233410.54        | $2141879.36        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003  | 2031-11-25      | 1.7072%  |  | $11086888.86       | $10396830.73       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-02-25      | 3.4220%  |  | $30588394.74       | $30273903.56       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $132578.84         | $123737.23         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6210%  |  | $59921052.63       | $53685356.66       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R23M004  | 2032-09-25      | 3.7669%  |  | $1103553.40        | $1099294.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R26M001  | 2031-01-25      | 0.0000%  |  | $22520763.16       | $21057724.30       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R24M006  | 2027-07-25      | 2.9040%  |  | $1736842.11        | $1722916.69        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0451A1 R20M04  | 2030-10-25      | 0.6800%  |  | $22611533.77       | $21459810.27       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00  | 2030-12-25      | 1.2081%  |  | $21950453.11       | $20352374.76       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIS K- | 2030-06-25      | 1.3660%  |  | $7286559.79        | $6528235.77        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.8760%  |  | $7030399.64        | $6935937.63        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0022A1 R23M00  | 2030-09-25      | 2.9140%  |  | $7075592.87        | $6884370.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBX0441  | 2037-12-01      | 5.0000%  |  | $21381.94          | $21746.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400  | 2051-12-01      | 2.5000%  |  | $12953363.71       | $11104904.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2419  | 2048-10-01      | 4.5000%  |  | $526394.52         | $527016.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1476  | 2036-08-01      | 2.5000%  |  | $13010.04          | $12331.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849  | 2052-05-01      | 2.5000%  |  | $75200.31          | $65089.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837  | 2046-09-01      | 4.5000%  |  | $5676.34           | $5734.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821  | 2053-08-01      | 5.5000%  |  | $355720.53         | $363738.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5593  | 2045-08-01      | 3.5000%  |  | $24348.80          | $23231.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4583  | 2042-09-01      | 3.5000%  |  | $43134.06          | $41226.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7807  | 2054-01-01      | 6.5000%  |  | $45481445.77       | $48132064.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172  | 2042-05-01      | 3.5000%  |  | $8521290.16        | $8148138.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6793  | 2053-06-01      | 4.0000%  |  | $221369.14         | $213174.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0299  | 2058-08-01      | 3.5000%  |  | $3534263.41        | $3260211.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3453  | 2054-09-01      | 6.0000%  |  | $232273.32         | $238918.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDE4546  | 2040-07-01      | 5.5000%  |  | $665708.37         | $684581.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3689  | 2055-08-01      | 6.0000%  |  | $4517623.57        | $4694580.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3486  | 2055-07-01      | 6.5000%  |  | $32907966.54       | $34217279.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1994  | 2055-07-01      | 6.0000%  |  | $1012188.71        | $1063679.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8046  | 2053-01-01      | 5.5000%  |  | $5809999.37        | $6034204.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC8568  | 2040-01-01      | 4.5000%  |  | $5644.16           | $5700.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM0008  | 2049-08-01      | 3.5000%  |  | $43474.41          | $40826.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA4929  | 2053-02-01      | 7.0000%  |  | $8761.92           | $9219.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9445  | 2047-04-01      | 3.0000%  |  | $424246.56         | $388455.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM5810  | 2051-01-01      | 3.0000%  |  | $1754272.11        | $1564980.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3835  | 2055-03-01      | 6.0000%  |  | $1073290.40        | $1118550.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8434  | 2056-01-01      | 5.0000%  |  | $3232314.39        | $3284861.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3967  | 2052-09-01      | 4.5000%  |  | $4855764.76        | $4839930.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2663  | 2055-08-01      | 6.5000%  |  | $22266300.51       | $23570729.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5845  | 2040-08-01      | 6.5000%  |  | $1238569.11        | $1297268.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5715  | 2055-12-01      | 5.0000%  |  | $4632611.19        | $4656773.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0938  | 2055-03-01      | 6.0000%  |  | $11093833.60       | $11628116.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3508  | 2055-03-01      | 6.0000%  |  | $915455.79         | $954040.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDC6440  | 2039-11-01      | 5.0000%  |  | $652780.60         | $663334.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3155  | 2032-10-01      | 3.0000%  |  | $3937.35           | $3850.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923  | 2037-03-01      | 3.5000%  |  | $17996.33          | $17682.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3517  | 2033-11-01      | 3.5000%  |  | $962.48            | $952.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5670  | 2042-07-01      | 3.5000%  |  | $1486.58           | $1420.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5124  | 2042-05-01      | 4.0000%  |  | $2314.95           | $2272.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5369  | 2042-06-01      | 3.5000%  |  | $6758.06           | $6474.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995245  | 2039-01-01      | 5.0000%  |  | $82551.78          | $84670.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890336  | 2026-08-01      | 4.5000%  |  | $1940.24           | $1950.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995094  | 2035-11-01      | 4.5000%  |  | $1387.95           | $1402.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL988988  | 2038-09-01      | 6.0000%  |  | $20339.72          | $21306.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL969454  | 2038-01-01      | 5.0000%  |  | $2962.76           | $2998.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889506  | 2037-03-01      | 6.0000%  |  | $47086.25          | $49931.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1662  | 2055-12-01      | 4.5000%  |  | $24762243.54       | $24459946.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0260  | 2055-04-01      | 6.0000%  |  | $264786.83         | $276509.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS6977  | 2042-08-01      | 3.0000%  |  | $332683.95         | $313183.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6668  | 2053-12-01      | 5.5000%  |  | $387872.76         | $395874.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9827  | 2053-05-01      | 5.0000%  |  | $8747074.25        | $8814144.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5026  | 2052-12-01      | 6.0000%  |  | $2405766.36        | $2514582.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9848  | 2052-09-01      | 5.0000%  |  | $6852890.03        | $6947951.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4951  | 2053-02-01      | 5.0000%  |  | $8930025.51        | $8994837.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0035  | 2052-07-01      | 4.5000%  |  | $904834.37         | $900963.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV9862  | 2037-05-01      | 3.0000%  |  | $31851.74          | $30693.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5809  | 2055-06-01      | 5.5000%  |  | $3558673.85        | $3631984.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8932  | 2052-04-01      | 3.5000%  |  | $28254650.13       | $26409323.22       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7089  | 2051-12-01      | 2.0000%  |  | $66879.12          | $54476.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7075  | 2051-08-01      | 2.5000%  |  | $213970.19         | $185998.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3321  | 2051-03-01      | 2.0000%  |  | $13921.71          | $11581.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0750  | 2048-10-01      | 5.0000%  |  | $10667.53          | $10836.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5482  | 2049-02-01      | 4.0000%  |  | $16829.34          | $16433.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL773072  | 2034-04-01      | 5.5000%  |  | $5582.72           | $5691.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735224  | 2035-02-01      | 5.5000%  |  | $122300.75         | $126012.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212  | 2034-12-01      | 5.0000%  |  | $827.79            | $839.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4804  | 2052-11-01      | 4.0000%  |  | $147614.24         | $142267.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  |  | $117745.56         | $109619.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4625  | 2052-06-01      | 3.5000%  |  | $66554.33          | $61961.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4156  | 2035-10-01      | 2.5000%  |  | $225420.30         | $214229.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA4150  | 2030-10-01      | 2.5000%  |  | $3717183.19        | $3606674.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4111  | 2035-08-01      | 1.5000%  |  | $178380.04         | $162533.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079  | 2050-07-01      | 3.0000%  |  | $541.95            | $487.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3998  | 2050-04-01      | 4.5000%  |  | $1630.30           | $1617.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992  | 2050-04-01      | 3.5000%  |  | $5619.32           | $5274.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1660  | 2047-08-01      | 4.0000%  |  | $43361.34          | $42367.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7606  | 2048-09-01      | 4.5000%  |  | $688155.37         | $689011.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762  | 2048-08-01      | 5.0000%  |  | $228047.87         | $233515.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0614  | 2050-01-01      | 3.0000%  |  | $31147.29          | $28066.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0888  | 2048-07-01      | 4.0000%  |  | $399952.59         | $390578.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3835  | 2049-11-01      | 3.5000%  |  | $1483104.03        | $1386622.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8115  | 2054-03-01      | 4.5000%  |  | $15584737.85       | $15454449.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9390  | 2039-10-01      | 5.5000%  |  | $3481426.50        | $3610352.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8863  | 2054-07-01      | 6.0000%  |  | $1361775.53        | $1404832.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8475  | 2054-05-01      | 5.0000%  |  | $19207732.67       | $19601928.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7736  | 2054-01-01      | 6.0000%  |  | $178642.86         | $184434.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6085  | 2053-04-01      | 6.0000%  |  | $2453613.39        | $2582681.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4313  | 2052-08-01      | 4.5000%  |  | $42816897.00       | $42364879.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $11880.87          | $11617.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4217  | 2052-07-01      | 5.0000%  |  | $86459906.76       | $87278317.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4211  | 2052-07-01      | 4.5000%  |  | $1209618.14        | $1196971.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841  | 2052-06-01      | 3.5000%  |  | $1848505.08        | $1734022.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2899  | 2052-02-01      | 3.0000%  |  | $42330.89          | $37947.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2548  | 2052-01-01      | 2.5000%  |  | $216769.14         | $187318.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1389  | 2051-08-01      | 2.5000%  |  | $351059.57         | $301721.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0998  | 2051-07-01      | 3.0000%  |  | $419770.42         | $375642.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5960  | 2050-06-01      | 2.5000%  |  | $14206.12          | $12360.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3858  | 2049-07-01      | 3.5000%  |  | $136758.37         | $128819.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2477  | 2048-10-01      | 4.5000%  |  | $800783.36         | $801003.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4427  | 2045-02-01      | 4.5000%  |  | $81913.07          | $82559.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142  | 2043-11-01      | 4.5000%  |  | $1771218.56        | $1781874.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR4126  | 2043-02-01      | 3.0000%  |  | $7805.15           | $7233.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ3381  | 2042-11-01      | 3.0000%  |  | $32351.48          | $30074.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ3201  | 2042-11-01      | 3.5000%  |  | $244844.11         | $233488.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $1073129.83        | $966990.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1886  | 2042-11-01      | 3.0000%  |  | $6012.69           | $5565.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3552  | 2042-06-01      | 4.0000%  |  | $9961.92           | $9738.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8743  | 2046-06-01      | 4.5000%  |  | $6996.36           | $7038.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3765  | 2049-09-01      | 2.5000%  |  | $3486.24           | $2998.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694  | 2049-07-01      | 4.5000%  |  | $13871.50          | $13837.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3909  | 2027-05-01      | 4.0000%  |  | $20646.07          | $20649.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL1469  | 2039-02-01      | 7.0000%  |  | $4906.76           | $5239.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL1312  | 2039-05-01      | 6.0000%  |  | $1376.73           | $1459.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ4087  | 2026-10-01      | 3.0000%  |  | $35714.64          | $35608.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL620196  | 2032-01-01      | 7.0000%  |  | $1028.67           | $1080.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL511405  | 2029-10-01      | 7.0000%  |  | $4626.79           | $4861.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5768  | 2044-11-01      | 4.0000%  |  | $47345.57          | $46612.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7818  | 2051-12-01      | 2.0000%  |  | $774271.66         | $634775.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9169  | 2048-05-01      | 4.0000%  |  | $6042.99           | $5901.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476  | 2039-09-01      | 5.5000%  |  | $50579.97          | $51952.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB7273  | 2042-12-01      | 3.0000%  |  | $20593.46          | $19144.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6110  | 2050-07-01      | 3.0000%  |  | $53988.41          | $49088.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ9047  | 2042-12-01      | 3.5000%  |  | $702294.78         | $672444.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3491  | 2038-10-01      | 3.5000%  |  | $18285.65          | $17673.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797  | 2034-10-01      | 2.5000%  |  | $4673.33           | $4461.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  |  | $3345408.23        | $3373987.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257075  | 2028-02-01      | 5.5000%  |  | $21841.66          | $22267.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $8151.44           | $8644.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6347  | 2053-11-01      | 6.5000%  |  | $282720.34         | $295232.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5833  | 2053-10-01      | 6.0000%  |  | $3242.40           | $3380.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5416  | 2053-07-01      | 6.0000%  |  | $5912266.74        | $6124063.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4052  | 2036-10-01      | 2.0000%  |  | $1407441.85        | $1303206.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2444  | 2052-07-01      | 4.0000%  |  | $312957.15         | $305079.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS1615  | 2037-04-01      | 3.0000%  |  | $150534.04         | $145020.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957  | 2052-03-01      | 3.0000%  |  | $25657.31          | $22880.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFM6982  | 2041-04-01      | 2.0000%  |  | $292220.87         | $257442.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM6372  | 2050-03-01      | 5.0000%  |  | $117418.49         | $119878.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFM5977  | 2051-02-01      | 1.5000%  |  | $274986.02         | $213660.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM5473  | 2035-12-01      | 3.0000%  |  | $1968384.03        | $1908770.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6237  | 2049-04-01      | 3.5000%  |  | $379673.54         | $360374.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4793  | 2050-11-01      | 2.0000%  |  | $41794597.78       | $34553688.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311  | 2050-08-01      | 3.0000%  |  | $48060.84          | $43367.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3280  | 2049-05-01      | 3.5000%  |  | $5280891.81        | $5025293.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM1418  | 2034-09-01      | 4.0000%  |  | $1841500.49        | $1845957.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM1324  | 2031-11-01      | 3.0000%  |  | $675.57            | $671.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1581  | 2048-01-01      | 4.0000%  |  | $88674.69          | $86474.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH9215  | 2048-01-01      | 3.5000%  |  | $26641.76          | $25147.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5365  | 2047-08-01      | 4.0000%  |  | $2107623.20        | $2067359.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE8671  | 2047-08-01      | 3.5000%  |  | $365135.38         | $345487.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6457  | 2055-11-01      | 5.5000%  |  | $1003046.97        | $1030580.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF7182  | 2055-12-01      | 4.5000%  |  | $1181768.77        | $1167705.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6049  | 2055-12-01      | 6.0000%  |  | $2035083.26        | $2123064.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF5661  | 2055-11-01      | 4.5000%  |  | $1363197.16        | $1343882.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4855  | 2055-11-01      | 6.0000%  |  | $1116146.00        | $1163868.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDF2937  | 2040-11-01      | 5.5000%  |  | $749300.37         | $774398.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1849  | 2055-10-01      | 6.0000%  |  | $1289949.81        | $1345523.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0593  | 2055-09-01      | 5.5000%  |  | $2442868.78        | $2512118.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1067  | 2037-04-01      | 2.5000%  |  | $293793.30         | $278833.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5186  | 2050-01-01      | 4.5000%  |  | $12665.67          | $12603.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0662  | 2043-12-01      | 4.0000%  |  | $1520.59           | $1491.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6725  | 2053-07-01      | 4.5000%  |  | $1528478.33        | $1514729.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4818  | 2049-05-01      | 5.5000%  |  | $62637.61          | $64837.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM1456  | 2028-09-01      | 2.5000%  |  | $8131.60           | $8045.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4904  | 2044-02-01      | 4.5000%  |  | $479990.94         | $483780.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2707  | 2052-04-01      | 3.5000%  |  | $24223.63          | $22687.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM4272  | 2035-09-01      | 3.0000%  |  | $41312.77          | $40000.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2866  | 2037-01-01      | 3.0000%  |  | $27997.12          | $26727.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6067  | 2049-05-01      | 4.0000%  |  | $4800.00           | $4653.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTAL8062  | 2029-06-01      | 5.5000%  |  | $882.51            | $899.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031  | 2044-10-01      | 4.0000%  |  | $22106.91          | $21730.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $61606.79          | $53237.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDE8864  | 2055-09-01      | 4.0000%  |  | $658742.22         | $632202.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE8457  | 2055-08-01      | 4.5000%  |  | $2741330.08        | $2702488.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7872  | 2040-09-01      | 5.0000%  |  | $918008.27         | $933805.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDE7532  | 2040-10-01      | 5.0000%  |  | $847035.88         | $866253.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE6956  | 2056-01-01      | 7.5000%  |  | $991389.47         | $1056142.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0746  | 2036-08-01      | 6.5000%  |  | $97388.23          | $102712.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAD7988  | 2040-07-01      | 4.5000%  |  | $38618.18          | $38765.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910  | 2055-12-01      | 5.5000%  |  | $160550842.72      | $163678141.30      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5856  | 2055-10-01      | 7.0000%  |  | $222340.90         | $234095.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3792  | 2055-07-01      | 6.0000%  |  | $26446573.76       | $27871338.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3679  | 2055-03-01      | 5.5000%  |  | $16602399.47       | $17050673.49       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0365  | 2055-09-01      | 6.0000%  |  | $1763378.28        | $1824966.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3896  | 2035-01-01      | 2.5000%  |  | $7964.23           | $7569.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3635  | 2054-06-01      | 6.0000%  |  | $21414284.04       | $22590620.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632  | 2055-03-01      | 5.0000%  |  | $175671509.96      | $176587773.56      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3448  | 2049-07-01      | 2.5000%  |  | $6072501.85        | $5334273.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3361  | 2052-11-01      | 5.0000%  |  | $10705909.33       | $10960846.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIFA3057  | 2039-08-01      | 6.5000%  |  | $8564257.71        | $9034350.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3471  | 2053-07-01      | 4.0000%  |  | $48131638.72       | $46760090.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2433  | 2055-08-01      | 5.5000%  |  | $30390010.70       | $30981964.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA1399  | 2040-04-01      | 5.5000%  |  | $41901.48          | $43326.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0674  | 2051-07-01      | 3.0000%  |  | $29634281.15       | $26833683.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0289  | 2055-01-01      | 5.0000%  |  | $1607096.28        | $1615478.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0945  | 2056-01-01      | 6.0000%  |  | $1440776.53        | $1512774.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9514  | 2056-01-01      | 5.5000%  |  | $8896296.32        | $9083959.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9482  | 2056-01-01      | 5.0000%  |  | $5267604.16        | $5298044.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF8508  | 2055-12-01      | 4.5000%  |  | $1863866.79        | $1840074.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CICB9563  | 2039-11-01      | 5.5000%  |  | $4127459.38        | $4274077.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4588  | 2055-08-01      | 6.0000%  |  | $23648157.78       | $24331668.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130  | 2054-01-01      | 5.0000%  |  | $598699.21         | $605946.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0673  | 2055-09-01      | 6.5000%  |  | $12699577.98       | $13208260.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1416  | 2052-01-01      | 3.0000%  |  | $84275.35          | $75888.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3251  | 2028-01-01      | 3.5000%  |  | $5968.72           | $5964.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $259524.20         | $255847.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8571  | 2055-05-01      | 6.0000%  |  | $2728062.10        | $2831721.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9812  | 2055-01-01      | 6.0000%  |  | $4953982.94        | $5162760.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7603  | 2055-12-01      | 5.5000%  |  | $939362.94         | $963652.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA2747  | 2038-11-01      | 5.5000%  |  | $19865470.11       | $20561706.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5948  | 2041-01-01      | 3.5000%  |  | $973034.06         | $947807.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9224  | 2054-12-01      | 5.5000%  |  | $1677734.84        | $1710414.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9061  | 2051-01-01      | 5.5000%  |  | $3233586.67        | $3300423.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6416  | 2055-11-01      | 6.0000%  |  | $2363236.60        | $2458582.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCC1669  | 2055-12-01      | 4.5000%  |  | $23984424.07       | $23644588.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9442  | 2055-09-01      | 6.5000%  |  | $658795.87         | $687558.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956  | 2053-03-01      | 3.0000%  |  | $1103120.59        | $982540.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2347  | 2055-11-01      | 4.5000%  |  | $4342106.02        | $4280582.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6659  | 2055-08-01      | 6.0000%  |  | $4251248.83        | $4384378.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBV1418  | 2045-03-01      | 6.0000%  |  | $802464.53         | $831176.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF4774  | 2055-11-01      | 4.5000%  |  | $1128222.88        | $1112237.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA2736  | 2037-06-01      | 2.5000%  |  | $48953610.75       | $46461181.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDE8063  | 2040-08-01      | 6.5000%  |  | $586397.44         | $614724.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2212  | 2055-07-01      | 5.5000%  |  | $156168.83         | $159210.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDG1520  | 2041-02-01      | 4.5000%  |  | $1245563.29        | $1252563.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1799  | 2055-06-01      | 6.0000%  |  | $1514962.53        | $1592027.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD8218  | 2040-04-01      | 5.0000%  |  | $1923140.97        | $1968238.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD6619  | 2040-06-01      | 5.5000%  |  | $995681.70         | $1031004.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDD2618  | 2055-03-01      | 4.0000%  |  | $610584.16         | $585986.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1719  | 2055-03-01      | 6.0000%  |  | $1405428.20        | $1456122.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDC9111  | 2040-06-01      | 5.5000%  |  | $1690926.08        | $1753589.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDC9057  | 2055-05-01      | 7.5000%  |  | $2862637.48        | $3064930.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5557  | 2054-10-01      | 5.0000%  |  | $857091.21         | $862848.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5852  | 2055-10-01      | 5.0000%  |  | $11124.67          | $11182.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5835  | 2045-08-01      | 6.0000%  |  | $10167325.30       | $10502728.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5745  | 2040-06-01      | 5.0000%  |  | $49287829.71       | $50084704.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5633  | 2040-02-01      | 6.5000%  |  | $34451.67          | $36106.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5563  | 2044-12-01      | 5.5000%  |  | $839001.71         | $862494.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $3640895.95        | $3788629.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5135  | 2053-09-01      | 4.0000%  |  | $3774.00           | $3628.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5093  | 2038-07-01      | 5.0000%  |  | $2462.21           | $2503.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010  | 2053-05-01      | 5.5000%  |  | $39694.42          | $40584.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  |  | $2367774.64        | $1941364.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4867  | 2055-01-01      | 6.0000%  |  | $6577715.62        | $6767899.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL848839  | 2036-01-01      | 6.0000%  |  | $36612.21          | $38453.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL831621  | 2036-07-01      | 7.0000%  |  | $1776.52           | $1866.45           | Agency Mortgage-Backed Securities         |
| FMAC FERA RM0267 10/25/53  | 2053-10-25      | 4.4973%  |  | $242742.09         | $243425.32         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55  | 2055-10-25      | 4.7473%  |  | $50006122.91       | $50359783.47       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55  | 2055-06-25      | 5.7973%  |  | $69974230.82       | $71125809.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55  | 2055-06-25      | 5.6973%  |  | $69974230.82       | $71046956.00       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56  | 2056-02-25      | 4.4884%  |  | $51345763.82       | $51470143.51       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033  | 2054-03-25      | 4.6973%  |  | $37232359.09       | $37496500.34       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55  | 2055-05-25      | 5.2973%  |  | $59768680.09       | $60404005.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54  | 2054-12-25      | 5.1973%  |  | $19726560.14       | $19967142.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55  | 2055-09-25      | 4.7973%  |  | $61086493.46       | $61583144.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55  | 2055-02-25      | 5.1473%  |  | $29167924.93       | $29437637.82       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103  | 2055-01-25      | 4.9473%  |  | $26901179.95       | $27085590.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55  | 2055-06-25      | 5.1973%  |  | $34367890.82       | $34795353.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55  | 2055-01-25      | 5.0473%  |  | $15405273.07       | $15549836.32       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55  | 2055-02-25      | 5.6973%  |  | $31214647.36       | $31664428.24       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6973%  |  | $1135235.28        | $1137443.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55  | 2055-01-25      | 4.9973%  |  | $60159727.04       | $60754891.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54  | 2054-02-25      | 5.1473%  |  | $18712432.50       | $18918791.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54  | 2054-12-25      | 5.1473%  |  | $76459535.41       | $77260441.40       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54  | 2054-06-25      | 5.0973%  |  | $12026855.43       | $12148350.19       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54  | 2054-12-25      | 5.0973%  |  | $15291907.08       | $15455927.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54  | 2054-12-25      | 4.9973%  |  | $10989602.78       | $11091872.76       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54  | 2054-12-25      | 5.1473%  |  | $33082595.76       | $33459370.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53  | 2053-11-25      | 5.0973%  |  | $18150857.83       | $18374693.40       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53  | 2053-08-25      | 4.7973%  |  | $58569148.33       | $58985240.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040  | 2055-02-25      | 5.1973%  |  | $17345363.61       | $17563461.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046  | 2055-06-25      | 5.1973%  |  | $113502447.98      | $114914400.84      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041  | 2055-06-25      | 5.1973%  |  | $19046644.96       | $19281182.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001  | 2055-02-25      | 5.6973%  |  | $16930475.45       | $17191463.62       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016  | 2055-03-25      | 5.0473%  |  | $49138004.50       | $49742451.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095  | 2054-12-25      | 5.1473%  |  | $113862434.05      | $114989888.49      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088  | 2054-12-25      | 4.6973%  |  | $91629666.20       | $92218881.60       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095  | 2054-12-25      | 5.0973%  |  | $3415873.02        | $3452217.76        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065  | 2054-09-25      | 4.8973%  |  | $31753649.49       | $31902357.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033  | 2054-01-25      | 4.6973%  |  | $6946818.36        | $6995344.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024  | 2054-05-25      | 0.1250%  |  | $134632889.73      | $113088220.36      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034  | 2054-06-25      | 4.6973%  |  | $119785586.25      | $120633835.90      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042  | 2055-06-25      | 5.1973%  |  | $34450363.03       | $34878851.30       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54  | 2054-04-25      | 5.1473%  |  | $542123.07         | $547996.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.0473%  |  | $20093727.81       | $20298442.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55  | 2055-05-25      | 5.7473%  |  | $51439720.68       | $52274342.18       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55  | 2055-05-25      | 5.1973%  |  | $22610607.42       | $22894819.25       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015  | 2054-04-25      | 5.0473%  |  | $19241566.44       | $19399462.97       | Agency Collateralized Mortgage Obligation |

### Security 185: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 2/2/2026
- **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):** $2868000000.00
- **C.18.a - Value (excl. sponsor support):** $2868000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 SP 788298 M | 2051-12-20      | 4.5000%  |  | $42440048.00       | $42421713.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782611 M | 2039-02-20      | 5.5000%  |  | $9235.01           | $9610.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  |  | $14397054.88       | $14950237.72       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788358 M | 2044-12-20      | 3.5000%  |  | $19924412.47       | $18962151.89       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788285 C | 2055-05-20      | 6.0000%  |  | $11676460.09       | $12123403.85       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788296 X | 2041-08-15      | 5.0000%  |  | $18999020.69       | $19647833.03       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788294 M | 2044-02-20      | 4.0000%  |  | $13338482.29       | $13001128.35       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788292 M | 2051-01-20      | 4.0000%  |  | $35045232.51       | $33806496.45       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788201 M | 2049-05-20      | 3.0000%  |  | $31104059.86       | $28483439.14       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788034 C | 2052-02-20      | 3.0000%  |  | $10801425.17       | $9781734.63        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788033 X | 2050-03-15      | 4.0000%  |  | $22913489.95       | $21999155.13       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788031 M | 2047-09-20      | 3.0000%  |  | $23679351.88       | $21723950.48       | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783707 X | 2028-01-15      | 2.5000%  |  | $25635.03          | $25394.65          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783669 X | 2042-09-15      | 3.0000%  |  | $16889.28          | $15676.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783651 X | 2027-08-15      | 3.0000%  |  | $108459.69         | $107871.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784446 C | 2048-02-20      | 3.0000%  |  | $22056.63          | $20146.87          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784439 X | 2045-02-15      | 3.0000%  |  | $54245.98          | $50381.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784433 C | 2048-02-20      | 3.5000%  |  | $283863.35         | $265102.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784400 C | 2047-11-20      | 3.5000%  |  | $1108393.22        | $1021913.55        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784397 X | 2047-06-15      | 4.5000%  |  | $192539.35         | $192410.74         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781627 X | 2033-06-15      | 5.5000%  |  | $15199.62          | $15620.03          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781526 X | 2032-11-15      | 5.5000%  |  | $279837.68         | $288607.95         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781513 X | 2032-10-15      | 5.5000%  |  | $126467.11         | $129294.10         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781482 X | 2032-08-15      | 6.0000%  |  | $15426.30          | $15997.56          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781456 X | 2032-02-15      | 7.0000%  |  | $116385.96         | $121961.07         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781340 X | 2031-10-15      | 6.5000%  |  | $484.71            | $503.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781324 X | 2031-07-15      | 7.0000%  |  | $597.75            | $627.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781319 X | 2031-07-15      | 7.0000%  |  | $183310.78         | $193456.83         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781300 X | 2031-06-15      | 7.0000%  |  | $835.58            | $876.82            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781271 X | 2031-04-15      | 7.0000%  |  | $15806.80          | $16472.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787854 C | 2052-04-20      | 3.5000%  |  | $22697202.89       | $21191616.71       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787853 C | 2052-10-20      | 4.5000%  |  | $17502256.58       | $17064227.60       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788030 M | 2047-01-20      | 3.0000%  |  | $56379890.66       | $51841065.17       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781231 X | 2030-12-15      | 7.0000%  |  | $65525.61          | $68031.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781197 X | 2030-07-15      | 7.5000%  |  | $63431.35          | $65926.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787852 C | 2054-10-20      | 6.5000%  |  | $18798772.67       | $19722584.05       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787664 M | 2049-01-20      | 3.5000%  |  | $44687066.72       | $42138717.21       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787462 C | 2052-06-20      | 4.0000%  |  | $134151.69         | $127733.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  |  | $38016.86          | $39021.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788199 M | 2047-04-20      | 2.5000%  |  | $11518429.04       | $10256295.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788168 C | 2054-10-20      | 6.0000%  |  | $24602253.30       | $25501400.04       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  |  | $17880412.60       | $18377984.75       | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788144 M | 2039-08-20      | 6.0000%  |  | $21699183.33       | $22959587.62       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781160 X | 2030-04-15      | 7.5000%  |  | $51057.59          | $53039.73          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781083 X | 2029-09-15      | 7.5000%  |  | $52162.09          | $54113.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781086 X | 2029-09-15      | 7.5000%  |  | $49047.30          | $50675.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780914 X | 2028-11-15      | 6.0000%  |  | $279.22            | $285.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781690 X | 2033-12-15      | 6.0000%  |  | $323986.45         | $337238.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780749 M | 2028-03-20      | 7.0000%  |  | $3329.55           | $3446.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780748 M | 2028-03-20      | 7.0000%  |  | $34795.85          | $36017.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780690 M | 2027-12-20      | 7.0000%  |  | $42163.65          | $43643.54          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780654 X | 2027-10-15      | 7.0000%  |  | $36771.59          | $37435.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780651 X | 2027-10-15      | 7.0000%  |  | $18599.55          | $18938.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788138 M | 2040-02-20      | 4.0000%  |  | $6079593.67        | $6013169.38        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788136 C | 2055-07-20      | 7.0000%  |  | $19410753.30       | $20387966.12       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788126 X | 2048-06-15      | 3.5000%  |  | $36202504.94       | $34289797.87       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788124 X | 2042-01-15      | 4.5000%  |  | $26975293.65       | $27354889.99       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788123 X | 2040-12-15      | 5.0000%  |  | $22955328.31       | $23740372.48       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788115 C | 2052-09-20      | 4.5000%  |  | $4704682.33        | $4647689.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788112 M | 2051-05-20      | 4.5000%  |  | $54149629.01       | $54212605.03       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788084 C | 2055-07-20      | 5.5000%  |  | $5978.60           | $6137.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  |  | $150735821.97      | $141672596.13      | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  |  | $16621.36          | $17204.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780623 X | 2027-08-15      | 7.0000%  |  | $8086.19           | $8189.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780603 X | 2027-07-15      | 7.0000%  |  | $6164.62           | $6231.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780601 X | 2027-07-15      | 7.0000%  |  | $16424.97          | $16580.58          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780570 X | 2027-05-15      | 7.0000%  |  | $10785.24          | $10931.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780525 X | 2027-03-15      | 7.0000%  |  | $3326.99           | $3361.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780499 X | 2027-01-15      | 7.0000%  |  | $902.89            | $911.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $30139734.15       | $30652096.25       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  |  | $92231.34          | $82594.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  |  | $5633136.74        | $5832994.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  |  | $97334859.95       | $97824043.35       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  |  | $4445833.06        | $4371409.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786108 C | 2052-03-20      | 3.5000%  |  | $446911.97         | $405120.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785954 C | 2052-03-20      | 2.0000%  |  | $1456891.02        | $1209410.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785944 C | 2052-02-20      | 3.0000%  |  | $157116.80         | $141296.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785764 C | 2051-11-20      | 2.5000%  |  | $65121.52          | $56524.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  |  | $274786.94         | $238620.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785616 C | 2051-09-20      | 2.5000%  |  | $97274.83          | $83812.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786395 C | 2052-10-20      | 5.0000%  |  | $159665.91         | $160967.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786337 C | 2052-09-20      | 4.5000%  |  | $2768930.27        | $2733294.14        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  |  | $11466.14          | $9525.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  |  | $11050.39          | $10213.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785221 C | 2050-12-20      | 2.0000%  |  | $200501.23         | $165954.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783416 X | 2041-04-15      | 5.5000%  |  | $1289354.68        | $1349233.02        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783403 X | 2041-09-15      | 3.5000%  |  | $51212.57          | $48407.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783362 X | 2040-05-15      | 6.0000%  |  | $27628.94          | $29342.31          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783170 X | 2040-09-15      | 5.0000%  |  | $2864343.88        | $2941958.37        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783175 X | 2040-05-15      | 5.0000%  |  | $1905696.99        | $1970818.05        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783127 X | 2040-10-15      | 5.0000%  |  | $2210893.55        | $2285921.94        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783013 X | 2039-11-15      | 6.0000%  |  | $1095706.32        | $1164266.12        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 782950 C | 2038-10-20      | 6.0000%  |  | $1930.29           | $2030.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782911 X | 2039-12-15      | 5.5000%  |  | $1155891.46        | $1209571.71        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782885 X | 2039-12-15      | 5.5000%  |  | $513102.45         | $541271.04         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787165 X | 2052-02-15      | 3.5000%  |  | $703455.62         | $666816.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787058 C | 2053-08-20      | 5.0000%  |  | $170870.06         | $172576.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785087 M | 2048-02-20      | 3.5000%  |  | $9351852.46        | $8835391.21        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785005 X | 2042-08-15      | 3.6250%  |  | $226585.77         | $215096.77         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785010 X | 2042-08-15      | 3.3750%  |  | $2873793.41        | $2671319.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784934 M | 2048-08-20      | 3.0000%  |  | $29974634.43       | $27459033.22       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784894 C | 2048-02-20      | 3.5000%  |  | $112397.02         | $104256.83         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784870 X | 2047-01-15      | 4.5000%  |  | $1594677.40        | $1593500.52        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784830 X | 2047-09-15      | 4.5000%  |  | $1601000.39        | $1599817.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785192 C | 2050-11-20      | 4.0000%  |  | $1656792.14        | $1573026.76        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  |  | $142083.48         | $145892.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  |  | $71571.24          | $73419.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  |  | $81932.77          | $74140.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785294 C | 2051-01-20      | 3.5000%  |  | $209373.34         | $190333.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  |  | $25364984.58       | $22624213.46       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786699 C | 2052-08-20      | 4.0000%  |  | $5220450.37        | $5014447.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786435 M | 2050-11-20      | 2.5000%  |  | $16259119.34       | $14277195.92       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  |  | $7532312.48        | $7030354.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786579 C | 2053-03-20      | 5.5000%  |  | $31622.66          | $32381.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  |  | $31666.86          | $32254.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786429 C | 2052-06-20      | 4.0000%  |  | $379787.09         | $363848.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786428 C | 2052-06-20      | 4.0000%  |  | $865663.56         | $830404.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786928 C | 2053-09-20      | 6.5000%  |  | $1474731.66        | $1552960.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787276 C | 2054-02-20      | 6.0000%  |  | $109622.17         | $114449.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787228 C | 2054-01-20      | 6.0000%  |  | $2534310.06        | $2646233.64        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787170 C | 2053-05-20      | 5.5000%  |  | $1221667.11        | $1295692.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  |  | $125364.10         | $119619.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782738 X | 2039-08-15      | 5.0000%  |  | $3766597.89        | $3894578.52        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782721 X | 2034-06-15      | 5.5000%  |  | $1320123.75        | $1359425.89        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782720 X | 2039-01-15      | 5.5000%  |  | $571763.48         | $598322.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782719 X | 2039-07-15      | 5.0000%  |  | $3291480.43        | $3403956.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784827 M | 2049-09-20      | 2.5000%  |  | $134736.27         | $118666.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784849 C | 2049-10-20      | 3.0000%  |  | $591118.89         | $529089.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784667 C | 2049-02-20      | 4.5000%  |  | $4282939.52        | $4244868.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785445 C | 2051-03-20      | 2.5000%  |  | $521892.22         | $447880.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785433 C | 2051-04-20      | 2.5000%  |  | $22748.06          | $19711.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785396 C | 2051-03-20      | 2.0000%  |  | $302000.98         | $248277.16         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782712 X | 2039-07-15      | 5.0000%  |  | $4112258.87        | $4194659.40        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782707 X | 2039-07-15      | 5.0000%  |  | $6343802.02        | $6459061.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786795 C | 2053-07-20      | 6.0000%  |  | $72638.86          | $76147.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783590 M | 2041-06-20      | 4.5000%  |  | $96115.14          | $96947.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783548 X | 2027-02-15      | 3.0000%  |  | $21853.67          | $21774.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782288 X | 2037-12-15      | 6.5000%  |  | $5783.69           | $6208.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782251 X | 2038-01-15      | 6.0000%  |  | $1834343.24        | $1947931.89        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782130 X | 2036-01-15      | 6.0000%  |  | $782968.27         | $826548.54         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782106 X | 2036-07-15      | 6.5000%  |  | $763.17            | $819.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782119 X | 2036-08-15      | 6.0000%  |  | $1394.05           | $1480.94           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782088 X | 2036-05-15      | 6.0000%  |  | $30034.29          | $31898.62          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782044 X | 2032-12-15      | 6.5000%  |  | $1211.39           | $1253.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781855 X | 2034-11-15      | 6.0000%  |  | $1001514.59        | $1043331.16        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782690 X | 2039-06-15      | 5.0000%  |  | $1758191.89        | $1818265.40        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782685 X | 2039-06-15      | 5.0000%  |  | $2491406.88        | $2576512.78        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782680 X | 2039-06-15      | 5.0000%  |  | $4009917.13        | $4086236.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784520 C | 2047-08-20      | 3.5000%  |  | $102038.46         | $93053.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784324 X | 2046-06-15      | 4.5000%  |  | $3792418.29        | $3803643.85        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784283 X | 2045-09-15      | 3.5000%  |  | $19900.18          | $18800.90          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784241 X | 2046-07-15      | 3.5000%  |  | $487130.13         | $460211.05         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783972 X | 2039-12-15      | 5.0000%  |  | $12269.80          | $12688.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784226 X | 2046-03-15      | 3.5000%  |  | $951808.41         | $899141.47         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784154 X | 2044-03-15      | 5.0000%  |  | $51864.83          | $53626.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784172 X | 2045-10-15      | 4.5000%  |  | $9043.80           | $9067.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783871 X | 2044-03-15      | 4.0000%  |  | $30420.99          | $29677.26          | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783809 X | 2028-07-15      | 2.5000%  |  | $23975.08          | $23750.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  |  | $1372928.11        | $1278435.57        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783798 X | 2040-09-15      | 6.0000%  |  | $63631.53          | $67613.81          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782704 X | 2039-07-15      | 5.0000%  |  | $2557951.44        | $2645361.19        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786474 C | 2053-01-20      | 5.0000%  |  | $66835.72          | $67626.24          | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 786298 M | 2037-12-20      | 2.5000%  |  | $134941.23         | $127952.61         | Agency Mortgage-Backed Securities  |
| GNMA GNMI JP 783327 X | 2026-06-15      | 3.5000%  |  | $9464.67           | $9468.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783376 X | 2041-06-15      | 5.0000%  |  | $8782.24           | $9029.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  |  | $41161.48          | $37158.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784393 X | 2047-11-15      | 4.5000%  |  | $10466.96          | $10378.04          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785009 X | 2042-08-15      | 3.8750%  |  | $88381.29          | $85707.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780613 X | 2027-08-15      | 7.0000%  |  | $12304.99          | $12456.09          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 780625 X | 2027-08-15      | 7.0000%  |  | $14583.29          | $14775.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781079 X | 2029-08-15      | 7.5000%  |  | $12830.46          | $13273.62          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781144 X | 2030-03-15      | 7.5000%  |  | $12466.96          | $12788.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781190 X | 2030-06-15      | 7.5000%  |  | $13022.16          | $13522.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781205 X | 2030-07-15      | 8.5000%  |  | $392.69            | $409.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781501 X | 2032-09-15      | 5.5000%  |  | $198286.69         | $202510.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784445 C | 2048-02-20      | 3.5000%  |  | $266557.45         | $249297.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784119 M | 2046-02-20      | 3.0000%  |  | $2515.56           | $2314.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 781551 X | 2033-01-15      | 6.0000%  |  | $226.11            | $237.21            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784682 C | 2048-08-20      | 3.5000%  |  | $192099.95         | $184635.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786583 C | 2052-03-20      | 3.0000%  |  | $70941.71          | $63384.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783582 M | 2042-05-20      | 3.5000%  |  | $16611.38          | $15808.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785218 C | 2050-12-20      | 2.0000%  |  | $175768.11         | $145153.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787255 C | 2054-02-20      | 5.5000%  |  | $47767.14          | $49029.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786922 C | 2053-09-20      | 5.5000%  |  | $23578.98          | $24109.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  |  | $1062656.40        | $1047136.30        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783647 X | 2035-09-15      | 5.5000%  |  | $312019.83         | $323586.27         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783672 X | 2042-10-15      | 3.0000%  |  | $333556.95         | $309187.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787485 C | 2054-07-20      | 5.5000%  |  | $758583.39         | $781546.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782205 X | 2037-10-15      | 6.0000%  |  | $62979.18          | $66880.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782252 X | 2038-01-15      | 5.5000%  |  | $1956191.77        | $2046897.56        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 785441 X | 2050-07-15      | 2.5000%  |  | $1339024.11        | $1169733.82        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783765 X | 2039-09-15      | 5.5000%  |  | $238738.90         | $250643.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786287 C | 2052-08-20      | 4.5000%  |  | $2271643.80        | $2235320.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785587 M | 2044-12-20      | 3.5000%  |  | $1645756.17        | $1545528.70        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 787203 X | 2052-10-15      | 4.5000%  |  | $2231233.84        | $2206900.00        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786216 C | 2052-06-20      | 3.5000%  |  | $156113.90         | $141901.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784295 C | 2047-03-20      | 3.5000%  |  | $1027779.89        | $957140.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  |  | $46061.49          | $44245.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782686 X | 2039-06-15      | 5.0000%  |  | $2601602.00        | $2690513.77        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782691 X | 2039-06-15      | 5.0000%  |  | $4047120.21        | $4185401.32        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782709 X | 2039-07-15      | 5.0000%  |  | $1857381.08        | $1920834.38        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782716 X | 2039-07-15      | 5.0000%  |  | $6985.60           | $7114.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784314 C | 2043-05-20      | 3.5000%  |  | $1228123.16        | $1140370.63        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784293 X | 2046-12-15      | 3.0000%  |  | $1263600.44        | $1151906.59        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784699 X | 2048-04-15      | 5.0000%  |  | $148397.74         | $149261.08         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 782978 X | 2040-04-15      | 6.0000%  |  | $520290.71         | $552594.70         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783142 X | 2040-05-15      | 5.0000%  |  | $3497725.05        | $3616517.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784346 C | 2047-07-20      | 3.5000%  |  | $1577413.44        | $1484857.83        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784177 X | 2046-05-15      | 3.0000%  |  | $11513.97          | $10665.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  |  | $65264108.01       | $61615938.61       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787938 M | 2048-05-20      | 4.0000%  |  | $66158057.09       | $64171080.69       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788333 C | 2054-01-20      | 7.0000%  |  | $14584048.45       | $15395357.44       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 786469 X | 2040-07-15      | 5.0000%  |  | $12176.76          | $12593.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788085 C | 2055-06-20      | 6.5000%  |  | $44837714.18       | $47714731.09       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787707 C | 2054-12-20      | 7.0000%  |  | $9754.76           | $10030.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788029 M | 2046-09-20      | 3.5000%  |  | $27102889.36       | $25613407.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788166 M | 2045-11-20      | 3.5000%  |  | $31561726.19       | $29954206.81       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788200 C | 2054-11-20      | 6.5000%  |  | $10358646.35       | $10867692.09       | Agency Mortgage-Backed Securities  |
| GNMA GNII JP 788137 M | 2039-09-20      | 6.0000%  |  | $4481225.17        | $4649707.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788170 C | 2055-09-20      | 6.5000%  |  | $72760778.97       | $76077805.44       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788139 X | 2051-10-15      | 4.0000%  |  | $25967148.94       | $25098657.44       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788116 C | 2054-08-20      | 6.5000%  |  | $23449357.82       | $24439556.46       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787857 C | 2055-01-20      | 7.0000%  |  | $16768906.22       | $17796771.23       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788326 C | 2054-11-20      | 6.5000%  |  | $12261861.10       | $12915995.96       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  |  | $11671294.14       | $12267803.60       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788295 X | 2052-02-15      | 4.0000%  |  | $26862014.63       | $25810238.41       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788125 X | 2050-06-15      | 3.5000%  |  | $23261422.21       | $21693217.24       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0424 M | 2055-06-20      | 5.5000%  |  | $622622284.65      | $633206587.04      | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $19500287.21       | $20049635.73       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $42827286.58       | $42523015.19       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $365109166.65      | $371123718.28      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $117242491.41      | $120407462.18      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $27419293.73       | $28047731.59       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $5500041.82        | $5456987.70        | U.S. Treasuries (including strips) |
| GNMA GNII SP 788420 C | 2055-12-20      | 6.5000%  |  | $14137161.82       | $14850482.17       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788416 C | 2056-01-20      | 6.5000%  |  | $33618261.30       | $35313230.54       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 788413 X | 2051-07-15      | 3.0000%  |  | $21205891.75       | $19073356.60       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788422 C | 2056-01-20      | 6.5000%  |  | $23618806.24       | $24809621.83       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788419 C | 2056-01-20      | 6.5000%  |  | $16994408.17       | $17851234.13       | Agency Mortgage-Backed Securities  |

### Security 186: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.670%, 2/2/2026
- **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):** $430000000.00
- **C.18.a - Value (excl. sponsor support):** $430000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $1030824.36        | $1047561.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $86780.33          | $86932.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5508  | 2052-07-01      | 5.0000%  |  | $62425.32          | $63866.58          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $13123.00          | $12983.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  |  | $144148.92         | $147315.66         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842080 G         | 2056-01-01      | 4.4890%  |  | $5191803.74        | $5225904.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6720  | 2053-07-01      | 5.5000%  |  | $148148.35         | $151462.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $3545.61           | $3613.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4355  | 2049-11-01      | 3.5000%  |  | $107989.39         | $102811.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA0529  | 2049-06-01      | 3.5000%  |  | $144000.72         | $137397.63         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3779  | 2030-05-01      | 4.2300%  |  | $15696048.78       | $15859719.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  |  | $38322.07          | $39800.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1747  | 2041-01-01      | 5.5000%  |  | $135805.21         | $139489.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0062  | 2041-02-01      | 5.0000%  |  | $218746.66         | $222283.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0013  | 2055-06-01      | 5.5000%  |  | $1871.16           | $1907.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3793  | 2056-01-01      | 5.0000%  |  | $821694.44         | $832130.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  |  | $1343266.21        | $1329846.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5848  | 2035-09-01      | 5.5000%  |  | $237772.04         | $244222.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $1934177.16        | $1910096.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732  | 2052-09-01      | 4.0000%  |  | $668.53            | $643.27            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5520  | 2030-12-01      | 4.0550%  |  | $27692419.51       | $27697031.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5810  | 2056-01-01      | 6.0000%  |  | $14183469.24       | $14708744.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600  | 2052-05-01      | 3.5000%  |  | $1760.69           | $1639.17           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6039  | 2033-01-01      | 3.9700%  |  | $18500487.80       | $18189495.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  |  | $2935021.43        | $2958289.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700  | 2055-05-01      | 5.5000%  |  | $2729.94           | $2783.12           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-5O FG       | 2068-08-20      | 4.9266%  |  | $3226778.10        | $3251403.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.6492%  |  | $440548.85         | $442505.52         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 DK      | 2056-01-20      | 4.5000%  |  | $29714040.39       | $29569778.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-003 EF      | 2066-01-20      | 4.7051%  |  | $16780487.80       | $16890617.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FJ      | 2065-12-20      | 4.8030%  |  | $7289370.96        | $7321780.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PN      | 2055-06-20      | 4.5000%  |  | $22405.73          | $20719.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PL      | 2055-11-20      | 4.5000%  |  | $128557.62         | $112668.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 MD      | 2055-05-20      | 7.6530%  |  | $95403.16          | $97390.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 CH      | 2052-10-20      | 4.7500%  |  | $1356176.55        | $1362313.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 UH      | 2055-10-20      | 4.5000%  |  | $2114131.71        | $2094451.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QP      | 2052-12-20      | 5.0000%  |  | $5351445.70        | $5410256.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-061 FE      | 2055-04-20      | 4.7530%  |  | $6665738.89        | $6704348.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 CT      | 2056-01-20      | 4.5000%  |  | $9740771.54        | $9675683.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $1134850.75        | $1157847.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 PL      | 2055-02-20      | 5.2500%  |  | $1352297.56        | $1369650.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $858.24            | $864.08            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.3992%  |  | $4358.13           | $4361.03           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  |  | $42.75             | $42.44             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-174 ME      | 2048-04-20      | 2.0000%  |  | $1277266.06        | $1072821.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $70897.56          | $66147.42          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4751PL 12/15/47  | 2047-12-15      | 3.0000%  |  | $201773.83         | $157118.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-129 BP      | 2043-04-20      | 2.7500%  |  | $793820.45         | $768681.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 5.0302%  |  | $11973.23          | $12066.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FK       | 2067-05-20      | 3.8100%  |  | $497.44            | $495.06            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  |  | $4122344.05        | $4168411.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $557889.43         | $562845.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.4492%  |  | $10042.02          | $9998.11           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $58374.07          | $46644.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.3792%  |  | $5356.17           | $5359.60           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O TF       | 2068-05-20      | 4.6274%  |  | $147106.99         | $147919.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $41171.91          | $38124.22          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088  | 2046-08-25      | 3.0000%  |  | $171324.90         | $166859.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PQ      | 2055-04-20      | 4.5000%  |  | $1081299.49        | $1080151.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.5492%  |  | $4214.03           | $4221.71           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-20O FB      | 2065-08-20      | 4.5492%  |  | $7351.28           | $7367.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-9O FE       | 2067-04-20      | 4.9219%  |  | $362315.11         | $364034.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-8O FB       | 2065-03-20      | 4.5792%  |  | $1736.83           | $1741.13           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FC       | 2065-02-20      | 4.4292%  |  | $6802.11           | $6810.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.5992%  |  | $27054.59          | $27104.71          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FA       | 2064-01-20      | 4.5492%  |  | $916.02            | $918.81            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $24157.30          | $22926.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $160528.73         | $136786.55         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106MA R13F106  | 2042-02-25      | 4.0000%  |  | $3394.60           | $3384.33           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $24960.98          | $21724.22          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $101683.44         | $92598.74          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121  | 2041-12-25      | 4.5000%  |  | $7812.93           | $7779.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025B R03F025   | 2033-04-25      | 5.5000%  |  | $11073.26          | $11366.58          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.2818%  |  | $1502.98           | $1479.85           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $36498.31          | $37653.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $3164.96           | $3240.85           | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31  | 2031-01-15      | 4.2500%  |  | $747051.40         | $742904.22         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  |  | $1774145.87        | $1791344.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05535B 12/25/52  | 2052-12-25      | 5.0000%  |  | $1918992.30        | $1937826.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55  | 2055-02-25      | 4.8973%  |  | $27355.94          | $27572.76          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6973%  |  | $34275.21          | $34341.89          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $8294365.23        | $6696934.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FQ 09/25/54  | 2054-09-25      | 5.1973%  |  | $989407.31         | $997491.60         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $104878.05         | $107277.30         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5141AH 11/25/47  | 2047-11-25      | 2.2500%  |  | $161074.86         | $146239.94         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $81492.17          | $71237.29          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $34190.24          | $27599.30          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $26724.86          | $24164.35          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4717BY 09/15/47  | 2047-09-15      | 3.0000%  |  | $18248.78          | $13929.75          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $345831.59         | $318471.36         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40  | 2040-07-15      | 4.5791%  |  | $6104.08           | $6072.09           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $1721.75           | $1697.04           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $77190.24          | $66870.73          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $31463.41          | $24056.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $144.59            | $144.05            | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3856BF 03/15/40  | 2040-03-15      | 4.2718%  |  | $6565.66           | $6574.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FA R25F053  | 2055-07-25      | 5.6273%  |  | $24830822.19       | $25209208.31       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FJ R25F047  | 2055-06-25      | 4.7273%  |  | $193828.66         | $195388.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $441528.61         | $451508.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8154%  |  | $31672.44          | $23468.92          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  |  | $572481.02         | $472317.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.6492%  |  | $4803.98           | $4756.36           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.6492%  |  | $41.85             | $41.88             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H08 FC      | 2062-04-20      | 4.5192%  |  | $1922.93           | $1927.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $7494845.67        | $6042634.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035DA R24F035  | 2054-04-25      | 5.5000%  |  | $264129.26         | $269333.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011  | 2054-03-25      | 5.0473%  |  | $5807383.25        | $5886514.72        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL081FL R22F081  | 2052-11-25      | 4.9473%  |  | $103533.92         | $104128.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-028 GT      | 2055-02-20      | 5.5000%  |  | $9414614.13        | $9519648.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-196 L       | 2054-11-20      | 5.5000%  |  | $1315990.88        | $1348249.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB      | 2053-04-20      | 4.5530%  |  | $3409544.17        | $3421810.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  |  | $877.20            | $882.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-195 BL      | 2053-12-20      | 5.5000%  |  | $419512.20         | $430558.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FD      | 2053-05-20      | 4.5530%  |  | $8629304.78        | $8673061.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 JA      | 2042-06-20      | 5.2500%  |  | $1173246.24        | $1186085.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $6292.68           | $5315.34           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-064 FA      | 2052-04-20      | 4.4030%  |  | $6051344.06        | $5754495.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.5530%  |  | $30143.70          | $30363.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.3492%  |  | $19035.68          | $18999.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.5492%  |  | $31349.57          | $31441.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.3492%  |  | $29408.03          | $29412.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H20 FA      | 2063-08-20      | 4.5492%  |  | $791.32            | $793.83            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  |  | $1773133.39        | $1780724.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-70 F        | 2034-07-20      | 4.2398%  |  | $1103.78           | $1104.27           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $391104.44         | $392246.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.2492%  |  | $39296.04          | $39229.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.5030%  |  | $163506.47         | $164287.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $8627616.07        | $8545401.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 A       | 2055-09-20      | 5.2500%  |  | $422125.80         | $425998.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-08O FL      | 2071-12-20      | 4.7177%  |  | $146598.29         | $146988.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 4.5530%  |  | $65980.83          | $66406.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.5492%  |  | $8783.67           | $8807.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.1992%  |  | $71756.24          | $72872.63          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $104562.99         | $90118.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.4530%  |  | $15472.06          | $15489.05          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 4.7973%  |  | $18495731.59       | $18617808.76       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $4230.36           | $4222.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 DC      | 2055-12-20      | 4.5000%  |  | $209756.10         | $208961.75         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $1780.96           | $1756.72           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  |  | $230899.51         | $218358.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $8785662.16        | $8872480.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HL      | 2052-05-20      | 4.7500%  |  | $248707.59         | $250231.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $279502.62         | $272889.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.2292%  |  | $16200.35          | $16169.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $348.37            | $309.88            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086  | 2047-05-25      | 4.0000%  |  | $7365.73           | $7372.61           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $33710.80          | $30441.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025PL R18F025  | 2048-04-25      | 3.5000%  |  | $12206.97          | $10175.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110PB R17F110  | 2057-02-25      | 3.0000%  |  | $8180.49           | $6250.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $31451.29          | $27728.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  |  | $1002106.92        | $906840.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056PA R17F056  | 2045-12-25      | 3.0000%  |  | $97026.07          | $92054.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  |  | $4089.79           | $3532.48           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-36 PJ       | 2046-01-20      | 3.5000%  |  | $44959.15          | $38219.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $11740.09          | $11411.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.6492%  |  | $40779.71          | $40951.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA       | 2066-08-20      | 4.6992%  |  | $3154.62           | $3167.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-5O FA       | 2067-01-20      | 4.6992%  |  | $54693.81          | $54921.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.6692%  |  | $22186.71          | $22203.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 4.9492%  |  | $2664.65           | $2686.29           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  |  | $1204036.84        | $1042401.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-70 KY       | 2043-08-20      | 3.0000%  |  | $396870.64         | $368909.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-152 FE      | 2055-09-20      | 4.8030%  |  | $4885752.47        | $4933560.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $87916.33          | $84172.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 BV      | 2038-04-20      | 5.0000%  |  | $1737211.27        | $1769882.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-113 HA      | 2052-03-20      | 5.5000%  |  | $1316769.25        | $1339452.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.2992%  |  | $262990.34         | $260845.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.2030%  |  | $866196.04         | $882886.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O FE      | 2070-10-20      | 5.1692%  |  | $2947101.51        | $2989492.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.1692%  |  | $1631131.50        | $1657653.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.3492%  |  | $20008.68          | $19995.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O DF      | 2071-06-20      | 5.7030%  |  | $337515.19         | $343407.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 4.0400%  |  | $570.24            | $569.27            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.3492%  |  | $337.09            | $337.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.2992%  |  | $89714.09          | $89622.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $22053.28          | $19290.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FD R24F093  | 2054-12-25      | 4.7473%  |  | $226608.48         | $227635.55         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $38603.40          | $34361.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB      | 2072-08-20      | 4.6030%  |  | $1075105.69        | $1085828.37        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5092XA 01/15/41  | 2041-01-15      | 1.0000%  |  | $50352.65          | $43739.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  |  | $8390.24           | $6789.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.4305%  |  | $55375.61          | $33165.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-4O FC       | 2069-07-20      | 4.7692%  |  | $75633.56          | $76089.16          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $52439.02          | $50091.14          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-115 E       | 2057-11-20      | 5.5000%  |  | $672404.85         | $679425.80         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016HL R10F016  | 2040-03-25      | 4.5000%  |  | $21349.82          | $21612.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  |  | $1656779.78        | $1630999.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016MA R25F016  | 2055-01-25      | 7.6473%  |  | $326972.69         | $335552.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DY      | 2055-11-20      | 5.0000%  |  | $882323.71         | $866337.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02817B 01/15/34  | 2034-01-15      | 7.5000%  |  | $87277.28          | $93342.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-162 BY      | 2045-11-20      | 3.0000%  |  | $108363.57         | $98611.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 CD      | 2049-08-20      | 5.0000%  |  | $1310073.62        | $1322084.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DB      | 2055-11-20      | 5.0000%  |  | $1098332.22        | $1085895.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $370097.22         | $343899.81         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $812.14            | $796.57            | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8154%  |  | $236559.72         | $175288.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.5292%  |  | $33.82             | $33.89             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 4.5508%  |  | $30276.32          | $30488.11          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DJ      | 2051-07-20      | 5.0000%  |  | $2031912.00        | $2050019.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 PY      | 2055-12-20      | 4.5000%  |  | $990145.90         | $888039.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-09O FA      | 2072-04-20      | 4.3730%  |  | $483383.92         | $482404.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 4.8692%  |  | $141838.67         | $142706.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 HT      | 2054-11-20      | 4.5000%  |  | $2873709.76        | $2834000.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 4.6992%  |  | $16396.34          | $16465.31          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04948E 10/25/48  | 2048-10-25      | 2.5000%  |  | $17291.52          | $16014.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.1692%  |  | $733125.94         | $744028.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FL       | 2068-05-20      | 4.7950%  |  | $1974981.60        | $1987273.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $13.84             | $13.85             | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $54995.73          | $54588.62          | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.3834%  |  | $19282.47          | $18924.80          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-007 AT      | 2064-02-16      | 4.0000%  |  | $1359293.66        | $1317607.14        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.0920%  |  | $2359756.10        | $2367584.20        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BC      | 2068-02-16      | 4.5000%  |  | $48243.90          | $39035.97          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BE      | 2068-02-16      | 4.5000%  |  | $1824878.05        | $1614360.12        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-217 V       | 2039-07-16      | 4.2500%  |  | $2547580.56        | $2505771.23        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  |  | $1772439.02        | $1560842.79        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V       | 2039-12-16      | 4.6500%  |  | $3636949.26        | $3646237.42        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  |  | $812147.71         | $822858.32         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $1301.32           | $1296.08           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $2228658.54        | $2249554.75        | Agency Mortgage-Backed Securities         |
| FMAC FRESB 2023-SB107 MTG  | 2043-06-25      | 4.0300%  |  | $3742997.43        | $3513583.09        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 4.1700%  |  | $4614634.15        | $4603056.79        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2054-06-25      | 2.7490%  |  | $2095509.67        | $2008572.62        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-10-25      | 4.5300%  |  | $17409756.10       | $17525795.03       | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB9 | 2031-10-25      | 1.8100%  |  | $54694.04          | $48883.52          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-02-25      | 1.7700%  |  | $2135061.79        | $1871176.34        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2040-10-25      | 1.2600%  |  | $2032300.50        | $1759248.73        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $1050776.39        | $1017218.38        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 4.6011%  |  | $400614.72         | $400477.87         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TR 201 | 2039-03-25      | 2.8900%  |  | $1097824.98        | $1038196.68        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-07-25      | 3.7452%  |  | $1494561.73        | $1467426.36        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-12-25      | 5.1500%  |  | $1357715.35        | $1432552.09        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  |  | $5708.86           | $5808.54           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  |  | $230731.71         | $217314.97         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  |  | $56405.90          | $55017.54          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  |  | $1054024.39        | $936951.88         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2553%  |  | $201683.03         | $189593.74         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  |  | $76760.18          | $76377.33          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.2000%  |  | $17829.27          | $17720.24          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S  | 2030-12-25      | 0.8330%  |  | $443028.86         | $415411.78         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $36674.46          | $36019.01          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0051A2C R24M0  | 2034-08-25      | 4.4500%  |  | $194863.41         | $193832.14         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3356%  |  | $313585.37         | $270008.85         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $876563.26         | $740295.17         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8400%  |  | $1988147.51        | $1886489.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 AK      | 2067-06-16      | 4.5000%  |  | $2684878.05        | $2641748.17        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 V       | 2039-09-16      | 4.5000%  |  | $4614634.15        | $4459060.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 E       | 2067-06-16      | 4.5000%  |  | $57985.19          | $52232.88          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 D       | 2067-01-16      | 4.5000%  |  | $40930.76          | $37411.33          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 AG      | 2060-01-16      | 4.5000%  |  | $490032.20         | $488034.33         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $37187.87          | $32012.51          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BH      | 2068-02-16      | 4.5000%  |  | $1974775.00        | $1746777.35        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BG      | 2068-02-16      | 4.5000%  |  | $1132682.93        | $1024398.44        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BD      | 2068-02-16      | 4.5000%  |  | $520195.12         | $442635.07         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 4.6011%  |  | $326292.36         | $326274.23         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  |  | $3132187.52        | $3130508.67        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.9000%  |  | $1215400.03        | $1261612.24        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $1265.05           | $1242.21           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0039%  |  | $10884.55          | $10823.48          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7777%  |  | $73609.82          | $67529.99          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $1592917.82        | $1625776.17        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $680653.25         | $697776.97         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  |  | $49292.68          | $48807.70          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $83375.51          | $63919.51          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  |  | $503414.63         | $444977.76         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-091 AC      | 2055-02-16      | 4.0000%  |  | $5861.08           | $5723.52           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $146829.27         | $73208.67          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-153 FA      | 2061-08-16      | 4.0000%  |  | $9253993.44        | $8347033.19        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  |  | $8510473.52        | $7684519.77        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  |  | $17331.13          | $13250.51          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7079%  |  | $85821.27          | $82898.44          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $901789.78         | $792041.21         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4343%  |  | $308519.74         | $301421.10         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  |  | $629592.01         | $555529.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $193792.94         | $181093.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4616%  |  | $1251861.60        | $1199165.39        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $6531.48           | $5570.04           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL010AV1 R16M01  | 2045-11-25      | 2.3500%  |  | $22.29             | $22.27             | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $234104.16         | $206525.48         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 C       | 2066-08-16      | 4.5000%  |  | $50026.62          | $46627.16          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 G       | 2068-02-16      | 4.5000%  |  | $123980.33         | $98441.87          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2035-10-25      | 4.4200%  |  | $4195121.95        | $4185660.08        | Agency Mortgage-Backed Securities         |

### Security 187: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 2/2/2026
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $29377665.00       | $28043659.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $384706.65         | $351014.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $0.50              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $4153798.13        | $3300026.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $5963434.76        | $5671482.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $5845486.90        | $5298908.54        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $41409580.05       | $37072570.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $5202031.71        | $4838730.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $95954462.00       | $85724234.33       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $94748857.61       | $89623365.47       | Agency Mortgage-Backed Securities         |

### Security 188: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 2/2/2026
- **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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 JP 786156 M     | 2037-03-20      | 1.5000%  |  | $51523868.00       | $47011476.32       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $2373286.52        | $2257097.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $37355898.60       | $33862960.22       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $33572524.50       | $32697631.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $86809669.33       | $68966819.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $32202778.37       | $29889302.14       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $2148615.00        | $2051048.90        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $2550617.65        | $2194456.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $6799363.80        | $6087236.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $3397024.99        | $3159782.43        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $30615379.28       | $28959223.31       | Agency Mortgage-Backed Securities         |

### Security 189: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 3/6/2026
- **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: 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:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  |  | $793989.20         | $686845.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $5952634.61        | $6001509.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $8989930.11        | $9042855.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5029706.86        | $5087433.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $2796927.99        | $2710776.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1510233.18        | $1466943.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1722380.55        | $1688476.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $805574.37         | $787426.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $2422007.42        | $2442037.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.8492%  |  | $2340326.34        | $2355557.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.8692%  |  | $3441606.68        | $3462657.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.8992%  |  | $5992252.66        | $6046200.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.8992%  |  | $5986958.80        | $6026909.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.8592%  |  | $2549091.22        | $2564996.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.8492%  |  | $9064206.74        | $9120432.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.8492%  |  | $3060332.93        | $3080313.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-092 FC     | 2039-10-16      | 4.5919%  |  | $888843.73         | $896278.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.5892%  |  | $3467655.30        | $3476552.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  |  | $1321094.51        | $1328902.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 DB     | 2055-12-20      | 5.0000%  |  | $33013441.78       | $32387334.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.7530%  |  | $22746487.94       | $22885429.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FG     | 2055-12-20      | 4.7030%  |  | $62776096.84       | $62354768.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  |  | $19917821.19       | $19550930.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22337986.50       | $22762814.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.2130%  |  | $68802571.74       | $69573233.13       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $100551621.81      | $98548912.82       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $36812804.51       | $36676472.38       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DY 02/25/56 | 2056-02-25      | 4.5000%  |  | $3302148.65        | $3011850.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $39615000.00       | $39475911.74       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05623A 02/25/50 | 2050-02-25      | 4.5000%  |  | $90195967.34       | $89567481.84       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616DA 06/15/32 | 2032-06-15      | 4.2500%  |  | $895012.96         | $892085.02         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  |  | $35865846.72       | $35335103.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  |  | $611510.64         | $550333.89         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  |  | $68887683.88       | $68457836.17       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $137675245.64      | $135521109.90      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  |  | $1805221.58        | $1650997.89        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  |  | $10317037.00       | $9963185.56        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $84234203.80       | $82888613.86       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $111980022.73      | $112020627.92      | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AE 01/25/53 | 2053-01-25      | 4.5000%  |  | $16845429.83       | $16820245.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1973%  |  | $4295134.75        | $4347517.55        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1610843.35        | $1527631.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $5488127.92        | $5103722.68        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $29033.15          | $28315.99          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623PQ 02/25/56 | 2056-02-25      | 4.7500%  |  | $36972972.97       | $36937826.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9530%  |  | $18416566.31       | $18569162.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.9030%  |  | $20757318.34       | $20936577.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.0030%  |  | $65790669.41       | $66268817.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 4.8030%  |  | $29528751.87       | $29703478.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 4.9030%  |  | $32268231.02       | $32516565.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7530%  |  | $16807548.10       | $16924129.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC     | 2054-10-20      | 4.8530%  |  | $3702925.05        | $3720728.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9530%  |  | $17924853.16       | $18083897.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.9030%  |  | $18244148.29       | $18377420.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.9030%  |  | $18363840.59       | $18510309.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.0030%  |  | $16555470.91       | $16713968.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.0030%  |  | $31655099.43       | $31956795.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 4.8030%  |  | $30529092.16       | $30709737.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $5764538.64        | $5708183.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9530%  |  | $11237998.30       | $11343599.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.7030%  |  | $14454244.48       | $14518542.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $8533505.12        | $8243183.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 4.7030%  |  | $39372206.96       | $39520931.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $8512032.22        | $8530649.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FE R26F007 | 2056-02-25      | 4.5473%  |  | $80648666.84       | $81180267.90       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4990%  |  | $49369463.92       | $49568859.99       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PY R26F007 | 2056-02-25      | 4.5000%  |  | $2655121.62        | $2469316.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  |  | $34122202.70       | $33999567.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  |  | $13686794.97       | $13553198.16       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  |  | $92826.81          | $88101.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  |  | $36081425.96       | $35546013.68       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  |  | $2373354.45        | $2189013.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9473%  |  | $37763049.36       | $37924113.38       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5631854.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $667530.34         | $549034.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $368188.94         | $354332.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $18586.61          | $18227.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $8959070.04        | $8698232.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.8030%  |  | $37271336.01       | $37413010.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.9030%  |  | $21039139.54       | $21328237.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $31908788.72       | $27985067.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $32366659.77       | $28817954.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $8875833.00        | $7824288.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $23242102.01       | $20100428.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3230553.46        | $3298862.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1898%  |  | $16990824.48       | $16689557.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  |  | $11421343.38       | $11221195.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0830%  |  | $17573904.93       | $17525878.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.1992%  |  | $3990470.83        | $4052555.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $6261076.61        | $6326136.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  |  | $4459013.87        | $4496152.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.4992%  |  | $7016756.46        | $7024999.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  |  | $1064333.27        | $1048506.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2398%  |  | $23585636.17       | $23216821.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7113106.55        | $7226846.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.7030%  |  | $65756979.48       | $66282074.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.9030%  |  | $14934321.05       | $15063382.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $2829708.00        | $2743180.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $7501299.21        | $7380475.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007CA R26F007 | 2053-04-25      | 4.5000%  |  | $37905000.00       | $37745874.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.6092%  |  | $5299788.07        | $5315212.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  |  | $897793.49         | $891725.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $5971680.78        | $6014949.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1382291.83        | $1224128.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $23472896.94       | $20761477.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.5492%  |  | $5661123.71        | $5673287.56        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CB 12/25/55 | 2055-12-25      | 4.5000%  |  | $1803338.27        | $1710691.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.9492%  |  | $2342458.63        | $2360619.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $13137282.75       | $13236177.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $227903.27         | $200813.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.5892%  |  | $3812770.99        | $3822363.06        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $49106710.09       | $48922000.66       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5623HT 12/15/48 | 2048-12-15      | 4.5000%  |  | $10892496.65       | $10416069.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  |  | $33769902.37       | $34122992.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.4492%  |  | $3878910.74        | $3884360.17        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  |  | $494649.16         | $494897.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2398%  |  | $11887134.31       | $11709561.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.1030%  |  | $11395159.24       | $11516637.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $891073.19         | $898988.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.8030%  |  | $17924853.16       | $18036653.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.9030%  |  | $19563333.18       | $19711700.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $5599067.86        | $5659594.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.2992%  |  | $248202.90         | $247970.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 4.8030%  |  | $60713147.92       | $61071669.20       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.9473%  |  | $363666.69         | $364998.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 4.9030%  |  | $61781100.69       | $62301355.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 EF     | 2065-10-20      | 4.5530%  |  | $25477831.02       | $25553416.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  |  | $695569.26         | $700434.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $18067699.12       | $17865308.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 4.9030%  |  | $64791549.53       | $65167012.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.6992%  |  | $1795764.94        | $1803318.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.9492%  |  | $8769666.99        | $8846408.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  |  | $1274852.76        | $1212436.96        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $65742857.79       | $65377893.61       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GB 12/15/32 | 2032-12-15      | 4.1500%  |  | $182723079.08      | $182083010.37      | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0837%  |  | $10494019.47       | $10079335.47       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  |  | $3277941.75        | $3073919.65        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $65679258.28       | $59915414.46       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3525543.13        | $3214366.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5908%  |  | $6645281.58        | $6385348.99        | Agency Mortgage-Backed Securities         |

### Security 190: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 2/5/2026
- **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):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **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 FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  |  | $20606494.22       | $20586306.72       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $22222222.22       | $22581203.72       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-211 FG     | 2055-12-20      | 4.7030%  |  | $16240520.54       | $16131520.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FD     | 2055-05-20      | 5.4530%  |  | $161716979.56      | $164055038.85      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 F      | 2055-05-20      | 5.4530%  |  | $161716979.56      | $164055038.85      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 CF     | 2055-05-20      | 5.4230%  |  | $161716979.56      | $164010189.24      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 AF     | 2054-11-20      | 5.3530%  |  | $118439776.00      | $120014663.07      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FA     | 2054-04-20      | 4.8030%  |  | $140125472.00      | $140952936.31      | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $13750153.78       | $13971574.03       | Agency Mortgage-Backed Securities         |

### Security 191: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/2/2026
- **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):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 06.500 CLDE5340 | 2055-10-01      | 6.5000%  |  | $614718.29         | $644597.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  |  | $69847.87          | $68037.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $57065.29          | $57362.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4868 | 2041-01-01      | 4.0000%  |  | $644416.20         | $638955.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0028 | 2040-09-01      | 6.5000%  |  | $617496.75         | $647328.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9706 | 2055-08-01      | 6.5000%  |  | $612866.00         | $646367.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2792 | 2055-08-01      | 6.5000%  |  | $321571.23         | $342041.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3575 | 2055-09-01      | 6.5000%  |  | $403536.59         | $424208.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQZ2481 | 2055-09-01      | 4.0000%  |  | $329337.92         | $316070.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1871 | 2055-08-01      | 6.5000%  |  | $596362.93         | $627061.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG8408 | 2053-08-01      | 5.0000%  |  | $31812.16          | $32079.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQF6558 | 2053-01-01      | 3.0000%  |  | $149186.45         | $132879.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1212 | 2052-10-01      | 4.0000%  |  | $144803.87         | $139640.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE9573 | 2052-09-01      | 4.0000%  |  | $143920.79         | $138789.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  |  | $95237.85          | $94632.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE5296 | 2052-05-01      | 3.0000%  |  | $149700.80         | $133433.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE4039 | 2052-06-01      | 4.0000%  |  | $11630.05          | $11223.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE2327 | 2052-05-01      | 3.0000%  |  | $528370.06         | $470563.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2261 | 2032-05-01      | 3.0000%  |  | $7343.37           | $7145.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZA0883 | 2033-03-01      | 6.0000%  |  | $10035.11          | $10428.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2712 | 2047-02-01      | 3.5000%  |  | $55731.23          | $52795.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2306 | 2046-12-01      | 3.5000%  |  | $112719.83         | $107304.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2108 | 2046-11-01      | 3.0000%  |  | $90662.46          | $82700.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDA9988 | 2039-03-01      | 6.5000%  |  | $159900.40         | $168133.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9241 | 2054-01-01      | 7.5000%  |  | $459150.61         | $492649.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8157 | 2054-02-01      | 7.5000%  |  | $371751.65         | $396965.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $23436.18          | $21818.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFS8680 | 2037-09-01      | 3.0000%  |  | $71939.56          | $69404.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  |  | $33143.11          | $33353.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $23580.46          | $23769.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $39164.84          | $40383.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $12151.35          | $10821.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $13286.98          | $12369.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $13704.22          | $12225.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $73652.53          | $64125.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $49097.23          | $47404.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8441 | 2051-01-01      | 2.0000%  |  | $184098.89         | $152794.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA8871 | 2051-02-01      | 3.0000%  |  | $8926.28           | $7949.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCA5593 | 2040-04-01      | 3.0000%  |  | $27562.97          | $26169.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4861 | 2049-12-01      | 3.5000%  |  | $69142.70          | $65062.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2667 | 2045-10-01      | 3.5000%  |  | $4671.54           | $4447.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU4279 | 2043-09-01      | 3.0000%  |  | $6012.36           | $5572.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT7856 | 2028-06-01      | 2.5000%  |  | $21504.04          | $21238.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  |  | $25479.67          | $24277.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  |  | $12657.45          | $11580.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD3139 | 2052-07-01      | 3.5000%  |  | $288196.17         | $268306.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $14541.34          | $13655.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6827 | 2053-11-01      | 5.0000%  |  | $41537.20          | $41838.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $81144.81          | $76118.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  |  | $3832.49           | $3933.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2253 | 2052-12-01      | 3.5000%  |  | $350757.93         | $326550.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $11031.80          | $10270.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  |  | $3042.76           | $2596.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $5288.28           | $4938.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  |  | $54316.89          | $54740.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  |  | $8067.40           | $7520.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6542 | 2053-12-01      | 6.5000%  |  | $66729.26          | $69912.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6517 | 2052-04-01      | 2.5000%  |  | $492816.05         | $430491.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $30537.42          | $27196.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  |  | $548749.15         | $563636.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  |  | $155158.06         | $144332.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTRB5012 | 2039-10-01      | 3.5000%  |  | $166002.75         | $159910.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  |  | $93670.84          | $94701.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  |  | $283745.11         | $273740.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB9053 | 2054-08-01      | 7.0000%  |  | $440424.77         | $463787.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $25032.63          | $22523.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $286995.48         | $293366.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $623002.87         | $618246.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV9701 | 2052-06-01      | 3.0000%  |  | $53515.09          | $47699.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI0880 | 2054-01-01      | 7.5000%  |  | $551534.31         | $596480.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8088 | 2036-02-01      | 1.5000%  |  | $8291.84           | $7529.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $551684.50         | $554870.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  |  | $376824.13         | $341486.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  |  | $8163.58           | $8228.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $14541.41          | $13651.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9443 | 2054-01-01      | 7.5000%  |  | $296717.62         | $318375.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $5103.52           | $5202.92           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  |  | $17398.30          | $17000.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $19024.27          | $17353.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7679 | 2041-12-01      | 3.5000%  |  | $992.22            | $953.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4369 | 2054-09-01      | 6.0000%  |  | $513157.00         | $534506.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9668 | 2054-02-01      | 7.5000%  |  | $512695.00         | $548890.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $37907.63          | $38241.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3523 | 2052-05-01      | 3.0000%  |  | $220657.39         | $196794.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3455 | 2052-12-01      | 5.0000%  |  | $211047.14         | $214980.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  |  | $522.66            | $537.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8430 | 2055-11-01      | 5.5000%  |  | $439972.29         | $452572.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8932 | 2055-09-01      | 6.5000%  |  | $600615.60         | $633573.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA2878 | 2052-04-01      | 2.0000%  |  | $409890.55         | $334420.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3354 | 2042-01-01      | 6.0000%  |  | $324470.08         | $342628.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA3342 | 2056-01-01      | 6.0000%  |  | $609385.20         | $631276.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9802 | 2055-08-01      | 6.5000%  |  | $316879.05         | $337051.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1086 | 2056-02-01      | 6.0000%  |  | $606621.00         | $630482.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH5943 | 2041-02-01      | 4.5000%  |  | $36751.83          | $37131.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAH5195 | 2026-04-01      | 4.5000%  |  | $318.89            | $320.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT257373 | 2028-09-01      | 6.5000%  |  | $3039.46           | $3158.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL256078 | 2035-12-01      | 4.5000%  |  | $596.37            | $594.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4181 | 2040-09-01      | 6.5000%  |  | $358462.12         | $375796.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO1222 | 2038-03-01      | 4.0000%  |  | $11731.60          | $11632.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9074 | 2054-06-01      | 6.0000%  |  | $27980.23          | $28982.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7638 | 2054-06-01      | 7.5000%  |  | $551550.79         | $588959.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2119 | 2055-02-01      | 6.5000%  |  | $136230.78         | $141610.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6145 | 2054-05-01      | 7.0000%  |  | $237497.49         | $246297.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5251 | 2035-07-01      | 5.0000%  |  | $51896.98          | $52905.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  |  | $66964.40          | $64266.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2841 | 2052-08-01      | 3.0000%  |  | $105537.50         | $94015.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  |  | $225623.54         | $226994.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $5328.80           | $5432.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  |  | $597216.87         | $581733.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  |  | $55718.69          | $52795.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  |  | $406090.21         | $425336.09         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6344 | 2033-01-01      | 4.4300%  |  | $33462000.00       | $33832143.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5589 | 2040-01-01      | 4.5000%  |  | $39680.66          | $39897.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3692 | 2055-03-01      | 6.5000%  |  | $452151.59         | $475476.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX2513 | 2055-01-01      | 5.5000%  |  | $599564.09         | $619972.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQZ0749 | 2055-08-01      | 4.0000%  |  | $231227.03         | $221911.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0062 | 2041-02-01      | 5.0000%  |  | $597000.00         | $606652.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6150 | 2055-04-01      | 6.5000%  |  | $434009.25         | $455553.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4568 | 2055-01-01      | 7.0000%  |  | $477850.46         | $511347.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4337 | 2055-01-01      | 6.5000%  |  | $137529.40         | $143425.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1476 | 2040-02-01      | 4.5000%  |  | $27671.30          | $27822.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5931 | 2055-11-01      | 6.0000%  |  | $508173.94         | $517517.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  |  | $56416.95          | $57329.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  |  | $557173.23         | $583584.41         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.000 WNWN5141 | 2029-11-01      | 4.0000%  |  | $34628400.00       | $34684748.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8899 | 2054-07-01      | 7.5000%  |  | $339526.30         | $362159.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $30523.47          | $30470.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $583.75            | $579.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  |  | $116600.52         | $115214.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  |  | $8713.90           | $8779.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4427 | 2034-07-01      | 3.0000%  |  | $18098.21          | $17765.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM4368 | 2035-11-01      | 1.5000%  |  | $7016.89           | $6393.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3387 | 2035-03-01      | 3.5000%  |  | $171677.15         | $169851.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM1488 | 2033-04-01      | 3.0000%  |  | $284906.31         | $279563.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  |  | $9338.70           | $8523.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3294 | 2037-05-01      | 3.5000%  |  | $463441.83         | $454922.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA3278 | 2038-03-01      | 2.0000%  |  | $156327.69         | $144787.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFA2392 | 2035-03-01      | 4.0000%  |  | $461182.76         | $460040.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2407 | 2055-07-01      | 5.0000%  |  | $87129.70          | $88222.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $570391.70         | $562309.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  |  | $6334.07           | $6531.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0193 | 2056-01-01      | 5.5000%  |  | $609670.80         | $624013.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8765 | 2056-02-01      | 5.5000%  |  | $6072.60           | $6236.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $161650.74         | $160182.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8134 | 2044-05-01      | 3.5000%  |  | $67374.77          | $64304.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5090 | 2043-02-01      | 3.0000%  |  | $160044.53         | $148779.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL2026 | 2041-09-01      | 4.5000%  |  | $19204.02          | $19378.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZK9975 | 2033-09-01      | 3.5000%  |  | $112586.97         | $110145.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZK9964 | 2033-08-01      | 3.5000%  |  | $237137.18         | $232068.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL932511 | 2040-02-01      | 5.5000%  |  | $2826.44           | $2932.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL892551 | 2036-07-01      | 6.5000%  |  | $94.75             | $98.46             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  |  | $241319.47         | $245622.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $495783.48         | $524229.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB5015 | 2052-10-01      | 3.0000%  |  | $503915.94         | $449045.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4818 | 2052-10-01      | 4.0000%  |  | $208898.66         | $200513.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $77420.90          | $76726.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB4315 | 2052-07-01      | 3.0000%  |  | $88878.93          | $79179.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $1397.47           | $1305.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $3672.83           | $3423.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  |  | $34471.69          | $34335.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  |  | $9327.33           | $8725.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3669 | 2052-05-01      | 3.0000%  |  | $122428.69         | $109034.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  |  | $10477.65          | $10582.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  |  | $243998.40         | $250617.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5966 | 2041-01-01      | 3.0000%  |  | $237346.83         | $228627.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL843901 | 2035-09-01      | 4.5000%  |  | $5446.74           | $5498.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $41188.18          | $41518.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  |  | $33645.89          | $30016.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  |  | $24955.82          | $23839.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $25693.92          | $26347.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF2850 | 2052-11-01      | 6.0000%  |  | $498132.45         | $515010.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $13088.15          | $12610.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $79874.27          | $79549.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  |  | $476208.29         | $490372.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6203 | 2052-06-01      | 3.0000%  |  | $8781.95           | $7821.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3599 | 2052-05-01      | 3.5000%  |  | $9843.70           | $9191.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  |  | $603285.19         | $595952.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA1144 | 2027-08-01      | 2.5000%  |  | $25191.88          | $24973.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8285 | 2047-10-01      | 4.5000%  |  | $322228.42         | $320189.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD4635 | 2052-06-01      | 3.0000%  |  | $298893.49         | $266192.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $12289.38          | $12019.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1167 | 2052-03-01      | 2.5000%  |  | $510367.08         | $442523.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $211670.49         | $203540.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9308 | 2054-10-01      | 5.0000%  |  | $220843.44         | $224198.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  |  | $6883.57           | $6243.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4595 | 2044-12-01      | 3.0000%  |  | $7821.22           | $7222.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  |  | $8026.22           | $7514.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  |  | $9067.02           | $8275.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFM6161 | 2041-03-01      | 2.0000%  |  | $564427.71         | $496877.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0463 | 2036-01-01      | 2.5000%  |  | $310849.44         | $297340.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH9563 | 2054-01-01      | 7.5000%  |  | $429538.59         | $461082.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1319 | 2054-03-01      | 5.0000%  |  | $304970.74         | $307153.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL8876 | 2044-10-01      | 3.0000%  |  | $184631.32         | $171237.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  |  | $104102.22         | $99273.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  |  | $18964.52          | $18360.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $360831.23         | $368692.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  |  | $14497.62          | $13269.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD7458 | 2052-02-01      | 2.0000%  |  | $32834.66          | $26994.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA7587 | 2050-11-01      | 1.5000%  |  | $207347.04         | $161106.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $9248.22           | $8761.38           | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC T40118 G | 2027-11-01      | 2.5000%  |  | $2961.81           | $2929.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP1206 | 2043-02-01      | 3.0000%  |  | $7926.82           | $7368.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0853 | 2031-04-01      | 3.0000%  |  | $54793.84          | $53786.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  |  | $57759.24          | $47047.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB1945 | 2054-08-01      | 7.5000%  |  | $527104.75         | $566442.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  |  | $553453.17         | $531155.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  |  | $100733.10         | $102695.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5917 | 2040-12-01      | 5.5000%  |  | $44667.80          | $45879.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  |  | $29634.48          | $30211.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CNMA5836 | 2035-09-01      | 4.5000%  |  | $155065.63         | $156694.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  |  | $14247.97          | $13264.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $21966.45          | $20616.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $13770.47          | $12930.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890738 | 2043-09-01      | 3.5000%  |  | $8877.29           | $8483.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $8650.77           | $8101.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  |  | $822.00            | $775.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  |  | $67335.35          | $66996.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0111 | 2038-06-01      | 3.0000%  |  | $334052.96         | $316183.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8347 | 2040-01-01      | 4.0000%  |  | $26034.50          | $25813.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  |  | $75031.13          | $75441.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5041 | 2038-06-01      | 4.0000%  |  | $121331.08         | $120302.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $161510.93         | $165133.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $3364.17           | $3338.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $384.08            | $398.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $21674.79          | $22160.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $238008.61         | $240066.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $181701.17         | $185812.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $287505.77         | $297113.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  |  | $74241.14          | $75943.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $50638.89          | $51102.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $122434.36         | $127059.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1323.19           | $1354.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBO4672 | 2049-11-01      | 2.5000%  |  | $598799.75         | $520157.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4671 | 2049-11-01      | 3.0000%  |  | $194071.95         | $177973.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM4963 | 2048-05-01      | 3.0000%  |  | $12399.53          | $11267.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWBM3809 | 2032-03-01      | 3.0000%  |  | $90364.56          | $89026.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $530.06            | $522.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  |  | $14846.98          | $14924.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0044 | 2055-08-01      | 7.5000%  |  | $4863.88           | $5168.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0019 | 2055-05-01      | 4.0000%  |  | $341310.24         | $327559.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  |  | $33517.91          | $35690.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5966 | 2055-09-01      | 6.0000%  |  | $23644.80          | $24335.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4816 | 2055-09-01      | 6.0000%  |  | $597.76            | $616.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  |  | $151873.06         | $157283.29         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.620 WRWR2003 | 2029-01-01      | 4.6200%  |  | $36000000.00       | $36846996.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  |  | $175851.57         | $164927.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR1069 | 2036-05-01      | 1.5000%  |  | $8925.54           | $8101.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $405420.18         | $389957.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $12049.36          | $11670.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI9174 | 2039-09-01      | 6.0000%  |  | $7574.74           | $7950.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $402058.68         | $358522.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3832 | 2039-11-01      | 3.5000%  |  | $150535.16         | $145089.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9100 | 2054-01-01      | 5.0000%  |  | $106512.58         | $107548.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM6177 | 2034-07-01      | 3.5000%  |  | $30193.20          | $30039.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  |  | $36453.98          | $32111.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  |  | $8161.74           | $8210.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  |  | $74574.93          | $75487.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS2966 | 2040-08-01      | 4.5000%  |  | $7363.52           | $7432.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7548 | 2048-08-01      | 4.5000%  |  | $47149.92          | $47229.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $384994.52         | $388283.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  |  | $192882.01         | $171820.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4010 | 2043-07-01      | 3.5000%  |  | $10784.28          | $10290.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $310420.24         | $316513.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8349 | 2036-11-01      | 3.0000%  |  | $10130.56          | $9642.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $305663.87         | $284568.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  |  | $462464.68         | $476486.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8440 | 2054-06-01      | 6.5000%  |  | $21262.96          | $22102.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  |  | $235308.11         | $224990.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  |  | $9861.21           | $9180.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6872 | 2053-08-01      | 6.0000%  |  | $121530.59         | $125690.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5049 | 2040-05-01      | 3.0000%  |  | $309277.29         | $289986.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $64497.45          | $57441.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $9247.44           | $8236.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $484170.44         | $494362.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2254 | 2052-11-01      | 5.0000%  |  | $65346.18          | $65906.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $96810.65          | $97637.78          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  |  | $10877.82          | $11019.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  |  | $676723.36         | $525961.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA2570 | 2026-03-01      | 3.0000%  |  | $153.41            | $153.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBO2889 | 2049-08-01      | 4.0000%  |  | $294429.74         | $283303.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3917 | 2035-10-01      | 2.0000%  |  | $408082.03         | $377982.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  |  | $7696.39           | $6988.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $96475.13          | $89816.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL5861 | 2031-01-01      | 4.5000%  |  | $6537.77           | $6575.12           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  |  | $24894.95          | $23330.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0016 | 2040-08-01      | 4.5000%  |  | $722.03            | $725.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  |  | $110043.88         | $110617.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  |  | $3488.88           | $3510.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  |  | $5144.82           | $5105.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  |  | $23387.06          | $23207.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  |  | $108800.08         | $100770.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $9085.53           | $8249.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB1582 | 2037-06-01      | 1.5000%  |  | $667806.59         | $604699.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  |  | $121201.30         | $118642.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0800 | 2030-01-01      | 2.5000%  |  | $57894.56          | $56700.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTZT2115 | 2029-01-01      | 6.0000%  |  | $159532.08         | $164095.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  |  | $29392.11          | $29441.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $6623.76           | $6213.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2008 | 2051-01-01      | 3.0000%  |  | $16359.84          | $14594.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1807 | 2051-07-01      | 3.5000%  |  | $31427.90          | $29499.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  |  | $21706.62          | $17719.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $7078.09           | $6316.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  |  | $264220.95         | $235332.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  |  | $6361.78           | $5665.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5711 | 2056-01-01      | 6.0000%  |  | $614227.20         | $639784.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5226 | 2056-02-01      | 5.5000%  |  | $624720.00         | $641851.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4484 | 2056-01-01      | 6.0000%  |  | $603360.00         | $623732.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA3454 | 2055-12-01      | 6.0000%  |  | $605990.32         | $629827.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3333 | 2056-01-01      | 5.5000%  |  | $623490.60         | $640862.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0020 | 2040-07-01      | 6.5000%  |  | $223883.89         | $234537.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  |  | $326872.27         | $333239.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDE8864 | 2055-09-01      | 4.0000%  |  | $144049.60         | $138246.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $466313.88         | $467104.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1821 | 2053-06-01      | 5.0000%  |  | $112882.23         | $114037.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  |  | $6757.37           | $6326.63           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA7165 | 2052-06-01      | 3.0000%  |  | $306153.17         | $272796.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZS9240 | 2036-11-01      | 4.0000%  |  | $29160.05          | $28894.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  |  | $41231.76          | $37610.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS0803 | 2038-11-01      | 4.5000%  |  | $27614.84          | $27891.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM9928 | 2051-12-01      | 2.0000%  |  | $225866.68         | $186917.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $249390.52         | $234037.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM6753 | 2050-10-01      | 4.0000%  |  | $20492.44          | $19879.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  |  | $8492.54           | $7711.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5779 | 2036-02-01      | 2.5000%  |  | $177052.96         | $168293.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  |  | $75423.72          | $70000.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFM5506 | 2038-06-01      | 4.5000%  |  | $22010.72          | $22242.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5413 | 2036-01-01      | 2.0000%  |  | $456253.81         | $425356.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $31642.15          | $29698.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5127 | 2050-09-01      | 3.5000%  |  | $33921.56          | $31844.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $8553.47           | $8022.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $64802.44          | $65173.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5270 | 2054-02-01      | 5.0000%  |  | $530160.79         | $533329.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  |  | $23380.61          | $20625.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $8632.24           | $7838.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  |  | $64208.83          | $58303.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  |  | $7764.38           | $7065.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4145 | 2050-09-01      | 4.0000%  |  | $24677.91          | $23888.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  |  | $396953.66         | $368427.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $24103.38          | $22622.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4881 | 2055-01-01      | 6.5000%  |  | $618332.73         | $646983.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8028 | 2054-02-01      | 7.5000%  |  | $102149.38         | $108729.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6451 | 2054-02-01      | 7.5000%  |  | $112166.56         | $120331.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL845853 | 2035-10-01      | 4.5000%  |  | $5895.64           | $5867.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL838936 | 2035-09-01      | 4.5000%  |  | $6442.80           | $6468.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL835804 | 2035-10-01      | 4.5000%  |  | $1116.82           | $1112.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL797662 | 2035-09-01      | 4.5000%  |  | $713.40            | $715.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL689662 | 2033-04-01      | 5.5000%  |  | $726.73            | $755.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL688612 | 2033-03-01      | 5.5000%  |  | $13501.67          | $13823.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  |  | $11940.66          | $9726.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  |  | $14314.01          | $11659.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC7455 | 2051-09-01      | 1.5000%  |  | $239873.32         | $186457.93         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G61671 G | 2047-03-01      | 3.0000%  |  | $369398.86         | $344205.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $167576.76         | $151737.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  |  | $447840.34         | $425299.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $26608.85          | $24181.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $165057.54         | $158661.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $372808.67         | $332021.04         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J32364 G | 2028-11-01      | 2.5000%  |  | $267709.25         | $264679.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4359 | 2036-06-01      | 1.5000%  |  | $168609.55         | $152766.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $34169.40          | $34545.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $36717.42          | $37540.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  |  | $95767.13          | $95203.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  |  | $6925.91           | $6285.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7317 | 2049-09-01      | 4.0000%  |  | $330821.49         | $324880.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  |  | $79189.79          | $71905.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $45157.48          | $45962.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8155 | 2054-02-01      | 7.5000%  |  | $415247.71         | $447198.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6153 | 2054-10-01      | 7.0000%  |  | $533597.51         | $551456.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  |  | $6786.62           | $6219.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $344594.38         | $347643.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $37675.63          | $35271.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4309 | 2031-04-01      | 2.0000%  |  | $52610.26          | $50624.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7108 | 2053-09-01      | 5.5000%  |  | $593114.83         | $606822.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  |  | $203028.43         | $175360.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $288728.31         | $257501.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $58273.87          | $47944.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  |  | $24869.59          | $23999.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8156 | 2054-02-01      | 7.5000%  |  | $501422.54         | $536425.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2876 | 2049-01-01      | 4.5000%  |  | $14151.63          | $14152.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $261346.59         | $251468.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $644334.43         | $574561.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI5611 | 2037-01-01      | 5.5000%  |  | $4841.76           | $5021.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $152707.25         | $151805.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  |  | $254201.65         | $246797.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  |  | $128019.52         | $118538.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2345 | 2046-01-01      | 3.5000%  |  | $280251.95         | $268623.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  |  | $9011.33           | $8464.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKCA4120 | 2048-07-01      | 3.5000%  |  | $299487.35         | $276656.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  |  | $556.43            | $562.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $47215.67          | $47295.70          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $26437190.40       | $26937691.94       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2822 | 2030-01-01      | 4.5400%  |  | $34059000.00       | $34842296.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6565 | 2055-08-01      | 6.5000%  |  | $522022.13         | $549150.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8227 | 2055-08-01      | 6.5000%  |  | $471924.97         | $497461.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7317 | 2055-07-01      | 6.5000%  |  | $352304.34         | $373007.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE7304 | 2055-07-01      | 7.0000%  |  | $318615.92         | $341354.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  |  | $222789.36         | $214719.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA4789 | 2037-09-01      | 4.5000%  |  | $642.25            | $646.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $73767.31          | $75458.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $30387.84          | $30666.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  |  | $123216.58         | $118404.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $68678.45          | $67910.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  |  | $179982.11         | $185132.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDE0633 | 2040-05-01      | 6.5000%  |  | $113723.14         | $119665.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3053 | 2050-07-01      | 2.0000%  |  | $517078.78         | $429905.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA2794 | 2050-06-01      | 3.5000%  |  | $10398.92          | $9759.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7915 | 2051-06-01      | 4.0000%  |  | $453019.33         | $434061.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7425 | 2050-02-01      | 3.5000%  |  | $643385.24         | $593908.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7401 | 2050-02-01      | 4.0000%  |  | $285374.17         | $274589.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7331 | 2049-12-01      | 4.5000%  |  | $500391.10         | $491352.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7216 | 2049-06-01      | 4.0000%  |  | $271677.82         | $261413.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4142 | 2035-11-01      | 1.5000%  |  | $9970.62           | $9084.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTQK0078 | 2039-08-01      | 3.5000%  |  | $170606.15         | $164566.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9472 | 2053-08-01      | 6.5000%  |  | $41109.42          | $43001.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $124030.08         | $113169.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  |  | $259299.02         | $267968.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9679 | 2055-07-01      | 6.5000%  |  | $609030.46         | $641721.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8983 | 2055-07-01      | 6.5000%  |  | $594843.53         | $625463.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQY7818 | 2055-06-01      | 4.0000%  |  | $261394.27         | $250863.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8099 | 2055-06-01      | 6.5000%  |  | $201401.30         | $211045.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8017 | 2055-07-01      | 6.0000%  |  | $611963.38         | $646822.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQY5062 | 2055-05-01      | 4.0000%  |  | $329999.93         | $316705.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4652 | 2052-07-01      | 2.5000%  |  | $550818.74         | $472124.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $381849.06         | $355495.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $218831.89         | $203729.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $324936.52         | $302511.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $534609.98         | $436579.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $8685.84           | $8943.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $47788.83          | $48729.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  |  | $26083.63          | $26877.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7513 | 2053-11-01      | 7.0000%  |  | $141647.35         | $149927.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7997 | 2055-05-01      | 7.0000%  |  | $433995.29         | $460847.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4650 | 2046-02-01      | 3.0000%  |  | $8213.10           | $7529.17           | Agency Mortgage-Backed Securities |
| FMAC FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  |  | $123095.06         | $113780.86         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q61019 G | 2049-01-01      | 4.0000%  |  | $57080.52          | $55783.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5112 | 2054-07-01      | 7.0000%  |  | $493071.98         | $525759.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4512 | 2043-05-01      | 3.0000%  |  | $9262.05           | $8589.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  |  | $6438.91           | $5979.70           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5213 | 2047-12-01      | 3.5000%  |  | $247904.69         | $235162.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2465 | 2037-06-01      | 4.0000%  |  | $392736.57         | $388601.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2415 | 2036-06-01      | 3.0000%  |  | $69325.29          | $66358.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8760 | 2055-11-01      | 5.5000%  |  | $581132.59         | $597253.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8431 | 2055-11-01      | 5.5000%  |  | $533373.02         | $548492.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8412 | 2055-11-01      | 5.5000%  |  | $514165.04         | $529635.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  |  | $16656.78          | $16823.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1879 | 2044-01-01      | 3.5000%  |  | $15253.48          | $14543.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBK5150 | 2033-05-01      | 3.5000%  |  | $39273.69          | $38896.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $894.63            | $774.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD7081 | 2047-03-01      | 4.0000%  |  | $217954.41         | $211976.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7207 | 2055-12-01      | 5.5000%  |  | $599441.03         | $626733.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3854 | 2055-10-01      | 6.5000%  |  | $613919.53         | $645087.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $15431.03          | $13742.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $37154.79          | $38085.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4760 | 2036-04-01      | 2.5000%  |  | $90199.21          | $86637.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  |  | $145772.28         | $145184.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $1838.84           | $1724.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNFS4291 | 2031-02-01      | 2.5000%  |  | $11543.81          | $11474.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  |  | $51917.30          | $52229.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $39875.65          | $41226.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $12859.55          | $12059.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  |  | $205056.14         | $214810.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  |  | $403191.26         | $411044.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $533693.77         | $545497.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $556352.88         | $549590.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $131040.65         | $135682.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $110258.02         | $112633.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  |  | $128699.16         | $129370.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8309 | 2053-03-01      | 6.0000%  |  | $56846.63          | $58850.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $46126.86          | $47170.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $14879.36          | $15209.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $108797.93         | $112560.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $7790.22           | $8069.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $87391.49          | $89093.75          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0085 | 2028-12-01      | 5.1800%  |  | $30000000.00       | $31092683.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  |  | $76939.26          | $73839.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $261801.86         | $269292.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  |  | $142396.42         | $149235.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $235300.19         | $239883.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $86575.33          | $89052.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $18309.01          | $18049.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5599 | 2054-12-01      | 7.5000%  |  | $76099.57          | $81125.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  |  | $1697.84           | $1673.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $26256.81          | $26394.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $57213.65          | $58523.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZK9958 | 2033-08-01      | 3.5000%  |  | $49951.87          | $48967.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $7557.45           | $6850.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  |  | $254322.16         | $236039.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZA2327 | 2033-12-01      | 4.5000%  |  | $23047.95          | $23325.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3041 | 2053-05-01      | 5.0000%  |  | $10933.37          | $11040.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS5545 | 2033-08-01      | 3.5000%  |  | $248571.37         | $245307.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  |  | $3349.67           | $3519.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $602892.99         | $493565.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  |  | $7635.73           | $6975.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF9223 | 2053-03-01      | 5.5000%  |  | $559216.45         | $577467.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $525.10            | $521.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  |  | $27522.29          | $26895.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $523.82            | $527.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  |  | $4299.59           | $4107.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5174 | 2036-08-01      | 6.5000%  |  | $111009.78         | $118269.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ6913 | 2051-12-01      | 2.0000%  |  | $71059.06          | $58084.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS2930 | 2037-09-01      | 4.0000%  |  | $35238.22          | $34966.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $35897.90          | $31975.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  |  | $7025.53           | $7227.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $42204.52          | $43073.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  |  | $16543.18          | $16679.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  |  | $94879.19          | $93793.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8509 | 2055-02-01      | 7.0000%  |  | $5765.20           | $6061.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBU5732 | 2055-02-01      | 4.0000%  |  | $138000.13         | $132440.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $237257.62         | $248719.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $559126.62         | $551204.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $15998.44          | $16081.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5472 | 2054-09-01      | 6.5000%  |  | $165649.77         | $172190.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0307 | 2054-07-01      | 6.5000%  |  | $323514.79         | $340119.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7027 | 2055-04-01      | 6.0000%  |  | $539942.45         | $568102.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2765 | 2055-05-01      | 6.0000%  |  | $512906.80         | $527736.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3492 | 2054-10-01      | 6.0000%  |  | $585669.24         | $605769.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB9768 | 2054-08-01      | 7.5000%  |  | $357168.37         | $380598.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  |  | $559879.33         | $572194.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB8290 | 2054-12-01      | 5.0000%  |  | $51860.01          | $52131.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $3126.12           | $3273.85           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2167 | 2055-04-01      | 7.0000%  |  | $9477.23           | $10098.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1948 | 2055-04-01      | 7.0000%  |  | $221727.28         | $234693.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  |  | $17401.66          | $18858.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6977 | 2055-02-01      | 7.0000%  |  | $510451.23         | $542036.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6010 | 2055-02-01      | 7.0000%  |  | $525365.43         | $558485.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4785 | 2055-02-01      | 7.0000%  |  | $320678.99         | $337922.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD6939 | 2040-07-01      | 4.5000%  |  | $90039.51          | $90904.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3958 | 2053-09-01      | 5.0000%  |  | $92399.19          | $93671.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  |  | $171588.47         | $176498.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $5325.87           | $5429.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $197542.22         | $201390.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $15010.17          | $15302.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  |  | $56622.04          | $55819.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $54934.24          | $52721.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $16750.23          | $17078.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  |  | $3241.32           | $3341.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $38000.76          | $38748.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8361 | 2053-09-01      | 5.0000%  |  | $98033.00          | $98795.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  |  | $700.65            | $729.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $29567.45          | $28857.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $16230.70          | $14789.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA0949 | 2032-01-01      | 3.5000%  |  | $155138.11         | $153321.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  |  | $8883.63           | $8976.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  |  | $13054.76          | $13152.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8550 | 2028-03-01      | 2.5000%  |  | $117226.98         | $115882.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQZ7948 | 2055-11-01      | 4.0000%  |  | $25864.83          | $24822.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ7772 | 2055-10-01      | 6.0000%  |  | $321011.30         | $335652.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ6062 | 2055-10-01      | 5.5000%  |  | $381969.42         | $391242.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5165 | 2055-09-01      | 6.5000%  |  | $552492.83         | $587922.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5333 | 2055-10-01      | 6.5000%  |  | $613936.53         | $646581.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4234 | 2055-10-01      | 5.5000%  |  | $299131.74         | $305330.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3048 | 2055-09-01      | 6.5000%  |  | $609274.83         | $641880.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $29378.16          | $29633.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  |  | $19843.76          | $20017.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  |  | $15296.29          | $15664.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $1472.68           | $1371.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $12605.52          | $11447.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3181 | 2037-11-01      | 3.5000%  |  | $147456.16         | $143106.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3129 | 2037-09-01      | 4.0000%  |  | $168589.29         | $166711.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3128 | 2037-09-01      | 3.5000%  |  | $174795.92         | $169687.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3071 | 2037-07-01      | 4.0000%  |  | $139131.81         | $137632.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  |  | $31936.16          | $31647.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2962 | 2037-04-01      | 3.5000%  |  | $46368.81          | $45111.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $7616.07           | $6927.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA2931 | 2032-03-01      | 3.0000%  |  | $57013.62          | $55783.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $10846.74          | $10802.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $17110.62          | $15621.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $7470.36           | $6805.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $11734.10          | $10727.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  |  | $431337.25         | $416060.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8214 | 2052-05-01      | 3.5000%  |  | $194888.27         | $181438.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $169957.57         | $138765.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $575511.83         | $554102.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  |  | $496033.77         | $445414.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  |  | $11554.28          | $11623.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR8749 | 2043-03-01      | 3.0000%  |  | $86675.57          | $80574.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  |  | $5387.95           | $5346.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.490 MIAN7724 | 2032-12-01      | 3.4900%  |  | $253322.56         | $249558.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.990 MLAN1154 | 2046-03-01      | 3.9900%  |  | $213955.71         | $197659.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL9227 | 2036-10-01      | 3.0000%  |  | $3271.90           | $3096.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL4707 | 2032-05-01      | 4.5000%  |  | $13986.33          | $14095.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL3912 | 2027-01-01      | 4.5000%  |  | $61.19             | $61.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  |  | $2724.35           | $2600.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL0300 | 2026-06-01      | 4.5000%  |  | $1644.11           | $1652.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4333 | 2041-06-01      | 4.5000%  |  | $43822.17          | $44168.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2614 | 2041-05-01      | 4.5000%  |  | $130405.90         | $131618.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1191 | 2041-04-01      | 4.5000%  |  | $6236.28           | $6292.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0127 | 2041-04-01      | 4.5000%  |  | $55094.21          | $54902.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  |  | $10098.06          | $9788.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8075 | 2050-07-01      | 3.5000%  |  | $9684.56           | $9093.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $18107.63          | $16922.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $14813.24          | $13910.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5160 | 2036-08-01      | 6.5000%  |  | $78811.20          | $82819.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  |  | $483802.50         | $502905.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  |  | $550.82            | $553.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $1595.51           | $1605.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI3982 | 2035-12-01      | 5.5000%  |  | $3576.77           | $3748.41           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J38722 G | 2033-03-01      | 3.0000%  |  | $499679.67         | $488894.92         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21208 G | 2027-11-01      | 2.5000%  |  | $51478.72          | $50997.60          | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18618 G | 2031-11-01      | 2.0000%  |  | $588200.75         | $564249.88         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  |  | $211540.47         | $209138.78         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC D98482 G | 2030-12-01      | 4.5000%  |  | $10497.02          | $10611.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1247 | 2053-05-01      | 5.0000%  |  | $33412.62          | $33689.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4132 | 2052-12-01      | 5.0000%  |  | $219317.04         | $221663.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBW6397 | 2052-07-01      | 3.0000%  |  | $49766.92          | $44325.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV1591 | 2055-04-01      | 4.0000%  |  | $599163.11         | $575025.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV1441 | 2055-03-01      | 4.0000%  |  | $258689.95         | $248267.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $79668.79          | $74170.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $9778.19           | $8391.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  |  | $14044.92          | $11440.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBT7699 | 2051-09-01      | 4.0000%  |  | $6829.29           | $6762.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR4700 | 2036-03-01      | 1.5000%  |  | $8382.58           | $7611.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  |  | $8790.09           | $7978.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ7006 | 2052-01-01      | 2.0000%  |  | $36315.40          | $29673.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBO7256 | 2035-01-01      | 3.0000%  |  | $46796.53          | $45438.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ8178 | 2055-10-01      | 6.0000%  |  | $619716.51         | $643363.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  |  | $447736.25         | $450071.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  |  | $192454.10         | $201577.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9872 | 2054-10-01      | 6.5000%  |  | $131227.52         | $136575.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  |  | $567175.41         | $589570.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9707 | 2055-07-01      | 6.5000%  |  | $607796.57         | $639084.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $565730.46         | $588068.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  |  | $59350.47          | $60953.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0369 | 2055-01-01      | 5.5000%  |  | $60512.47          | $62423.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4677 | 2055-06-01      | 6.5000%  |  | $476647.52         | $495690.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5843 | 2040-07-01      | 3.0000%  |  | $44818.77          | $43172.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0057 | 2040-11-01      | 6.5000%  |  | $611097.41         | $640069.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1004 | 2055-10-01      | 6.5000%  |  | $604949.62         | $632264.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV6377 | 2055-09-01      | 4.0000%  |  | $95789.21          | $91930.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $8356.61           | $8491.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7477 | 2055-10-01      | 5.5000%  |  | $515230.55         | $529726.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5259 | 2035-09-01      | 4.5000%  |  | $406219.27         | $410485.79         | Agency Mortgage-Backed Securities |

### Security 192: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/17/2026
- **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):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **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 HXBZ5987 | 2032-12-01      | 3.9600%  |  | $34385917.81       | $33825633.66       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5512 | 2030-11-01      | 3.8400%  |  | $37075068.49       | $36788564.71       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5364 | 2030-11-01      | 3.9700%  |  | $38097739.73       | $38023565.56       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3431 | 2030-04-01      | 4.2500%  |  | $40023986.30       | $40525831.49       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1943 | 2029-10-01      | 4.2700%  |  | $40667794.52       | $41247787.30       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1624 | 2029-09-01      | 4.7300%  |  | $34520547.95       | $35504807.40       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1229 | 2029-07-01      | 4.7200%  |  | $36388109.59       | $37310629.02       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  |  | $25782372.86       | $26471257.81       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1081 | 2029-06-01      | 4.6700%  |  | $37713698.63       | $38649373.38       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7934 | 2056-02-01      | 4.7270%  |  | $38964191.67       | $39437640.15       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.170 WNWN1319 | 2028-11-01      | 4.1700%  |  | $42567287.67       | $43071589.44       | Agency Mortgage-Backed Securities |
| FMAC FMAR 842099 G        | 2056-02-01      | 0.0000%  |  | $35190096.41       | $35029735.14       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1057 | 2029-06-01      | 4.7100%  |  | $40811054.79       | $41876434.19       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0698 | 2029-04-01      | 4.5500%  |  | $39353424.66       | $40281428.71       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3865 | 2029-09-01      | 2.7100%  |  | $39064315.07       | $37601671.17       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4263 | 2030-07-01      | 4.4500%  |  | $5469794.63        | $5573347.26        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3578 | 2030-05-01      | 4.2250%  |  | $36313027.40       | $36727121.99       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5767 | 2030-12-01      | 4.2500%  |  | $41769863.01       | $42144313.59       | Agency Mortgage-Backed Securities |

### Security 193: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $699500000.00
- **C.18.a - Value (excl. sponsor support):** $699500000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA MNAR XX.XXX HYBZ6101 | 2036-01-01      | 4.6700%  |  | $25310378.82       | $25699018.27       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6025 | 2036-01-01      | 4.3850%  |  | $22626767.65       | $22461939.81       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5683 | 2032-11-01      | 4.0300%  |  | $22009561.76       | $21771426.87       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $24071029.41       | $24758215.85       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6293 | 2036-01-01      | 4.4100%  |  | $25143321.76       | $25014726.24       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $21503452.94       | $21577907.44       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $22833325.88       | $23265600.06       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $27355387.65       | $27698386.21       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $25675764.71       | $25953047.28       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $22384000.00       | $22396695.46       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $30137751.76       | $30438824.56       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  |  | $24688235.29       | $24997363.55       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $24943347.06       | $25572667.01       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1165 | 2029-07-01      | 4.7200%  |  | $5499869.77        | $5646822.02        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $28498452.94       | $29359443.44       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0658 | 2029-03-01      | 4.8100%  |  | $29988391.39       | $30780586.39       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $24688235.29       | $25347224.63       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $22367541.18       | $22949535.90       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $24656639.04       | $25025524.29       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.200 WNWN2694 | 2032-06-01      | 4.2000%  |  | $1921315.83        | $1919433.58        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842035 G        | 2055-09-01      | 5.0240%  |  | $22499006.57       | $22922530.37       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $28905808.82       | $29745135.55       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1050 | 2029-06-01      | 4.9200%  |  | $29642341.18       | $30617732.28       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5991 | 2030-12-01      | 4.1600%  |  | $23042352.94       | $23165424.71       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3443 | 2030-04-01      | 4.2100%  |  | $22614209.56       | $22809786.05       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5680 | 2032-11-01      | 4.2300%  |  | $28082867.65       | $28198077.61       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $22733750.00       | $23334215.90       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ2543 | 2029-12-01      | 4.7000%  |  | $27134839.41       | $27879612.36       | Agency Mortgage-Backed Securities |
| FMAC FMAR 842040 G        | 2055-10-01      | 4.8660%  |  | $21288338.06       | $21646851.41       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODF8753 | 2056-01-01      | 5.0580%  |  | $28796987.20       | $29440931.02       | Agency Mortgage-Backed Securities |

### Security 194: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.660%, 2/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 05.500 FGPC G06623 G | 2039-04-01      | 5.5000%  |  | $559974.64         | $585150.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $1080227.38        | $1133053.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1556 | 2055-04-01      | 6.5000%  |  | $538844.70         | $571055.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  |  | $4958474.95        | $5092981.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  |  | $4396640.81        | $4542356.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAD0938 | 2039-04-01      | 6.0000%  |  | $185526.21         | $196741.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $18259307.31       | $18781766.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $10123567.27       | $8321553.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $436513.28         | $397679.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $5529128.60        | $5286175.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $111552.23         | $118294.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 K0918263 | 2037-04-01      | 6.5000%  |  | $86253.66          | $88089.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL888743 | 2036-01-01      | 6.0000%  |  | $136793.94         | $144945.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA8506 | 2054-01-01      | 7.0000%  |  | $1259298.41        | $1347898.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $101885.32         | $104854.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  |  | $2586374.11        | $2714826.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8097 | 2052-03-01      | 2.0000%  |  | $21235050.66       | $17490549.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $7893367.60        | $8490523.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $320862.96         | $335082.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  |  | $18016164.15       | $19135906.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $2763094.98        | $2910268.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  |  | $22893301.20       | $23555222.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $13447808.45       | $14051000.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $28843129.09       | $30532705.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1369 | 2052-02-01      | 3.0000%  |  | $22181596.91       | $20083077.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $10371207.62       | $10289306.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $26907814.43       | $28996557.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $16380911.48       | $17130290.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  |  | $15005695.01       | $15614499.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8028 | 2054-02-01      | 7.0000%  |  | $8941405.28        | $9612000.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6543 | 2053-06-01      | 6.5000%  |  | $14627351.71       | $15575746.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $16371163.84       | $16028748.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $6979792.25        | $6733693.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $4046465.98        | $3340321.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  |  | $25195603.85       | $21711149.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0709 | 2047-09-01      | 4.0000%  |  | $3448078.59        | $3368156.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  |  | $7353999.10        | $7068571.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $9015733.94        | $7727600.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ4047 | 2054-09-01      | 7.0000%  |  | $1825615.16        | $1954596.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ0945 | 2054-07-01      | 6.0000%  |  | $3119832.28        | $3268939.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $731139.50         | $724911.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4749 | 2053-11-01      | 6.5000%  |  | $4146202.56        | $4345776.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $16260717.40       | $14290388.21       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5536 | 2030-11-01      | 4.0800%  |  | $5592513.80        | $5608981.89        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ6275 | 2031-01-01      | 4.1600%  |  | $850.00            | $853.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  |  | $1643020.11        | $1743270.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4555 | 2054-04-01      | 5.0000%  |  | $2051489.37        | $2084312.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  |  | $3670713.95        | $3591904.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  |  | $94599.96          | $92397.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5037 | 2055-11-01      | 6.0000%  |  | $1064653.72        | $1097294.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  |  | $4888725.35        | $5141272.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9463 | 2054-12-01      | 4.5000%  |  | $1656947.85        | $1652846.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  |  | $3615236.23        | $3737346.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  |  | $382467.94         | $404874.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  |  | $3354375.97        | $3483823.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  |  | $3177058.73        | $3342880.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL735504 | 2035-04-01      | 6.0000%  |  | $98976.30          | $102998.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $12978641.97       | $12681213.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9363 | 2042-09-01      | 3.5000%  |  | $35125.06          | $33501.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  |  | $22221.09          | $21225.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $4054631.12        | $3876062.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $1636371.97        | $1290297.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $6066611.59        | $5316178.48        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701432 X     | 2038-11-15      | 6.0000%  |  | $85415.28          | $89765.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2083 C     | 2065-04-20      | 6.5000%  |  | $3753046.05        | $3920646.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BT5292 C     | 2050-04-20      | 4.0000%  |  | $9270042.77        | $8823998.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $461659.74         | $461591.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2688 | 2054-10-01      | 6.5000%  |  | $15166106.34       | $15826076.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $19116291.43       | $19702407.56       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $28630129.07       | $23891588.21       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  |  | $574644.99         | $615353.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  |  | $24480571.22       | $23146293.03       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $11600396.25       | $10867360.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $25262531.06       | $27123997.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1101 | 2051-07-01      | 2.0000%  |  | $68435.08          | $56579.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2336 | 2054-10-01      | 5.5000%  |  | $451944.38         | $468836.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $11210434.25       | $11376648.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  |  | $11456843.65       | $10166655.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $18048702.51       | $17867710.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  |  | $2730091.88        | $2746502.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $19487562.97       | $20698795.12       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  |  | $4384620.12        | $4553825.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  |  | $5399967.01        | $4740448.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  |  | $803651.75         | $812494.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  |  | $573915.22         | $597487.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9190 | 2051-10-01      | 2.0000%  |  | $9654317.68        | $7875481.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  |  | $16848.96          | $17557.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  |  | $22479753.12       | $19477242.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $3167345.14        | $2710657.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $1062371.11        | $923785.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  |  | $4655313.11        | $4800095.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0152 | 2040-06-01      | 6.0000%  |  | $492782.88         | $522602.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  |  | $5005230.38        | $4786433.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ1526 C     | 2065-04-20      | 6.5000%  |  | $1279315.26        | $1336444.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8387 | 2054-11-01      | 4.5000%  |  | $113569.31         | $112687.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3337 | 2055-12-01      | 6.0000%  |  | $1312556.43        | $1362771.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  |  | $3708155.67        | $3875873.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $628671.17         | $665256.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ6553 | 2055-10-01      | 6.5000%  |  | $1858223.48        | $1932463.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0149 | 2055-03-01      | 6.5000%  |  | $159722.57         | $168878.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $17645678.48       | $18014588.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL1607 | 2047-04-01      | 3.0000%  |  | $5176341.97        | $4754007.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $12343935.30       | $10272328.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  |  | $15392.90          | $16143.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  |  | $2937282.21        | $2604050.81        | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $1906550.00        | $1902909.02        | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $8312320.00        | $8357746.14        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $850.00            | $863.81            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $850.00            | $867.85            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $873.38            | $897.23            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $765.00            | $785.66            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $12885150.00       | $13239369.85       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $33982745.00       | $35088262.51       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $90.75             | $89.42             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $680.00            | $684.09            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $1280950.00        | $1117581.81        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $2482085.00        | $2416895.38        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1790865.00        | $1855633.85        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $135745.00         | $134829.04         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $85.00             | $78.57             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $33339040.00       | $33041653.93       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  |  | $1574072.70        | $1438420.83        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $574430.00         | $355268.15         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $385560.00         | $204250.26         | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $85.00             | $41.06             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $85.00             | $50.75             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $8330.00           | $6258.81           | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $525810.00         | $523612.11         | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $56355.00          | $56201.66          | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $1105.00           | $1084.69           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $5199280.00        | $3744100.54        | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29        | 2029-01-15      | 2.5000%  |  | $128.38            | $133.74            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $1383375.00        | $1376791.97        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $97.62             | $96.59             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $100130.00         | $98595.42          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $4697013.61        | $4456474.74        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $865.85            | $882.50            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $2464575.00        | $2542912.59        | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $15810.00          | $15679.41          | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $31931150.61       | $31872142.02       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  |  | $105.87            | $57.72             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $255.00            | $230.78            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $1881598.77        | $1877180.35        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $89.99             | $94.04             | U.S. Treasuries (including strips) |

### Security 195: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.670%, 2/2/2026
- **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):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 02.000 CLBR1155 | 2050-12-01      | 2.0000%  |  | $12472.94          | $10239.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $502.23            | $451.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  |  | $87281.60          | $77732.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  |  | $2236687.78        | $2258378.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2588 | 2055-07-01      | 5.0000%  |  | $15977483.43       | $16287570.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1426 | 2052-05-01      | 2.5000%  |  | $540270.93         | $467103.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1189 | 2054-10-01      | 6.0000%  |  | $4201.24           | $4334.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $1735031.36        | $1750391.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  |  | $730176.39         | $756021.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9213 | 2054-09-01      | 5.5000%  |  | $1477393.83        | $1509851.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $438525.02         | $459248.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8845 | 2054-07-01      | 5.5000%  |  | $331238.46         | $344021.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  |  | $8382.13           | $8646.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  |  | $123528.31         | $124304.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8885 | 2054-07-01      | 7.0000%  |  | $5528594.11        | $5924778.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $33858.12          | $34078.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5128 | 2052-11-01      | 5.0000%  |  | $338659.28         | $345380.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $106956.07         | $111043.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4307 | 2052-08-01      | 5.0000%  |  | $287610.37         | $293127.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  |  | $310.93            | $304.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $203915.11         | $207928.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $178594.99         | $153876.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $88174.44          | $88233.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $1119998.90        | $1008857.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $436.33            | $416.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  |  | $421995.86         | $376971.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  |  | $1106765.41        | $905035.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  |  | $3005610.73        | $2686810.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $3360571.06        | $2890369.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA1599 | 2043-09-01      | 3.0000%  |  | $105902.48         | $96122.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  |  | $837452.14         | $837112.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3278 | 2048-02-01      | 4.5000%  |  | $541.55            | $540.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $323.93            | $323.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  |  | $136332.53         | $128517.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  |  | $56592.39          | $55719.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7937 | 2037-01-01      | 4.5000%  |  | $297.66            | $300.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA7236 | 2039-06-01      | 4.0000%  |  | $1109.52           | $1100.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA4392 | 2039-04-01      | 4.0000%  |  | $5271.09           | $5226.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $322123.63         | $324758.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5471 | 2045-06-01      | 3.5000%  |  | $8427.78           | $8022.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $5344.88           | $5230.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNBM3384 | 2027-10-01      | 3.0000%  |  | $996.49            | $991.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $57915.14          | $56050.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3860 | 2054-04-01      | 6.0000%  |  | $401029.25         | $416623.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4979 | 2053-11-01      | 6.0000%  |  | $26097.72          | $27318.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL809974 | 2035-03-01      | 4.5000%  |  | $11988.32          | $11988.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782335 | 2034-05-01      | 5.5000%  |  | $3095.63           | $3155.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL780213 | 2034-05-01      | 5.5000%  |  | $2060.87           | $2132.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL772100 | 2033-10-01      | 4.5000%  |  | $471.09            | $471.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  |  | $21212.59          | $19748.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4918 | 2043-06-01      | 5.0000%  |  | $81394.20          | $83788.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  |  | $5107286.39        | $5195268.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5304 | 2053-07-01      | 5.5000%  |  | $3882.44           | $4010.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5288 | 2053-07-01      | 5.5000%  |  | $619306.18         | $643793.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  |  | $249899.41         | $213707.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  |  | $4556.57           | $4220.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9016 | 2026-03-01      | 4.0000%  |  | $38.66             | $38.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  |  | $5509.15           | $5443.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555436 | 2033-05-01      | 6.0000%  |  | $27.84             | $28.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255900 | 2035-10-01      | 6.0000%  |  | $1328.55           | $1408.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL253836 | 2031-06-01      | 6.0000%  |  | $1.85              | $1.93              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $122727.20         | $121190.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3055 | 2050-07-01      | 2.5000%  |  | $252065.63         | $215436.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL709225 | 2033-05-01      | 5.5000%  |  | $161.79            | $166.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV7104 | 2044-03-01      | 4.0000%  |  | $8038.60           | $7886.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAT2717 | 2043-05-01      | 2.5000%  |  | $6208.86           | $5570.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2724 | 2043-05-01      | 3.0000%  |  | $1994.78           | $1851.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0920 | 2037-08-01      | 5.5000%  |  | $8506.65           | $8914.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $1903699.01        | $1634668.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $892805.77         | $769242.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  |  | $21243.92          | $18959.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $113.68            | $113.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFS8578 | 2039-08-01      | 5.5000%  |  | $408562.71         | $419851.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7331 | 2053-10-01      | 5.5000%  |  | $438527.29         | $448561.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  |  | $1.62              | $1.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  |  | $483642.49         | $474960.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $5575.18           | $4967.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5343 | 2053-07-01      | 6.0000%  |  | $11272.44          | $11676.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZA0591 | 2029-04-01      | 6.0000%  |  | $2361.19           | $2428.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  |  | $3.01              | $3.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $204651.09         | $182465.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  |  | $1655.24           | $1585.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7482 | 2048-04-01      | 4.5000%  |  | $63130.69          | $63704.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL810049 | 2035-03-01      | 5.5000%  |  | $1644.17           | $1676.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  |  | $42893.41          | $42966.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $3444.38           | $3069.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  |  | $4253.74           | $4123.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  |  | $14959.06          | $15666.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $2814.39           | $2450.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $5202.19           | $5356.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8333 | 2053-06-01      | 6.5000%  |  | $14261.91          | $14845.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $256543.39         | $258735.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $175144.26         | $176802.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745751 | 2035-09-01      | 5.5000%  |  | $11898.42          | $12250.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7975 | 2027-06-01      | 3.0000%  |  | $784.75            | $780.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  |  | $18936.52          | $16236.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  |  | $317946.17         | $313509.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1114 | 2051-10-01      | 2.5000%  |  | $14322343.68       | $12469575.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $62026.75          | $60337.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1588 | 2052-09-01      | 5.0000%  |  | $11248.03          | $11425.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $116055.31         | $104349.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  |  | $342216.92         | $330096.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  |  | $40467.02          | $40223.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $783.95            | $675.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0036 | 2051-02-01      | 2.5000%  |  | $110986.14         | $95715.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $1431945.59        | $1415943.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $241921.65         | $244025.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $5968.24           | $6046.17           | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  |  | $345.19            | $337.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $377363.34         | $339331.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5700 | 2050-05-01      | 2.5000%  |  | $644327.08         | $560617.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL963145 | 2038-05-01      | 6.0000%  |  | $16474.61          | $17414.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  |  | $20029.42          | $18582.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4287 | 2049-11-01      | 3.0000%  |  | $3673.46           | $3312.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  |  | $60613.58          | $60978.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0304 | 2041-05-01      | 5.5000%  |  | $10687.03          | $11154.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  |  | $30626.76          | $32171.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  |  | $6041.23           | $5385.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBM3061 | 2032-03-01      | 2.0000%  |  | $53851.57          | $51497.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $270689.40         | $278678.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $1566544.38        | $1547040.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5956 | 2027-05-01      | 4.0000%  |  | $5.59              | $5.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  |  | $532.58            | $537.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1339 | 2049-08-01      | 3.0000%  |  | $348326.53         | $318375.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  |  | $156286.90         | $154443.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3634 | 2039-04-01      | 3.5000%  |  | $3529.07           | $3409.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6621 | 2054-10-01      | 6.0000%  |  | $1918889.04        | $2006972.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  |  | $991367.44         | $1022043.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6144 | 2050-06-01      | 2.5000%  |  | $5132913.50        | $4423046.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $77955.57          | $80102.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  |  | $2569430.70        | $2203913.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM6315 | 2040-06-01      | 6.5000%  |  | $50399.18          | $52911.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6970 | 2050-09-01      | 2.5000%  |  | $56549.78          | $49191.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  |  | $715.67            | $660.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $1635626.65        | $1650016.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2893 | 2044-07-01      | 4.0000%  |  | $9896.60           | $9759.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  |  | $8226.20           | $8237.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2405 | 2045-09-01      | 4.0000%  |  | $606.76            | $593.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $466.70            | $434.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $2128.21           | $1896.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC0389 | 2054-09-01      | 5.0000%  |  | $182365.49         | $183324.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $194892.69         | $197508.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1172 | 2051-10-01      | 2.5000%  |  | $1587460.81        | $1393279.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1120 | 2047-08-01      | 3.0000%  |  | $1378.70           | $1257.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3836 | 2053-08-01      | 5.0000%  |  | $1287358.26        | $1312142.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6231 | 2055-10-01      | 6.0000%  |  | $4007956.03        | $4130596.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1906 | 2053-02-01      | 3.0000%  |  | $737398.74         | $658718.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3782 | 2051-09-01      | 4.5000%  |  | $4745552.10        | $4736094.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  |  | $41790.79          | $42604.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL970958 | 2039-01-01      | 6.0000%  |  | $75.41             | $79.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  |  | $2631.45           | $2682.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $106258.38         | $103671.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  |  | $10563.81          | $11105.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL955005 | 2037-09-01      | 6.0000%  |  | $373.63            | $396.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL942595 | 2037-08-01      | 6.0000%  |  | $11230.44          | $11839.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  |  | $580.43            | $610.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL922269 | 2036-12-01      | 5.5000%  |  | $53767.62          | $56348.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CI890805 | 2031-03-01      | 4.0000%  |  | $24.78             | $24.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CI890434 | 2027-07-01      | 3.0000%  |  | $1018.30           | $1013.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888268 | 2037-03-01      | 6.0000%  |  | $656.26            | $695.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8879 | 2054-09-01      | 5.5000%  |  | $9659833.64        | $9961902.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $2731448.88        | $2755616.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7729 | 2046-08-01      | 3.0000%  |  | $5988.39           | $5483.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  |  | $94812.66          | $86559.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL7434 | 2041-05-01      | 6.0000%  |  | $30241.70          | $32069.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7014 | 2045-06-01      | 4.0000%  |  | $7213.66           | $7071.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  |  | $283.00            | $284.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  |  | $41886.18          | $44166.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $40.50             | $40.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL2605 | 2027-06-01      | 3.0000%  |  | $4339.76           | $4320.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0393 | 2041-06-01      | 4.5000%  |  | $972.78            | $981.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0849 | 2026-07-01      | 4.5000%  |  | $14.94             | $15.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $453.59            | $453.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4871 | 2026-06-01      | 4.0000%  |  | $19.76             | $19.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $55022.09          | $57583.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $103.13            | $102.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  |  | $7492.25           | $7943.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1050 | 2040-02-01      | 4.5000%  |  | $75660.12          | $76401.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  |  | $2367.07           | $2347.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTFS2493 | 2029-09-01      | 6.0000%  |  | $982.07            | $1010.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1873 | 2052-05-01      | 3.0000%  |  | $14209.56          | $12878.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2678 | 2052-01-01      | 2.5000%  |  | $1387984.38        | $1195011.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $109550.23         | $91228.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $7556.72           | $6741.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0582 | 2052-02-01      | 2.5000%  |  | $5748337.39        | $4997270.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $138594.32         | $139853.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $1284921.90        | $1107217.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  |  | $1829.76           | $1575.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $65047.46          | $61398.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM7190 | 2034-03-01      | 4.0000%  |  | $387.27            | $385.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $66456.05          | $64933.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  |  | $86895.77          | $86658.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  |  | $40353.91          | $37911.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $338046.15         | $293079.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5010 | 2050-09-01      | 4.5000%  |  | $203.46            | $203.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  |  | $4433601.01        | $3841940.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $380616.34         | $368825.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  |  | $43960.67          | $42802.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $5361.36           | $5120.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $110305.29         | $99497.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0136 | 2049-10-01      | 3.0000%  |  | $1514952.50        | $1365103.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  |  | $12106.68          | $12435.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  |  | $33.57             | $32.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1544 | 2048-12-01      | 3.5000%  |  | $1302.23           | $1227.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS9781 | 2040-05-01      | 6.0000%  |  | $39386.48          | $41637.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6447 | 2027-02-01      | 4.0000%  |  | $368.21            | $368.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5966 | 2049-05-01      | 4.5000%  |  | $144823.53         | $144100.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  |  | $2392.32           | $2208.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6010 | 2043-05-01      | 3.0000%  |  | $2425.05           | $2247.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  |  | $408.91            | $410.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI5827 | 2037-03-01      | 5.5000%  |  | $992.10            | $1031.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $45.36             | $47.29             | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  |  | $1785.02           | $1848.85           | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G16407 G | 2033-01-01      | 2.5000%  |  | $254.43            | $246.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  |  | $995.73            | $1015.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  |  | $5080.96           | $5218.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $426578.67         | $438784.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $17924.44          | $18214.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $698.37            | $717.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $10606.28          | $10782.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $1453.46           | $1493.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  |  | $1274.96           | $1309.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $35428.67          | $36338.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3915 | 2052-06-01      | 4.5000%  |  | $29495.61          | $29190.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $7879.71           | $6736.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $335213.54         | $349161.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  |  | $1911.71           | $1703.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  |  | $256477.46         | $219202.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7972 | 2050-09-01      | 3.0000%  |  | $2939468.47        | $2636076.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $7487.90           | $7608.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5233 | 2053-12-01      | 4.5000%  |  | $66645.40          | $65701.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  |  | $313029.27         | $318230.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $208705.05         | $212172.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $15372.01          | $15796.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $66014.69          | $67878.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $252178.70         | $249113.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4916 | 2053-02-01      | 4.0000%  |  | $35407.85          | $34046.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $2010268.01        | $1792080.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $38616.76          | $35951.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  |  | $1010435.28        | $867952.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  |  | $3880.54           | $3985.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  |  | $15524.78          | $14959.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $4567.75           | $4103.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6018 | 2050-06-01      | 3.0000%  |  | $24706.06          | $22200.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  |  | $5786.73           | $5170.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  |  | $171903.07         | $170496.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1225 | 2052-10-01      | 5.5000%  |  | $66964.68          | $69293.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6052 | 2055-09-01      | 6.0000%  |  | $7276848.51        | $7489444.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $3886.84           | $3332.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU8226 | 2052-02-01      | 2.5000%  |  | $80220.32          | $68770.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $25812.11          | $22177.79          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-192 FB     | 2055-11-20      | 4.8530%  |  | $24861937.00       | $25012278.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.0530%  |  | $4592197.43        | $4571411.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 4.8530%  |  | $17796003.75       | $17963002.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $3892193.83        | $3691508.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $1197323.28        | $1030042.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.7630%  |  | $323198.28         | $324528.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-166 CA     | 2050-11-20      | 1.0000%  |  | $8445264.30        | $6415095.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $2000000.00        | $2091772.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $750000.00         | $783643.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.7030%  |  | $22741450.25       | $22923163.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $1000000.00        | $1045824.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.7530%  |  | $9382579.75        | $9425329.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $1000000.00        | $1035850.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.0898%  |  | $4620605.36        | $4480310.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.3898%  |  | $5621542.56        | $5341389.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.7830%  |  | $9207269.01        | $9278400.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.0898%  |  | $3210226.20        | $3138933.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.5530%  |  | $1613940.05        | $1614099.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $15631040.50       | $13890027.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.1030%  |  | $4143398.65        | $4193946.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $3916188.07        | $3402561.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $19838332.07       | $17217080.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.6030%  |  | $12626759.75       | $12646907.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.7530%  |  | $20362181.97       | $20549906.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 4.7530%  |  | $11326884.00       | $11390329.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 4.8030%  |  | $19113014.25       | $19246980.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 4.8530%  |  | $17243192.00       | $17347669.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 4.9530%  |  | $15865594.50       | $15984694.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 5.0030%  |  | $10947306.75       | $11056623.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 4.9530%  |  | $10815442.50       | $10940791.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $5000000.00        | $5188661.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $2500000.00        | $2612125.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $2389080.00        | $2518761.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 4.7530%  |  | $2815588.65        | $2836126.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 4.7530%  |  | $742880.79         | $747347.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $1500000.00        | $1568730.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $1750000.00        | $1813838.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 4.8530%  |  | $13635609.50       | $13747245.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.7030%  |  | $13307731.00       | $13355790.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 4.7030%  |  | $9918039.90        | $9952558.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.6530%  |  | $471735.48         | $472789.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $7576996.25        | $6314528.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $8089945.91        | $7030804.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $1544240.14        | $1334931.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.1898%  |  | $2634060.07        | $2585316.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 4.8030%  |  | $4233120.11        | $4259539.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 4.7030%  |  | $3352961.09        | $3376168.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 4.8030%  |  | $4077818.42        | $4105764.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.4898%  |  | $8375936.00        | $7999816.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.1898%  |  | $4766009.00        | $4689580.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.0919%  |  | $903133.13         | $888136.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-212 BD     | 2068-01-16      | 4.5000%  |  | $999179.19         | $972656.98         | Agency Mortgage-Backed Securities         |

### Security 196: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.690%, 2/2/2026
- **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):** $354281250.00
- **C.18.a - Value (excl. sponsor support):** $354281250.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $43000000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42352500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42352500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42352500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $25000000.00       | $21176250.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42784750.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42784750.00       | Agency Debentures and Agency Strips |

### Security 197: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/30/2026
- **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):** $4247000000.00
- **C.18.a - Value (excl. sponsor support):** $4247000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF CW7625 C | 2054-01-20      | 8.0000%  |  | $2152809.91        | $2271719.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C | 2053-11-20      | 7.5000%  |  | $1881146.87        | $1956444.80        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X | 2045-10-15      | 4.5000%  |  | $327780.37         | $325511.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C | 2054-03-20      | 6.0000%  |  | $1305423.68        | $1376611.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C | 2050-04-20      | 4.0000%  |  | $256840.12         | $245406.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C | 2050-05-20      | 3.0000%  |  | $823796.63         | $746472.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M | 2050-09-20      | 6.0000%  |  | $108407.52         | $114930.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M | 2053-11-20      | 3.5000%  |  | $11982481.77       | $11207448.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C | 2050-04-20      | 4.0000%  |  | $617322.20         | $588760.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C | 2052-04-20      | 5.0000%  |  | $959565.99         | $1005981.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C | 2064-08-20      | 2.5000%  |  | $519362.81         | $434059.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C | 2054-01-20      | 7.5000%  |  | $4894027.12        | $5265286.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M | 2048-05-20      | 3.5000%  |  | $164145.81         | $149421.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C | 2064-07-20      | 3.5000%  |  | $519071.94         | $475609.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C | 2050-04-20      | 4.0000%  |  | $4602811.97        | $4458031.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C | 2053-09-20      | 7.5000%  |  | $1239590.37        | $1316595.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M | 2048-06-20      | 5.0000%  |  | $926986.49         | $944837.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C | 2050-04-20      | 4.0000%  |  | $172688.37         | $164698.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C | 2064-08-20      | 4.0000%  |  | $299608.34         | $286661.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M | 2050-01-20      | 3.5000%  |  | $234715.34         | $214177.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M | 2052-05-20      | 4.0000%  |  | $48079.24          | $45231.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M | 2052-10-20      | 5.0000%  |  | $52900.28          | $53501.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C | 2053-05-20      | 6.0000%  |  | $6842831.80        | $7420765.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M | 2049-09-20      | 5.0000%  |  | $105470.04         | $107890.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C | 2054-01-20      | 8.0000%  |  | $1797415.66        | $1896730.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C | 2054-01-20      | 7.5000%  |  | $1452557.23        | $1544749.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M | 2049-03-20      | 5.0000%  |  | $88753.06          | $90662.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C | 2055-03-20      | 6.0000%  |  | $6089378.28        | $6320173.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C | 2054-01-20      | 7.5000%  |  | $2664972.83        | $2830536.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C | 2063-06-20      | 2.0000%  |  | $85852.07          | $67586.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C | 2053-11-20      | 6.5000%  |  | $817648.54         | $859303.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C | 2053-06-20      | 6.0000%  |  | $774590.57         | $810712.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C | 2053-11-20      | 7.5000%  |  | $1615579.57        | $1718118.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C | 2053-11-20      | 7.5000%  |  | $2157259.33        | $2292242.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C | 2053-11-20      | 7.5000%  |  | $19597269.05       | $20608462.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C | 2053-11-20      | 7.0000%  |  | $644780.44         | $673218.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C | 2053-09-20      | 7.5000%  |  | $5773165.51        | $6087876.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C | 2053-05-20      | 6.0000%  |  | $785022.02         | $820421.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C | 2053-05-20      | 6.0000%  |  | $756889.41         | $784896.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C | 2053-09-20      | 7.5000%  |  | $1092594.50        | $1160959.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C | 2053-04-20      | 7.5000%  |  | $689768.03         | $742085.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C | 2063-03-20      | 5.5000%  |  | $332074.84         | $337015.64         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X | 2053-05-15      | 6.0000%  |  | $2998663.52        | $3251823.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C | 2052-12-20      | 7.5000%  |  | $948955.43         | $986938.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C | 2062-09-20      | 4.5000%  |  | $477110.30         | $465285.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C | 2035-08-20      | 5.5000%  |  | $151529.64         | $153749.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C | 2036-04-20      | 5.5000%  |  | $90450.70          | $93494.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C | 2039-07-20      | 5.5000%  |  | $554560.59         | $574823.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C | 2050-06-20      | 4.5000%  |  | $56271167.12       | $54859154.73       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C | 2050-06-20      | 5.5000%  |  | $3107481.12        | $3307797.30        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X | 2031-05-15      | 6.5000%  |  | $113215.29         | $117331.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C | 2050-04-20      | 4.0000%  |  | $461536.79         | $441262.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C | 2050-04-20      | 4.0000%  |  | $389981.36         | $373083.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C | 2050-04-20      | 4.0000%  |  | $563846.10         | $545674.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C | 2050-04-20      | 4.0000%  |  | $787524.34         | $754565.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C | 2050-06-20      | 4.5000%  |  | $371921.18         | $381737.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C | 2053-01-20      | 7.5000%  |  | $559141.14         | $584192.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C | 2052-07-20      | 4.5000%  |  | $739852.44         | $733778.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C | 2052-07-20      | 4.5000%  |  | $599353.22         | $594432.54         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X | 2047-10-15      | 4.0000%  |  | $1037699.06        | $999821.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C | 2031-02-20      | 7.0000%  |  | $102717.27         | $105218.42         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X | 2041-01-15      | 3.5000%  |  | $80445.29          | $76237.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C | 2037-05-20      | 5.5000%  |  | $550664.49         | $573687.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8269 C | 2055-12-20      | 5.5000%  |  | $1020683.21        | $1052783.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7746 C | 2056-01-20      | 5.5000%  |  | $5336598.43        | $5530394.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C | 2055-09-20      | 6.5000%  |  | $25490825.07       | $27034807.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C | 2055-07-20      | 6.0000%  |  | $1589108.51        | $1649344.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C | 2055-08-20      | 6.5000%  |  | $1428392.66        | $1507178.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C | 2055-08-20      | 6.5000%  |  | $1472182.22        | $1552057.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C | 2065-05-20      | 7.0000%  |  | $10141860.28       | $10586660.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C | 2055-08-20      | 6.0000%  |  | $12050979.32       | $12507775.70       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X | 2032-05-15      | 6.5000%  |  | $141612.08         | $147108.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M | 2052-09-20      | 5.0000%  |  | $56615.43          | $57259.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M | 2045-10-20      | 3.5000%  |  | $76176.86          | $69282.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M | 2051-08-20      | 3.0000%  |  | $91791.41          | $82610.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M | 2052-01-20      | 2.5000%  |  | $489199.71         | $411897.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M | 2051-10-20      | 3.0000%  |  | $100798.01         | $90703.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C | 2040-08-20      | 5.0000%  |  | $888569.61         | $897459.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M | 2051-10-20      | 2.5000%  |  | $236532.44         | $198998.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M | 2050-08-20      | 3.0000%  |  | $295277.73         | $263546.20         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X | 2052-06-15      | 5.5000%  |  | $1216161.66        | $1295734.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C | 2051-08-20      | 4.0000%  |  | $378797.25         | $363675.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C | 2051-05-20      | 2.5000%  |  | $590495.73         | $513507.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C | 2051-04-20      | 3.0000%  |  | $4634253.03        | $4199465.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C | 2050-12-20      | 4.0000%  |  | $579193.15         | $554179.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C | 2050-08-20      | 2.0000%  |  | $328603.21         | $271768.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C | 2055-03-20      | 6.0000%  |  | $9608266.75        | $9972471.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C | 2055-04-20      | 6.5000%  |  | $7605329.15        | $8024809.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C | 2055-02-20      | 6.5000%  |  | $897244.28         | $960216.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C | 2055-01-20      | 6.0000%  |  | $901317.84         | $946110.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C | 2064-11-20      | 4.0000%  |  | $754929.49         | $722303.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C | 2064-10-20      | 6.5000%  |  | $4341969.54        | $4535865.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C | 2054-12-20      | 5.5000%  |  | $1739899.57        | $1785884.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C | 2055-02-20      | 6.5000%  |  | $1040909.74        | $1114329.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5588 C | 2056-01-20      | 5.5000%  |  | $1806977.89        | $1855013.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C | 2055-08-20      | 6.0000%  |  | $16865176.23       | $17504456.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C | 2050-05-20      | 5.0000%  |  | $392214.28         | $397242.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C | 2050-05-20      | 3.0000%  |  | $1096058.37        | $1003345.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C | 2050-04-20      | 4.0000%  |  | $5701390.20        | $5533485.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C | 2050-04-20      | 4.0000%  |  | $3121052.58        | $3011323.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C | 2050-04-20      | 4.0000%  |  | $952743.23         | $919068.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C | 2050-05-20      | 4.0000%  |  | $606390.76         | $579836.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C | 2050-05-20      | 4.0000%  |  | $867071.48         | $829631.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C | 2050-05-20      | 4.0000%  |  | $443733.03         | $424772.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C | 2050-05-20      | 4.0000%  |  | $636779.01         | $610461.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C | 2050-04-20      | 4.0000%  |  | $411672.46         | $393341.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C | 2050-04-20      | 4.0000%  |  | $427680.12         | $408637.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C | 2055-01-20      | 7.0000%  |  | $1731801.01        | $1859429.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M | 2051-08-20      | 3.0000%  |  | $117585.17         | $105811.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M | 2045-04-20      | 3.5000%  |  | $66085.68          | $60118.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M | 2038-12-20      | 7.0000%  |  | $60363.07          | $62838.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M | 2051-03-20      | 2.5000%  |  | $168189.42         | $141481.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M | 2051-08-20      | 3.0000%  |  | $206295.62         | $185832.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M | 2039-01-20      | 6.5000%  |  | $93423.40          | $100737.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C | 2055-03-20      | 6.5000%  |  | $1199356.26        | $1258299.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C | 2055-04-20      | 6.0000%  |  | $8186790.67        | $8536713.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C | 2054-11-20      | 5.5000%  |  | $869061.88         | $892029.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C | 2054-12-20      | 5.5000%  |  | $1969839.00        | $2021900.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C | 2050-05-20      | 3.5000%  |  | $1107468.98        | $1031324.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C | 2056-03-20      | 3.0000%  |  | $89737.50          | $80424.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C | 2062-04-20      | 4.0000%  |  | $54894.39          | $52390.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C | 2063-12-20      | 7.5000%  |  | $256603.28         | $267339.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C | 2064-10-20      | 4.0000%  |  | $123606.58         | $118264.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C | 2063-10-20      | 4.5000%  |  | $32554.84          | $31749.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C | 2064-08-20      | 3.0000%  |  | $733337.40         | $658989.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C | 2063-08-20      | 4.0000%  |  | $251960.15         | $241073.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C | 2064-02-20      | 3.5000%  |  | $100341.69         | $91940.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C | 2064-01-20      | 3.0000%  |  | $171255.64         | $153893.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C | 2064-08-20      | 3.0000%  |  | $141372.00         | $127039.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C | 2064-08-20      | 3.5000%  |  | $615235.33         | $563718.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C | 2064-05-20      | 3.5000%  |  | $829206.21         | $759773.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C | 2064-06-20      | 3.5000%  |  | $393168.99         | $360248.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C | 2064-06-20      | 2.5000%  |  | $677870.95         | $566531.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M | 2050-09-20      | 5.0000%  |  | $206977.09         | $212732.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M | 2050-06-20      | 6.0000%  |  | $233186.84         | $247206.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M | 2050-06-20      | 5.0000%  |  | $294911.45         | $301667.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M | 2050-04-20      | 3.5000%  |  | $88860.28          | $80850.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M | 2035-03-20      | 2.5000%  |  | $298031.17         | $284080.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M | 2051-01-20      | 2.5000%  |  | $163645.13         | $137749.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M | 2047-10-20      | 5.5000%  |  | $290933.62         | $303131.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C | 2064-05-20      | 3.5000%  |  | $931941.09         | $853908.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C | 2054-05-20      | 6.5000%  |  | $1538206.32        | $1631366.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C | 2064-06-20      | 3.5000%  |  | $294118.79         | $269492.06         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X | 2042-05-15      | 4.5000%  |  | $228698.30         | $233900.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C | 2052-12-20      | 7.5000%  |  | $772625.19         | $807356.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M | 2053-07-20      | 6.0000%  |  | $71950.62          | $73198.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C | 2050-04-20      | 4.0000%  |  | $219653.91         | $210005.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M | 2041-07-20      | 7.0000%  |  | $46559.53          | $46848.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C | 2054-01-20      | 8.0000%  |  | $2193503.26        | $2314651.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M | 2052-06-20      | 5.0000%  |  | $61932.48          | $63089.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C | 2063-08-20      | 2.0000%  |  | $241367.26         | $190015.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C | 2054-01-20      | 8.0000%  |  | $5238307.20        | $5465704.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C | 2050-05-20      | 4.0000%  |  | $812239.19         | $778167.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C | 2053-01-20      | 7.5000%  |  | $1203203.33        | $1294468.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C | 2050-04-20      | 4.0000%  |  | $649131.71         | $621306.17         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X | 2042-06-15      | 4.0000%  |  | $494214.51         | $482886.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C | 2052-06-20      | 6.0000%  |  | $939894.00         | $1019271.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M | 2051-12-20      | 2.5000%  |  | $95816.82          | $80595.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C | 2063-07-20      | 6.0000%  |  | $287864.44         | $296690.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C | 2052-01-20      | 4.0000%  |  | $724108.68         | $693161.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C | 2049-06-20      | 6.0000%  |  | $320066.78         | $340916.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C | 2053-01-20      | 7.5000%  |  | $674755.37         | $725938.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C | 2053-10-20      | 7.5000%  |  | $1931029.30        | $2077514.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M | 2050-02-20      | 6.5000%  |  | $418084.83         | $445908.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C | 2051-08-20      | 4.0000%  |  | $517448.20         | $495440.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C | 2054-01-20      | 6.5000%  |  | $1348668.16        | $1438451.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M | 2050-09-20      | 5.5000%  |  | $212280.62         | $221068.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C | 2064-08-20      | 4.0000%  |  | $699446.85         | $669218.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C | 2054-01-20      | 7.5000%  |  | $1869207.97        | $1986167.43        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-184 FC | 2054-11-20      | 4.9030%  |  | $33982908.92       | $34341596.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM | 2054-11-20      | 4.9530%  |  | $24332936.38       | $24567818.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX | 2054-11-20      | 4.9530%  |  | $81373862.90       | $82277831.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG | 2054-04-20      | 4.9030%  |  | $67860.39          | $68441.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF | 2054-03-20      | 4.9530%  |  | $17383090.92       | $17541813.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF | 2054-02-20      | 4.7030%  |  | $13591694.51       | $13691721.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF | 2054-01-20      | 4.9530%  |  | $21633218.04       | $21852575.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FM | 2053-12-20      | 5.0530%  |  | $17210532.82       | $17402974.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 HF | 2063-09-20      | 4.7530%  |  | $38446194.29       | $38757811.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ | 2053-10-20      | 4.8530%  |  | $19371315.75       | $19552225.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH | 2052-01-20      | 1.5000%  |  | $41574933.19       | $33433535.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH | 2055-09-20      | 4.8530%  |  | $63135595.15       | $63743468.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF | 2051-05-20      | 4.5530%  |  | $7771294.20        | $7812767.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH | 2055-09-20      | 4.9030%  |  | $42360482.00       | $42746553.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF | 2055-07-20      | 5.0230%  |  | $82346506.59       | $83385083.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH | 2055-08-20      | 4.7730%  |  | $48382664.68       | $48764492.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF | 2065-08-20      | 4.7030%  |  | $42734442.09       | $42977233.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE | 2055-08-20      | 4.8530%  |  | $132610432.87      | $134093687.98      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL | 2053-08-20      | 4.8230%  |  | $18409591.98       | $18548174.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF | 2055-06-20      | 5.2030%  |  | $80876187.44       | $82235738.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF | 2055-06-20      | 5.1030%  |  | $362954.92         | $365057.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM | 2055-12-20      | 4.5030%  |  | $75338399.96       | $75692929.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP | 2055-11-20      | 4.7530%  |  | $307609202.08      | $310327630.11      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG | 2055-11-20      | 4.5030%  |  | $144731102.74      | $145414643.71      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F  | 2055-10-20      | 4.5030%  |  | $28219000.54       | $28313388.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY | 2055-05-20      | 5.0030%  |  | $76766118.88       | $77688442.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF | 2055-04-20      | 4.8530%  |  | $31389256.58       | $31665138.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF | 2055-04-20      | 4.8530%  |  | $9247.15           | $9322.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN | 2054-11-20      | 4.9030%  |  | $38500185.13       | $38885954.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ | 2053-10-20      | 5.0030%  |  | $3979346.25        | $4022596.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW | 2065-06-20      | 4.6030%  |  | $39219225.69       | $39410325.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC | 2053-05-20      | 7.0000%  |  | $15225718.58       | $16684569.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF | 2056-01-20      | 4.5384%  |  | $49954591.73       | $50196605.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD | 2053-08-20      | 5.0030%  |  | $39876733.97       | $40282787.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF | 2051-05-20      | 4.5530%  |  | $7800185.58        | $7841813.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN | 2051-03-20      | 4.5530%  |  | $5573857.13        | $5603976.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 FM | 2055-07-20      | 4.8530%  |  | $31077627.07       | $31427376.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG | 2055-09-20      | 4.6030%  |  | $27017912.32       | $27162042.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC | 2056-01-20      | 4.6784%  |  | $59579213.63       | $59282006.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF | 2054-01-20      | 5.0030%  |  | $24398294.48       | $24630413.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD | 2051-05-20      | 4.9530%  |  | $32195038.13       | $32969806.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG | 2050-07-20      | 5.7030%  |  | $13676417.66       | $14514538.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 GF | 2055-07-20      | 4.6030%  |  | $71772403.64       | $72122122.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD | 2053-12-20      | 4.8030%  |  | $30804411.96       | $31065392.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F  | 2055-05-20      | 5.0730%  |  | $46502443.09       | $47052481.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB | 2055-05-20      | 5.2030%  |  | $26096097.45       | $26496262.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA | 2055-03-20      | 4.9030%  |  | $19466101.57       | $19651709.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-063 LD | 2053-07-20      | 5.2500%  |  | $2514418.94        | $2532601.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK | 2051-04-20      | 6.4530%  |  | $23268118.08       | $25474761.69       | Agency Collateralized Mortgage Obligation |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $426109239.54      | $431157268.60      | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $804899424.36      | $814417072.59      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $659080463.10      | $665025583.72      | U.S. Treasuries (including strips)        |
| GNMA GNII ET DA9234 C | 2063-06-20      | 2.0000%  |  | $127059.07         | $100027.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C | 2054-01-20      | 8.0000%  |  | $932693.41         | $973173.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C | 2054-01-20      | 6.0000%  |  | $1302441.76        | $1368736.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C | 2053-12-20      | 8.0000%  |  | $7839714.20        | $8266386.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C | 2053-12-20      | 8.0000%  |  | $1065562.87        | $1123580.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C | 2053-12-20      | 8.0000%  |  | $1121360.62        | $1182392.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C | 2053-12-20      | 8.0000%  |  | $1031945.72        | $1088031.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C | 2053-10-20      | 7.5000%  |  | $876704.62         | $943210.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C | 2053-10-20      | 7.5000%  |  | $2251872.97        | $2422699.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C | 2054-01-20      | 7.5000%  |  | $1574083.60        | $1658244.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C | 2053-10-20      | 7.5000%  |  | $4447195.28        | $4784553.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C | 2053-10-20      | 7.5000%  |  | $1187935.98        | $1278051.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C | 2053-11-20      | 7.5000%  |  | $729692.30         | $762823.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C | 2063-05-20      | 1.5000%  |  | $115440.55         | $82422.74          | Agency Mortgage-Backed Securities         |

### Security 198: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 5/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLTA4068 | 2056-01-01      | 5.5000%  |  | $4967235.00        | $5142144.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4066 | 2056-01-01      | 5.5000%  |  | $2401167.72        | $2485718.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4065 | 2056-01-01      | 6.0000%  |  | $3621948.12        | $3831924.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4063 | 2056-01-01      | 5.5000%  |  | $2659297.20        | $2752940.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4062 | 2055-12-01      | 5.5000%  |  | $1443811.32        | $1496369.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $21.81             | $22.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $26.79             | $27.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $245.49            | $241.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  |  | $6262427.14        | $5421111.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $20055628.45       | $19310205.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6713 | 2055-12-01      | 5.5000%  |  | $4146187.08        | $4265748.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6711 | 2055-12-01      | 5.0000%  |  | $1467877.32        | $1487650.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6710 | 2055-12-01      | 4.5000%  |  | $1219317.12        | $1210458.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6638 | 2055-11-01      | 6.5000%  |  | $840.17            | $890.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6631 | 2055-11-01      | 4.5000%  |  | $839.04            | $830.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF7147 | 2055-12-01      | 6.5000%  |  | $1189.13           | $1274.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7108 | 2055-12-01      | 6.0000%  |  | $881312.88         | $926675.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $962335.05         | $994358.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4602 | 2055-11-01      | 6.5000%  |  | $1678.63           | $1790.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $63564.91          | $63436.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1136262.57        | $989427.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO2416 | 2039-09-01      | 5.5000%  |  | $729.36            | $754.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $1404.44           | $1456.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $2994.96           | $3088.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  |  | $216555.69         | $200649.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4901.25           | $4456.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5388 | 2046-02-01      | 5.0000%  |  | $20814.36          | $21030.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $130666.85         | $134195.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  |  | $1187441.64        | $1205618.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  |  | $3503971.26        | $3675011.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $9.40              | $9.65              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $693988.92         | $687320.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $76874533.82       | $78308303.68       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $14528395.18       | $13460806.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  |  | $490385.95         | $520036.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $127.45            | $117.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $44.84             | $44.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $60.68             | $60.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $184.13            | $170.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $125246.99         | $127736.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $99922.37          | $95932.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $9262.03           | $8610.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $122.96            | $117.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $202.65            | $185.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $21303.07          | $20586.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1471 | 2056-02-01      | 5.0000%  |  | $2018999.64        | $2041224.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG0726 | 2055-12-01      | 5.5000%  |  | $916662.60         | $937168.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0710 | 2055-11-01      | 6.5000%  |  | $1255807.56        | $1330877.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0709 | 2055-12-01      | 6.0000%  |  | $1550104.92        | $1613577.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0731 | 2055-12-01      | 6.5000%  |  | $1207240.44        | $1276527.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0730 | 2055-12-01      | 6.0000%  |  | $907977.84         | $936416.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG0728 | 2055-12-01      | 7.0000%  |  | $1012042.08        | $1074911.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0581 | 2055-12-01      | 6.5000%  |  | $2418666.60        | $2563254.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  |  | $270.09            | $242.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $259.34            | $243.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  |  | $1641636.36        | $1701413.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $116480.78         | $119432.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  |  | $1609951.08        | $1626673.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $680630.10         | $711369.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $1717.16           | $1480.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  |  | $704.23            | $738.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $552.45            | $585.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $828.17            | $872.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  |  | $273742.89         | $249156.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $14098756.49       | $12402945.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8383 | 2053-12-01      | 5.5000%  |  | $67484.19          | $68874.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  |  | $871463.23         | $915818.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $385.55            | $369.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $546424.05         | $552021.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $76.72             | $74.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $66706664.54       | $66370663.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $24816480.86       | $25051388.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $545.91            | $565.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $143.78            | $137.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6076 | 2051-10-01      | 2.0000%  |  | $346211.22         | $286509.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $54.41             | $54.27             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30670 G | 2033-12-01      | 4.5000%  |  | $172.55            | $174.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  |  | $947635.43         | $973809.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  |  | $717.39            | $762.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $703.97            | $695.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $56710699.87       | $59072051.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $19459.65          | $20090.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $605.37            | $626.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $25642.44          | $23872.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $125.78            | $122.87            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $1950834.30        | $1886983.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $87.26             | $85.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $8568921.33        | $8236894.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $21403.54          | $21537.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $65501147.02       | $68491885.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $19812556.63       | $20823518.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  |  | $1231453.14        | $1274198.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $113202.52         | $115220.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $654.72            | $658.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $610536.88         | $634022.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  |  | $578625.54         | $593245.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $1226839.56        | $1237321.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $674.16            | $650.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $692.82            | $690.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  |  | $661.47            | $636.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $680.64            | $640.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  |  | $641.42            | $548.52            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  |  | $220.25            | $220.79            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U90454 G | 2042-06-01      | 4.0000%  |  | $102.99            | $101.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $22108498.49       | $23159831.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4050 | 2053-08-01      | 5.0000%  |  | $655.26            | $661.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $120526442.06      | $126546898.51      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $117429.92         | $116838.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $31521.90          | $26988.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4473 | 2053-12-01      | 6.5000%  |  | $3560582.26        | $3773384.42        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9973%  |  | $20695222.92       | $20889304.10       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $537560.57         | $544573.34         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1473%  |  | $11656960.08       | $11789720.03       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1973%  |  | $15220183.33       | $15407952.37       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6973%  |  | $3359733.97        | $3383203.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1473%  |  | $7727139.03        | $7818758.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6973%  |  | $6764450.87        | $6812927.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7973%  |  | $3222602.96        | $3249142.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $828032.03         | $825344.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8973%  |  | $2307300.84        | $2329571.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5473%  |  | $12397860.58       | $12431044.28       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5473%  |  | $24786755.91       | $24879893.81       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.1218%  |  | $22369033.24       | $21933383.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2473%  |  | $11836127.70       | $11982632.79       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3005%  |  | $491325.13         | $498018.78         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.4891%  |  | $445300.81         | $441064.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $12994524.47       | $12618263.69       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.2118%  |  | $5219896.84        | $5202733.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $21984944.02       | $16137963.89       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2718%  |  | $1788178.97        | $1767863.34        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.8247%  |  | $5091483.33        | $5042013.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $2151970.59        | $2127108.87        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0473%  |  | $4374688.59        | $4413531.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1473%  |  | $15514307.68       | $15685397.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0473%  |  | $25857179.46       | $26102512.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8473%  |  | $22294143.48       | $22498964.99       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1973%  |  | $5571444.16        | $5639392.63        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8973%  |  | $12359731.78       | $12454928.62       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8973%  |  | $5901007.68        | $5948299.40        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6473%  |  | $16482810.23       | $16507739.75       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7973%  |  | $21715163.97       | $21834299.63       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9973%  |  | $4165533.25        | $4204339.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6973%  |  | $9270799.78        | $9318446.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7473%  |  | $4261616.69        | $4286335.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5473%  |  | $16480207.44       | $16487253.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5473%  |  | $15605543.43       | $15642100.45       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1718%  |  | $13368512.83       | $13147160.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $14113512.48       | $13247587.33       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $365299.63         | $363895.38         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $17895562.45       | $17085800.16       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.5800%  |  | $364137.90         | $365926.52         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4906%  |  | $325931.85         | $325687.30         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.4327%  |  | $910950.84         | $913602.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.1203%  |  | $408943.00         | $416145.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.6263%  |  | $651827.55         | $658624.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1473%  |  | $39567953.50       | $40037106.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0473%  |  | $2597076.59        | $2617359.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0973%  |  | $5291170.44        | $5350997.47        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8973%  |  | $5137549.56        | $5185792.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9973%  |  | $11510458.01       | $11626357.57       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0973%  |  | $22010519.47       | $22281291.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5473%  |  | $20441932.14       | $20511303.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL078FC R22F078 | 2052-11-25      | 4.9473%  |  | $1553243.86        | $1562161.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7973%  |  | $16841108.54       | $16907096.87       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $12607297.12       | $9732159.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 4.5473%  |  | $43875044.77       | $44023411.18       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2300020.22        | $2258175.18        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $513411.82         | $503555.17         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $3728844.07        | $3757846.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8973%  |  | $1061889.77        | $1072827.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007BD R25F007 | 2052-02-25      | 5.0000%  |  | $13191369.42       | $13331445.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4973%  |  | $78408802.92       | $78570060.19       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FL R25F042 | 2055-05-25      | 4.9973%  |  | $20272680.74       | $20491687.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $8432854.25        | $8492430.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8973%  |  | $1236649.59        | $1246410.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103MF R24F103 | 2055-01-25      | 4.5973%  |  | $19704634.31       | $19673097.26       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8973%  |  | $3564960.33        | $3586129.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0473%  |  | $679.00            | $687.35            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9473%  |  | $18561933.03       | $18741429.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1973%  |  | $3249889.68        | $3289719.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8973%  |  | $2457771.29        | $2478362.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0473%  |  | $38085050.74       | $38570216.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578GF 09/25/55 | 2055-09-25      | 4.7973%  |  | $52504050.05       | $52958015.23       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $13770481.51       | $13881138.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6473%  |  | $3715324.74        | $3717243.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6973%  |  | $1587336.18        | $1599159.30        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547HV 05/25/36 | 2036-05-25      | 5.0000%  |  | $10879574.85       | $11021431.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8973%  |  | $4990768.53        | $5038700.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7473%  |  | $33126594.09       | $33211475.85       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6373%  |  | $4201768.55        | $4225924.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FM 11/25/54 | 2054-11-25      | 4.7473%  |  | $49451767.44       | $49627288.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6973%  |  | $3118522.59        | $3140977.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $2865754.14        | $2827306.86        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7973%  |  | $1565097.52        | $1578024.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7473%  |  | $18571915.01       | $18694588.90       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8973%  |  | $28311696.29       | $28617411.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0473%  |  | $6206557.73        | $6264247.75        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5762%  |  | $920269.09         | $952933.41         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8473%  |  | $28367765.62       | $28489186.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6973%  |  | $9698452.74        | $9671688.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1473%  |  | $3593525.68        | $3639418.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0973%  |  | $4589952.32        | $4635608.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2473%  |  | $9494802.87        | $9642853.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8973%  |  | $22714499.99       | $22874573.11       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9269080.15        | $8981232.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5585FD 10/25/55 | 2055-10-25      | 4.7973%  |  | $56116683.58       | $56586228.09       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8473%  |  | $13821185.00       | $13911634.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.1173%  |  | $2206690.34        | $2232437.42        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $411439.95         | $404086.62         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $2347799.20        | $2389321.59        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  |  | $13021099.62       | $12553279.73       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $25788000.00       | $22549983.50       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $3052064.44        | $2926982.62        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4573%  |  | $6206573.64        | $5956643.86        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  |  | $4001620.74        | $3765127.63        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  |  | $21567000.00       | $19172384.85       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  |  | $25200000.00       | $25234154.40       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  |  | $18093900.69       | $17492767.30       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  |  | $4200000.00        | $3659358.86        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $177417.60         | $166357.93         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  |  | $5815225.24        | $5466648.84        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  |  | $2440200.00        | $2096274.69        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $634478.88         | $625573.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL042A2 R20M042 | 2030-07-25      | 1.2700%  |  | $24654000.00       | $21978623.23       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0253A1 R20M02 | 2034-08-25      | 0.9980%  |  | $644.03            | $642.79            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $3455332.94        | $3191894.61        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $1111013.09        | $1106366.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $2471603.04        | $2434293.58        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0950%  |  | $1488198.14        | $1398413.52        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1526882.36        | $1469615.87        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $2101426.74        | $1934392.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6246%  |  | $4179125.71        | $4125495.57        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0742%  |  | $11121249.46       | $10813972.43       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $6660153.32        | $6343807.50        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0837%  |  | $13192200.00       | $11740052.46       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $1340070.18        | $1308090.63        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0626%  |  | $5389754.05        | $5344886.60        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A1 R21M004 | 2031-02-25      | 0.9590%  |  | $232047.06         | $226257.38         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $38518.50          | $38363.44          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4983%  |  | $37317.52          | $37382.07          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  |  | $5349754.16        | $4776419.67        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $17053680.00       | $16213680.15       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $2339195.45        | $1975550.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  |  | $872400.13         | $918523.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $804.17            | $808.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $593.12            | $616.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $8340422.34        | $8320038.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $23281.80          | $23643.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $123.70            | $127.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $592.62            | $611.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $4418010.09        | $3871507.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $3471484.55        | $3319698.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $26228.78          | $23359.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $15021.40          | $15034.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $1298.95           | $1218.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $154.88            | $151.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $465.85            | $484.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2321 | 2051-12-01      | 2.5000%  |  | $627.16            | $542.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $587.12            | $535.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $19286075.78       | $19629961.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $128193.86         | $114168.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $68603.41          | $66668.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $39292.94          | $40190.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  |  | $404972.21         | $408198.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $1119592.24        | $1158261.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $44045822.90       | $45058901.31       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $504.41            | $524.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $133407.39         | $136714.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $3359881.64        | $3438642.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $3875.56           | $3986.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  |  | $718.85            | $732.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $19924802.18       | $20028725.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $13449.39          | $13258.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $29686429.06       | $30858630.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $22771.72          | $23440.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $686.09            | $699.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $131.47            | $129.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $10101.72          | $10122.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $1458688.73        | $1435205.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $5909166.48        | $5657999.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $137.01            | $127.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $725657.49         | $693699.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $7088045.29        | $7367247.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $18913778.12       | $19395617.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $113423.78         | $109157.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $680.65            | $702.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $57683.12          | $56967.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCB6022 | 2043-04-01      | 5.0000%  |  | $642.01            | $657.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $684.26            | $676.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $23779857.64       | $24801472.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  |  | $533.92            | $564.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $24274056.91       | $24503829.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $59676245.21       | $60593754.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $657.26            | $672.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4693 | 2052-09-01      | 5.5000%  |  | $5493830.51        | $5698973.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  |  | $1210438.88        | $1222178.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $24765445.70       | $25721281.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $9974925.95        | $10216404.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $525.75            | $544.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $593.14            | $492.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $4421254.32        | $4422535.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  |  | $668182.13         | $713692.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $2363244.60        | $2259166.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $92517.26          | $87645.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $25131.96          | $20639.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $653.77            | $673.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0411 | 2054-09-01      | 5.5000%  |  | $669.89            | $696.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $609.65            | $644.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $565680.59         | $528737.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $813.87            | $668.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $829.57            | $903.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $5548943.63        | $4778056.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  |  | $7154.29           | $6866.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $109988.13         | $100318.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $237.69            | $225.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $739.63            | $789.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS9318 | 2032-03-01      | 2.5000%  |  | $25294.50          | $24455.58          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  |  | $1164844.03        | $1208777.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $8650850.21        | $9012162.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $705.73            | $702.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $5228331.75        | $4336598.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  |  | $1379362.62        | $1239607.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $5592.57           | $5658.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $192.40            | $196.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  |  | $903031.35         | $967363.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $478.64            | $416.09            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA4841 | 2039-01-01      | 3.9000%  |  | $7158855.45        | $6599273.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $708.40            | $714.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $462.24            | $412.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $20292940.08       | $20298819.39       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $553.67            | $475.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $28240.11          | $26743.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8040 | 2035-04-01      | 2.5000%  |  | $794008.53         | $753882.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $857.82            | $794.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0661 | 2037-04-01      | 2.5000%  |  | $952252.62         | $902601.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $246.81            | $239.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  |  | $118.54            | $115.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $783.05            | $723.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3639.22           | $3645.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8598 | 2031-02-01      | 3.0000%  |  | $225.60            | $221.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8826 | 2055-07-01      | 6.5000%  |  | $836.14            | $879.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $11815954.46       | $12157262.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $4502420.45        | $4685828.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $31593.35          | $29918.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  |  | $35504.70          | $35231.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $476.87            | $464.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4061 | 2056-01-01      | 6.0000%  |  | $1675446.36        | $1756448.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4049 | 2055-12-01      | 5.5000%  |  | $1239519.96        | $1283356.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4048 | 2055-12-01      | 5.0000%  |  | $1146932.64        | $1166699.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4046 | 2056-01-01      | 5.5000%  |  | $24850881.72       | $25847241.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3959 | 2055-12-01      | 6.5000%  |  | $2189678.40        | $2341484.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3956 | 2056-01-01      | 6.0000%  |  | $1031581.32        | $1077854.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3955 | 2055-12-01      | 6.0000%  |  | $3123394.68        | $3264426.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3948 | 2056-01-01      | 5.0000%  |  | $1330581.00        | $1348504.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3947 | 2055-12-01      | 5.5000%  |  | $1127453.04        | $1164093.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  |  | $621188.40         | $660177.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  |  | $566.95            | $562.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  |  | $723.35            | $727.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  |  | $450.56            | $417.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7394 | 2052-05-01      | 4.0000%  |  | $339995.05         | $328031.38         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $531.14            | $553.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $417556.30         | $416282.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0039 | 2051-04-01      | 2.5000%  |  | $9439713.75        | $8120541.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  |  | $199406.76         | $209938.45         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2080%  |  | $195.69            | $201.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $525.56            | $551.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  |  | $924204.92         | $963220.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0632 | 2055-11-01      | 6.5000%  |  | $1719850.95        | $1834977.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  |  | $2678682.72        | $2856400.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $1067229.16        | $1117667.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $915567.65         | $927194.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  |  | $580.73            | $503.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  |  | $1273589.98        | $1090070.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $495.85            | $409.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  |  | $225252.26         | $187278.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  |  | $332557.59         | $310030.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $233.00            | $222.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $4180.18           | $4353.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7476 | 2055-04-01      | 5.5000%  |  | $831.47            | $849.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  |  | $13330749.48       | $13742127.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7020 | 2055-04-01      | 6.0000%  |  | $676.14            | $702.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $711.81            | $740.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  |  | $833.65            | $868.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $12401158.70       | $12758815.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6187 | 2055-04-01      | 5.5000%  |  | $8095329.89        | $8314750.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $1095105.63        | $1130692.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $674.87            | $706.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $607.82            | $627.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $825.58            | $832.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  |  | $1206232.19        | $1232884.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $9159.72           | $9362.31           | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC E04114 G | 2027-11-01      | 2.5000%  |  | $46580.37          | $46163.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $1294566.60        | $1154553.62        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45023 G | 2046-12-01      | 3.5000%  |  | $200.68            | $190.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $625.18            | $587.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $708.47            | $719.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $634.19            | $600.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $158880.39         | $143871.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $651.66            | $628.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $4801.38           | $4293.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $1329693.48        | $1356575.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $123.68            | $120.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3774 | 2042-09-01      | 3.5000%  |  | $100.98            | $96.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $844.41            | $863.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5247 | 2043-08-01      | 5.5000%  |  | $19780720.36       | $20331822.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0580 | 2056-01-01      | 6.0000%  |  | $9912845.88        | $10360493.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  |  | $1005734.52        | $1039050.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $11814709.61       | $11893841.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $7128712.91        | $7355174.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $7010756.44        | $7216918.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $323208.71         | $325347.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $647.30            | $656.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ6008 | 2054-10-01      | 5.5000%  |  | $758.11            | $773.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $5254815.75        | $5466327.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  |  | $785462.48         | $809142.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4592 | 2054-09-01      | 5.5000%  |  | $729.11            | $754.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  |  | $991444.04         | $1035911.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3930 | 2054-09-01      | 6.5000%  |  | $703.24            | $743.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $672.49            | $717.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ2196 | 2054-08-01      | 6.0000%  |  | $646.17            | $682.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $1115704.91        | $1159432.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  |  | $473.00            | $404.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  |  | $454.11            | $405.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $1819838.78        | $1872318.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $24844.80          | $24181.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $221.27            | $211.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  |  | $480307.11         | $460480.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $179.62            | $170.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $216.54            | $198.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $115.12            | $111.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $130.87            | $127.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $75.82             | $74.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $733.05            | $785.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  |  | $1176822.97        | $1207364.54        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  |  | $54965.34          | $56595.24          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  |  | $102031.35         | $105445.36         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91596 G | 2033-02-01      | 3.0000%  |  | $614.28            | $598.93            | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  |  | $214417.85         | $206330.19         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $463002.73         | $453354.32         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $55.20             | $53.10             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $35952.11          | $36361.78          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16464 G | 2033-04-01      | 4.0000%  |  | $70705.88          | $70863.14          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  |  | $24.23             | $24.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  |  | $1204860.04        | $1048040.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  |  | $1338638.56        | $1396287.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $11772067.72       | $12114497.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $759.45            | $762.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $1541.55           | $1508.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  |  | $998008.62         | $1037127.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $120634638.17      | $103963882.86      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6086 | 2053-04-01      | 6.0000%  |  | $4991112.68        | $5244518.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $212653.50         | $212094.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $109.64            | $103.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $61491.50          | $53387.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $1316.54           | $1073.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  |  | $1150523.37        | $1202124.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $16849802.19       | $17736157.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $9220.13           | $7911.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $485737.18         | $417381.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $647.74            | $644.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $493.97            | $526.92            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  |  | $2325707.16        | $2396002.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $455903.79         | $459501.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $826.67            | $862.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $132.16            | $134.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2040 | 2052-12-01      | 6.0000%  |  | $5583574.28        | $5849471.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $1787014.03        | $1793599.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $5382945.63        | $5472613.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $5427.60           | $5706.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $19731501.61       | $20757092.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $503.46            | $519.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $32534.32          | $32288.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $6.23              | $6.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $26198.51          | $26356.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $840.00            | $868.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  |  | $293.69            | $262.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $385.48            | $333.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $29799369.40       | $25764173.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $259.35            | $251.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $260.87            | $249.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  |  | $585.21            | $602.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  |  | $1166158.25        | $1211872.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $575.21            | $595.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG9327 | 2053-08-01      | 6.5000%  |  | $730.33            | $773.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  |  | $680.13            | $727.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQH2881 | 2053-10-01      | 4.5000%  |  | $758.50            | $754.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $688.31            | $735.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9460 | 2053-08-01      | 5.5000%  |  | $676.10            | $695.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $3340975.89        | $3411321.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $11332477.25       | $11786165.41       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $15579840.05       | $15812552.66       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $982077.13         | $978291.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $631.10            | $626.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $42116944.90       | $42515614.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $591.83            | $587.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  |  | $837.18            | $872.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0316 | 2055-09-01      | 6.0000%  |  | $834.22            | $865.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $6529.65           | $6758.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $834.79            | $854.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $838.00            | $886.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  |  | $26252627.23       | $27318749.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  |  | $1107533.49        | $1156314.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $1021682.04        | $1076021.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $2513.06           | $2616.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $27641.03          | $28811.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $1156346.53        | $1192779.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $824.70            | $791.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1189630.29        | $1265444.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  |  | $1203922.12        | $1253669.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1657.74           | $1756.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  |  | $550023.83         | $575022.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $16915798.44       | $18012586.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  |  | $22693.38          | $23361.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $648.31            | $669.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  |  | $10631049.68       | $10966252.59       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $638.15            | $649.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2358 | 2053-02-01      | 6.5000%  |  | $8345787.88        | $8864496.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  |  | $18005.80          | $18326.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $395101.85         | $390971.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $21561001.34       | $21601557.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $3348.59           | $3523.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  |  | $5236018.28        | $5347789.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $1197287.83        | $1247745.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $749969.55         | $661763.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $40587889.70       | $40799587.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $7771812.94        | $7938988.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $34123825.89       | $34422333.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $279137.25         | $265283.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $268.58            | $250.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $97967.50          | $93040.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $59.34             | $58.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $54.23             | $55.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $51.80             | $53.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $65.22             | $67.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $24.23             | $23.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $24704.12          | $26002.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $105747.91         | $108782.93         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  |  | $584876.04         | $503730.50         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  |  | $60949784.28       | $51365803.16       | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.900 MYBS2409 | 2031-07-01      | 1.9000%  |  | $908.04            | $802.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $611.61            | $532.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8379 | 2053-10-01      | 4.0000%  |  | $2174.06           | $2089.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $583.03            | $602.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  |  | $93452.83          | $96688.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $89619.03          | $91464.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $4330697.55        | $3863292.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $567.41            | $490.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  |  | $915037.83         | $794877.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  |  | $527347.13         | $530635.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $949.30            | $941.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $1019.25           | $992.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $179.57            | $168.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $200.39            | $193.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $66985.49          | $67571.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $158.01            | $158.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $75898.14          | $74123.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $30594255.81       | $30826558.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $149.76            | $146.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $106172.04         | $103750.49         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  |  | $1451363.76        | $1509547.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  |  | $840000.00         | $845491.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $42325.13          | $43416.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $672.08            | $685.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $1777314.59        | $1838780.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  |  | $45009.03          | $44371.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $423768.27         | $427388.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $699.58            | $689.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $35445.51          | $36715.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $22946.44          | $22682.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $91553.77          | $78472.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  |  | $114636.16         | $115644.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $1311.95           | $1297.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $80374.69          | $81209.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $29083677.69       | $29776240.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $28130254.54       | $27245817.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $535681.47         | $549436.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $86353927.87       | $86180270.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  |  | $113966.99         | $116520.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2758 | 2053-06-01      | 5.5000%  |  | $634.06            | $660.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $60919492.71       | $61552249.95       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $16292019.48       | $16226916.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  |  | $3759.95           | $3500.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $664.91            | $662.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $634.46            | $571.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254 | 2051-11-01      | 2.0000%  |  | $646.14            | $532.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $70267.06          | $57235.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $2424419.84        | $2449276.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $837.41            | $864.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $5856.40           | $6038.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $1366449.79        | $1408354.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $837.09            | $866.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $100527.03         | $105586.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $840.15            | $845.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4170 | 2055-08-01      | 6.0000%  |  | $834.65            | $859.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  |  | $8544487.71        | $8883311.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $837.35            | $887.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  |  | $834.77            | $884.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $14421184.69       | $14054341.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $611.18            | $569.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  |  | $621.89            | $539.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $41085.84          | $33864.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $103744.56         | $102945.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $639.15            | $548.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  |  | $608.24            | $546.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $72569.13          | $64804.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $670.84            | $573.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $25755612.39       | $22444313.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2047 | 2051-11-01      | 2.5000%  |  | $19022292.95       | $16513725.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $597.83            | $490.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $516.53            | $425.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $423.59            | $381.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $331.65            | $338.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $114.07            | $107.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $3132613.50        | $2835787.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $22189.41          | $22206.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $166.37            | $156.72            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3490%  |  | $23392846.39       | $22991570.04       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $4665219.28        | $3909285.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  |  | $240.66            | $238.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3123 | 2037-04-01      | 4.0000%  |  | $223.11            | $222.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1497 | 2037-07-01      | 4.0000%  |  | $148.62            | $147.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $33542.13          | $28708.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  |  | $159.38            | $155.73            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q53213 G | 2047-12-01      | 4.0000%  |  | $135.02            | $132.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $384968.68         | $351117.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $530.11            | $568.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $231.06            | $231.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $24104509.28       | $24140400.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $376154.32         | $391202.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $305.23            | $288.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  |  | $66237.60          | $69387.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $4765.48           | $4944.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $157266.05         | $149776.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $36688.80          | $35759.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $77220.80          | $79171.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $117038.93         | $108801.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9140 | 2042-07-01      | 3.5000%  |  | $43251.30          | $41265.48          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HLAN5919 | 2047-07-01      | 3.4700%  |  | $2128930.99        | $1839973.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $94718.73          | $86992.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $107.06            | $106.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $308909.66         | $315508.14         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $31920000.00       | $29006200.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $2785.61           | $2387.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $686.89            | $639.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $31123.08          | $26695.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  |  | $4084.54           | $3334.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $10477.43          | $8554.52           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $27145.45          | $25272.02          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $47.33             | $49.26             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $12348.90          | $12476.78          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $11.77             | $11.68             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $54.14             | $56.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $1242.18           | $1031.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  |  | $643.42            | $552.80            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  |  | $841.78            | $753.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $530.44            | $435.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $39847208.13       | $40804041.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $704.94            | $731.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $30855652.79       | $31147725.55       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6536 | 2054-10-01      | 5.5000%  |  | $13705220.34       | $14057561.76       | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $75.78             | $77.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $60.48             | $61.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $85956.63          | $80295.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $534.45            | $555.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3022 | 2050-10-01      | 2.0000%  |  | $520.08            | $432.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  |  | $2784510.62        | $2923996.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  |  | $1183818.14        | $1265051.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $66461328.32       | $54623576.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4205 | 2053-10-01      | 6.5000%  |  | $7053896.15        | $7372352.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $635.34            | $629.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1167608.53        | $1179559.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  |  | $1107560.29        | $1155434.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $782.68            | $788.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $4714257.57        | $4942588.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1882 | 2056-01-01      | 6.0000%  |  | $20494205.47       | $21462829.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  |  | $818.96            | $823.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $48410719.95       | $49865827.87       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0639 | 2055-12-01      | 6.5000%  |  | $1488923.04        | $1573483.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4598 | 2055-11-01      | 6.5000%  |  | $1042414.51        | $1116081.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $1672.44           | $1709.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $734.75            | $779.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $20131.80          | $20523.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6712 | 2056-01-01      | 5.5000%  |  | $1021051.92        | $1057348.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  |  | $528.21            | $561.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $486573.03         | $499820.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  |  | $925066.10         | $956534.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2273 | 2054-09-01      | 6.5000%  |  | $1180223.34        | $1253587.33        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $32.02             | $32.42             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $26.74             | $26.91             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $1733.74           | $1782.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  |  | $228604.99         | $231033.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $5540303.24        | $5297967.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $822.48            | $842.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $1115496.22        | $1183566.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1123244.39        | $1195695.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6654 | 2053-12-01      | 6.5000%  |  | $1075535.86        | $1127244.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $1265469.22        | $1287181.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $782.85            | $809.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $2802425.17        | $2914931.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  |  | $467.36            | $419.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $12010.45          | $9840.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  |  | $66612.24          | $60520.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $156879.20         | $134880.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $18995.30          | $17784.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9292 | 2051-02-01      | 2.5000%  |  | $634.79            | $543.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $16721244.41       | $15252193.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $33008648.04       | $27108884.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1554 | 2055-05-01      | 4.5000%  |  | $4033008.75        | $4002720.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3902 | 2056-01-01      | 5.5000%  |  | $14784000.00       | $15165731.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9693 | 2055-01-01      | 6.0000%  |  | $11936106.31       | $12378856.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4138 | 2055-12-01      | 6.0000%  |  | $1819439.16        | $1876972.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6615 | 2055-08-01      | 6.0000%  |  | $3539850.80        | $3647789.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $1631092.12        | $1662863.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0631 | 2055-11-01      | 6.5000%  |  | $1266190.58        | $1355862.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  |  | $828.42            | $843.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $5573.05           | $5743.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3954 | 2055-12-01      | 5.5000%  |  | $1355167.80        | $1394246.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0711 | 2055-11-01      | 6.5000%  |  | $840.18            | $890.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  |  | $845.88            | $880.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $837.61            | $845.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $32637.67          | $33346.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1107646.12        | $1156565.43        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  |  | $2256445.53        | $1924130.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $1150083.27        | $1162433.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $729422.28         | $769477.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $767.34            | $811.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $1103647.55        | $1158458.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0729 | 2055-12-01      | 6.0000%  |  | $1335615.12        | $1397936.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $7987.48           | $7875.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $13857259.30       | $12230626.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $833.49            | $862.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3366 | 2050-08-01      | 4.0000%  |  | $16899622.83       | $16442255.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4047 | 2055-12-01      | 5.0000%  |  | $983224.20         | $1000169.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $1144641.79        | $1190068.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $4885614.14        | $4286750.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $827.85            | $858.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  |  | $633.24            | $650.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $2513.12           | $2660.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $839.03            | $858.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4050 | 2055-12-01      | 6.0000%  |  | $1474789.68        | $1546091.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $1791.93           | $1886.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $172646143.41      | $178365449.69      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $3349.68           | $3489.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $840.00            | $862.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  |  | $827.55            | $769.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $6607.17           | $6792.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $665.79            | $696.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  |  | $824881.11         | $885665.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $407.89            | $388.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $439.71            | $471.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  |  | $746.91            | $800.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $980981.67         | $937876.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $213876.04         | $223983.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $96503.31          | $101066.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  |  | $6950718.31        | $7089124.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $1860844.45        | $1600774.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $7344176.37        | $6460804.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5585 | 2053-08-01      | 6.5000%  |  | $6092237.67        | $6385469.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  |  | $6340512.69        | $5884672.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $6243588.10        | $5679459.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $9418712.11        | $9690324.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $23642532.38       | $24367591.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $10945950.40       | $10466621.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $62782724.08       | $64707991.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $1678279.36        | $1722566.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $152536.41         | $126649.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1574 | 2056-02-01      | 5.5000%  |  | $846.72            | $867.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  |  | $10163191.92       | $10489769.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $2525.85           | $2356.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $2502.58           | $2148.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $74738.43          | $64269.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $561.30            | $482.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8115 | 2050-12-01      | 3.0000%  |  | $220892.45         | $198287.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $2296.57           | $1870.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $596.66            | $627.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  |  | $97452.16          | $100016.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $552.41            | $453.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $17323026.88       | $14230366.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $512.13            | $423.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $40862783.46       | $35870736.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $527.84            | $438.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $686.15            | $639.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1528 | 2051-09-01      | 2.5000%  |  | $40617760.85       | $35306171.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1280 | 2051-08-01      | 2.5000%  |  | $576.81            | $497.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $443.88            | $420.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $8562.26           | $8800.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  |  | $447386.83         | $429362.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $837.26            | $857.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7097 | 2054-11-01      | 5.0000%  |  | $773.16            | $784.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3328 | 2056-01-01      | 6.0000%  |  | $823601.52         | $862031.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $840.00            | $845.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $196432.61         | $198532.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4064 | 2056-01-01      | 6.0000%  |  | $1108143.12        | $1163601.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4599 | 2055-11-01      | 6.5000%  |  | $2001392.88        | $2143127.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4067 | 2056-01-01      | 5.5000%  |  | $2875478.76        | $2976731.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $820.31            | $842.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2108 | 2051-04-01      | 2.5000%  |  | $765.49            | $654.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 3PRE6121 | 2052-02-01      | 2.0000%  |  | $716.04            | $568.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  |  | $680603.69         | $690319.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $6251563.26        | $6559991.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $837.79            | $872.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  |  | $5307519.99        | $5353853.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  |  | $836.31            | $875.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $5093784.82        | $5316145.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $838.12            | $844.62            | Agency Mortgage-Backed Securities         |

### Security 199: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.670%, 2/2/2026
- **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):** $1690144000.00
- **C.18.a - Value (excl. sponsor support):** $1690144000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 MA5817 M     | 2049-03-20      | 4.0000%  |  | $2354989.47        | $2272890.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $8651746.78        | $7219797.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $84812543.29       | $73936173.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $8264135.16        | $6896347.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $38567727.81       | $35068349.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $10181645.30       | $9241713.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $26165594.31       | $23961997.74       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $20183952.89       | $19531349.62       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $23695313.71       | $22321896.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $5943884.00        | $5768647.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $21768374.67       | $20607629.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $12797930.93       | $12379287.86       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $10314585.11       | $9738076.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $21336422.61       | $20112126.82       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $19270363.90       | $17716453.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $14884673.96       | $13970151.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $1111571.48        | $1155885.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $54925910.98       | $45206282.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $3220795.27        | $2631715.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $3196941.18        | $2618218.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $1605486.75        | $1567777.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $8042475.76        | $8113633.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $2891252.06        | $2591789.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $2825238.42        | $2652829.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $3211996.87        | $2671543.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $2790798.86        | $2523981.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $65473425.80       | $65803921.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $8706780.44        | $8309291.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $60993047.10       | $59979952.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $81824405.32       | $80467347.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $35426533.92       | $35617368.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $404295.91         | $407464.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $20432476.95       | $20624026.89       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $91658755.79       | $94541362.53       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $57523232.45       | $58009693.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $28887821.06       | $28599376.17       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $50886619.27       | $52181712.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $25011426.22       | $22674175.14       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $12587897.30       | $10958291.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $17292657.44       | $15054017.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $4822321.30        | $4514750.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $5943496.09        | $5734357.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $38648444.80       | $39556936.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $18596136.44       | $18024272.18       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $5808993.06        | $5543808.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $48154481.35       | $48453172.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $19905739.84       | $20323313.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $219114485.29      | $188491239.62      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $40552328.81       | $38908346.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $16313503.48       | $13612984.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $11959628.51       | $11935721.21       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $27345925.98       | $25814538.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $132726332.36      | $110776198.97      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $84411570.48       | $72561358.38       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $110779377.38      | $96481403.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $12912953.68       | $10614436.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $25457848.35       | $24084510.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $13588868.60       | $13595567.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $24735921.80       | $22720851.17       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $23157385.20       | $23140248.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $1785300.53        | $1686643.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  |  | $2084992.86        | $2194912.29        | Agency Mortgage-Backed Securities |

### Security 200: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $29973550.00       | $30029977.28       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $6537900.00        | $6586793.44        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $1322250.00        | $1352139.69        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $13947550.00       | $13255707.84       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $200.00            | $175.65            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $32268400.00       | $29830269.85       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $17203300.00       | $14806030.62       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $52807150.00       | $33398244.78       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $33960450.00       | $22027773.07       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $69689150.00       | $56227805.93       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $48058900.00       | $46398762.39       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $1812000.00        | $1841849.62        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $283405900.00      | $254400043.62      | U.S. Treasuries (including strips) |

### Security 201: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935TKW005, C.3 - LEI: 549300H7EXFMRS487544
- **C.18 - Value (incl. sponsor support):** $450003525.00
- **C.18.a - Value (excl. sponsor support):** $450003525.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51017663.35       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51017663.35       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40814130.68       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50592077.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $12740000.00       | $12890861.26       | U.S. Treasuries (including strips) |

### Security 202: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.670%, 2/2/2026
- **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):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 01.500 CLSD8127 | 2051-02-01      | 1.5000%  |  | $118661798.82      | $92319274.98       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  |  | $4527015.96        | $3505444.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $8067774.58        | $6177733.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  |  | $114587.21         | $92456.21          | Agency Collateralized Mortgage Obligation |

### Security 203: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.680%, 2/2/2026
- **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:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $10000000.00       | $9432540.26        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $50000000.00       | $49656823.78       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19398668.56       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $50138360.19       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35553111.21       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $36559782.61       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $36559782.61       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $36559782.61       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $13000000.00       | $9505543.48        | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49460086.91       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49460086.91       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19784034.76       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $50743007.60       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $10930000.00       | $11092421.46       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51082354.97       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41646431.19       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $50993409.01       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $50993409.01       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51082354.97       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51082354.97       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35757648.48       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44206146.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44206146.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $44206146.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $10000000.00       | $8841229.28        | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $20372000.00       | $21049253.06       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $43000000.00       | $43375062.15       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51646740.38       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30988044.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29529946.25       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $14550000.00       | $14484638.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45248216.09       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $50803914.84       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $4000000.00        | $4064313.19        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51142984.67       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51142984.67       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52233836.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52233836.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52233836.71       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52233836.71       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51390497.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51390497.47       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51390497.47       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50571381.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50571381.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50571381.41       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $40000000.00       | $40457105.13       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51788531.88       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51788531.88       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $49716990.60       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50362078.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50362078.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50362078.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50362078.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50362078.08       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $40000000.00       | $40289662.46       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50856740.65       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50856740.65       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49939917.13       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49939917.13       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $49939917.13       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $426486.89         | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48253214.39       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48253214.39       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48253214.39       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48253214.39       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $16000000.00       | $15441028.61       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $51362681.54       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $29000000.00       | $29790355.29       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $50000000.00       | $52277173.91       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $2000000.00        | $2091086.96        | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $51849330.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $18036000.00       | $18703090.57       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.660%, 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: 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:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $71642500.00       | $72695789.62       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $402043200.00      | $413192955.82      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $54000000.00       | $55812829.01       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $9800000.00        | $9875378.91        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $3000000.00        | $2968267.11        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $317000000.00      | $303031853.86      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $28500000.00       | $28137287.32       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $414357200.00      | $389674554.12      | U.S. Treasuries (including strips) |

### Security 205: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.660%, 2/2/2026
- **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:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $208000000.00      | $197668768.87      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $90000000.00       | $89857955.27       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $241912900.00      | $240569283.68      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $199293300.00      | $199620754.22      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $1000000.00        | $1006111.73        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $1260231000.00     | $1317180982.72     | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $200000100.00      | $205002797.53      | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  |  | $5000000.00        | $5047426.19        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $1058759200.00     | $1052558889.69     | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $249861900.00      | $253967704.88      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $8950000.00        | $8608207.66        | U.S. Treasuries (including strips) |

### Security 206: 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):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **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 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $146462643.59      | $147601880.20      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $32875138.46       | $33105325.66       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $94424494.87       | $91047488.37       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $74956871.15       | $74667041.92       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $245820697.44      | $243896422.47      | U.S. Treasuries (including strips) |

### Security 207: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 2/2/2026
- **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):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 04.500 CTMA0481  | 2030-08-01      | 4.5000%  |  | $136.65            | $137.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0354  | 2030-03-01      | 5.0000%  |  | $1.97              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9581  | 2040-01-01      | 5.5000%  |  | $219.32            | $228.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAC9081  | 2038-09-01      | 6.5000%  |  | $9929.25           | $10716.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1476  | 2052-03-01      | 3.0000%  |  | $208.05            | $185.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1386  | 2051-10-01      | 3.0000%  |  | $605.50            | $547.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1262  | 2052-04-01      | 3.5000%  |  | $91.05             | $85.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105  | 2053-08-01      | 4.5000%  |  | $547.32            | $540.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5042  | 2038-06-01      | 4.5000%  |  | $243.21            | $244.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038  | 2053-06-01      | 5.0000%  |  | $103.18            | $104.06            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  |  | $410.01            | $419.23            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7451  | 2030-01-01      | 5.0500%  |  | $184.23            | $184.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $115.82            | $107.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0689  | 2055-03-01      | 6.0000%  |  | $471.59            | $488.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8375  | 2053-09-01      | 4.0000%  |  | $343.97            | $330.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3717  | 2053-09-01      | 5.5000%  |  | $1307400.14        | $1355778.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3609  | 2052-04-01      | 2.5000%  |  | $216.44            | $186.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468  | 2054-10-01      | 5.0000%  |  | $346.20            | $348.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8467  | 2054-10-01      | 4.5000%  |  | $181.33            | $178.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $10517.75          | $10865.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8366  | 2053-10-01      | 5.0000%  |  | $183650.26         | $185030.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336  | 2053-04-01      | 3.5000%  |  | $642.50            | $598.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8309  | 2053-03-01      | 6.0000%  |  | $80.46             | $83.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8296  | 2053-02-01      | 3.5000%  |  | $39800.18          | $37053.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322  | 2053-05-01      | 4.5000%  |  | $106.26            | $104.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6132  | 2051-10-01      | 2.5000%  |  | $184.03            | $158.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5801  | 2051-09-01      | 2.5000%  |  | $54499.37          | $47374.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3988  | 2050-11-01      | 2.5000%  |  | $130.57            | $112.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2650  | 2050-05-01      | 3.0000%  |  | $97204.77          | $88005.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1573  | 2049-10-01      | 3.5000%  |  | $35.70             | $33.58             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $121541.04         | $127059.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG4575  | 2053-06-01      | 5.5000%  |  | $488991.42         | $499845.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG2806  | 2053-04-01      | 4.5000%  |  | $64850.47          | $64327.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF8451  | 2053-01-01      | 5.5000%  |  | $96.33             | $99.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3730  | 2052-11-01      | 5.0000%  |  | $271.88            | $275.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9678  | 2052-09-01      | 5.5000%  |  | $151326.42         | $156221.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533  | 2052-08-01      | 4.5000%  |  | $90617.09          | $90040.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU8730  | 2052-06-01      | 2.5000%  |  | $518.03            | $444.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7608  | 2054-06-01      | 6.5000%  |  | $6731.64           | $7106.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  |  | $77.64             | $70.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051  | 2047-11-01      | 4.5000%  |  | $3726.26           | $3732.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4940  | 2053-03-01      | 5.0000%  |  | $199.13            | $200.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK9818  | 2048-09-01      | 5.0000%  |  | $12.33             | $12.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9268  | 2053-06-01      | 5.5000%  |  | $100.97            | $103.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3744  | 2054-09-01      | 5.5000%  |  | $121.92            | $125.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3686  | 2053-01-01      | 5.0000%  |  | $311.51            | $317.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS9701  | 2032-05-01      | 3.5000%  |  | $1024.10           | $1015.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL960150  | 2037-11-01      | 6.0000%  |  | $290.95            | $304.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888832  | 2037-11-01      | 6.5000%  |  | $3.39              | $3.61              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT928776  | 2027-10-01      | 6.0000%  |  | $12.54             | $12.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL959909  | 2037-11-01      | 6.5000%  |  | $67.98             | $72.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889020  | 2029-11-01      | 6.5000%  |  | $2.09              | $2.17              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889061  | 2038-01-01      | 6.0000%  |  | $2.47              | $2.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL933409  | 2038-03-01      | 5.0000%  |  | $1.58              | $1.62              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M      | 2052-08-20      | 5.0000%  |  | $92.20             | $93.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3585  | 2055-11-01      | 6.0000%  |  | $60705.92          | $63538.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1392 C      | 2049-02-20      | 5.0000%  |  | $1304.35           | $1311.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M      | 2052-09-20      | 4.0000%  |  | $16828041.37       | $16165541.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M      | 2052-08-20      | 4.0000%  |  | $99.89             | $95.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M      | 2052-06-20      | 4.5000%  |  | $94.10             | $93.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493  | 2051-12-01      | 2.5000%  |  | $13763.00          | $11822.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4466  | 2051-11-01      | 2.5000%  |  | $92.64             | $79.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4404  | 2036-08-01      | 2.5000%  |  | $492.77            | $467.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4380  | 2051-07-01      | 3.0000%  |  | $642.12            | $575.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4377  | 2051-07-01      | 1.5000%  |  | $387.88            | $301.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3443  | 2048-08-01      | 4.0000%  |  | $96.46             | $94.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5353  | 2050-03-01      | 3.5000%  |  | $129.72            | $121.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5333  | 2050-03-01      | 3.0000%  |  | $54.10             | $49.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2807  | 2048-12-01      | 5.0000%  |  | $134.52            | $138.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2199  | 2048-08-01      | 4.5000%  |  | $22.64             | $22.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208  | 2048-08-01      | 4.5000%  |  | $13.33             | $13.28             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $382.76            | $397.96            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2889  | 2032-01-01      | 4.3700%  |  | $125.91            | $127.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $468.77            | $480.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M      | 2052-02-20      | 2.0000%  |  | $94.57             | $79.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M      | 2052-05-20      | 4.0000%  |  | $286.28            | $274.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $94.61             | $87.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5651 M      | 2048-12-20      | 4.0000%  |  | $12.68             | $12.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M      | 2048-11-20      | 4.0000%  |  | $37.42             | $36.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5191 M      | 2048-05-20      | 3.5000%  |  | $81.83             | $77.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M      | 2047-10-20      | 3.5000%  |  | $16.10             | $15.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8375  | 2053-08-01      | 6.5000%  |  | $73.45             | $77.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY8146  | 2054-04-01      | 5.0000%  |  | $368.32            | $373.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6538  | 2054-05-01      | 5.5000%  |  | $80.64             | $83.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4131  | 2053-07-01      | 5.0000%  |  | $18509.35          | $18649.77          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4808  | 2039-11-01      | 2.8000%  |  | $139.32            | $115.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $794599.52         | $788831.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3392  | 2033-06-01      | 3.5000%  |  | $21.80             | $21.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3340  | 2033-04-01      | 3.5000%  |  | $38.95             | $38.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3364  | 2033-05-01      | 3.5000%  |  | $42.75             | $42.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  |  | $20.67             | $18.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3334  | 2048-04-01      | 4.5000%  |  | $4835.86           | $4800.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3275  | 2048-02-01      | 3.0000%  |  | $108.08            | $98.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3211  | 2047-12-01      | 4.0000%  |  | $16.21             | $15.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3143  | 2047-09-01      | 3.0000%  |  | $455.94            | $412.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5757  | 2055-03-01      | 5.0000%  |  | $240528.99         | $244377.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8506  | 2055-02-01      | 5.5000%  |  | $763534.42         | $778406.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3321  | 2055-01-01      | 4.5000%  |  | $116.99            | $117.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0205  | 2054-12-01      | 5.0000%  |  | $122.75            | $123.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4151  | 2056-01-01      | 5.5000%  |  | $127.59            | $132.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3538  | 2048-12-01      | 5.0000%  |  | $472.50            | $483.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  |  | $387.53            | $406.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0709  | 2055-10-01      | 6.0000%  |  | $1121922.14        | $1167387.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0205  | 2055-09-01      | 6.0000%  |  | $127.19            | $130.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3522  | 2048-11-01      | 4.5000%  |  | $20.45             | $20.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3517  | 2033-11-01      | 3.5000%  |  | $13.27             | $13.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3496  | 2048-10-01      | 4.5000%  |  | $31.10             | $31.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495  | 2048-10-01      | 4.0000%  |  | $67.71             | $66.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489  | 2033-10-01      | 3.5000%  |  | $8.92              | $8.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2498  | 2031-01-01      | 3.0000%  |  | $33.90             | $33.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA2129  | 2044-12-01      | 4.5000%  |  | $8.14              | $8.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA1980  | 2044-08-01      | 3.5000%  |  | $339.51            | $323.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1960  | 2034-07-01      | 4.0000%  |  | $73.07             | $72.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA1834  | 2034-02-01      | 4.5000%  |  | $12.32             | $12.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2946  | 2052-10-01      | 5.0000%  |  | $5721.78           | $5823.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914  | 2052-09-01      | 4.5000%  |  | $288.35            | $286.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805  | 2052-09-01      | 2.5000%  |  | $515.83            | $441.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW8144  | 2045-03-01      | 3.5000%  |  | $26.17             | $24.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW6233  | 2044-06-01      | 4.5000%  |  | $136663.42         | $137300.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW1281  | 2029-07-01      | 3.0000%  |  | $12.84             | $12.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV7104  | 2044-03-01      | 4.0000%  |  | $724.77            | $711.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5425  | 2044-01-01      | 4.5000%  |  | $18206.24          | $18349.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2768  | 2052-01-01      | 2.0000%  |  | $200.70            | $165.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3532  | 2052-03-01      | 2.0000%  |  | $61727.84          | $50940.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3499  | 2052-08-01      | 3.5000%  |  | $108.05            | $100.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2463  | 2052-02-01      | 3.0000%  |  | $96.80             | $87.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2296  | 2052-01-01      | 3.5000%  |  | $86.29             | $80.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2249  | 2052-06-01      | 5.0000%  |  | $542.21            | $547.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2177  | 2052-04-01      | 2.0000%  |  | $134133.34         | $111087.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2126  | 2052-06-01      | 3.5000%  |  | $402.53            | $377.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU8840  | 2052-05-01      | 4.0000%  |  | $356.34            | $344.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750  | 2052-06-01      | 5.0000%  |  | $12620.79          | $12837.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU7763  | 2052-01-01      | 3.5000%  |  | $187.33            | $175.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140  | 2054-03-01      | 5.5000%  |  | $532.76            | $549.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0308  | 2055-01-01      | 5.0000%  |  | $5620.36           | $5667.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9996  | 2055-02-01      | 6.0000%  |  | $215.15            | $221.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8508  | 2054-05-01      | 6.5000%  |  | $1704459.22        | $1778289.76        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4193  | 2029-09-01      | 2.7100%  |  | $127.59            | $122.10            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $273.93            | $246.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1300  | 2029-01-01      | 4.2000%  |  | $127.71            | $128.74            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $267.21            | $256.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5829  | 2047-06-01      | 4.0000%  |  | $33.41             | $32.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH3398  | 2047-07-01      | 4.0000%  |  | $38.18             | $37.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0056  | 2039-07-01      | 6.0000%  |  | $81888.91          | $84912.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE2868  | 2046-12-01      | 4.0000%  |  | $3.05              | $3.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2453  | 2047-01-01      | 3.0000%  |  | $40.98             | $37.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ7916  | 2026-04-01      | 3.5000%  |  | $0.37              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5522  | 2055-12-01      | 5.0000%  |  | $664503.77         | $676129.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  |  | $1.93              | $1.99              | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7985  | 2028-03-01      | 4.7900%  |  | $238.20            | $241.29            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6985  | 2032-11-01      | 4.9200%  |  | $236.54            | $245.95            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $637.93            | $610.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4783  | 2032-02-01      | 2.2400%  |  | $146.47            | $132.24            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS3092  | 2046-09-01      | 2.4500%  |  | $715.15            | $561.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS2162  | 2051-06-01      | 2.5900%  |  | $267.24            | $203.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5697  | 2039-12-01      | 5.0000%  |  | $9.47              | $9.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB5004  | 2027-04-01      | 3.5000%  |  | $14.62             | $14.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3274  | 2041-07-01      | 4.5000%  |  | $7.56              | $7.63              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2274  | 2041-02-01      | 4.5000%  |  | $10.09             | $10.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1466  | 2040-09-01      | 4.5000%  |  | $510.32            | $515.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB0061  | 2035-02-01      | 5.0000%  |  | $15.96             | $16.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAA8781  | 2039-06-01      | 4.0000%  |  | $276.74            | $274.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAA0916  | 2037-08-01      | 5.0000%  |  | $427.46            | $439.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC8517  | 2039-12-01      | 5.0000%  |  | $32.26             | $33.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995876  | 2038-11-01      | 6.0000%  |  | $16.75             | $17.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT995628  | 2029-02-01      | 5.5000%  |  | $4.79              | $4.89              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995203  | 2035-07-01      | 5.0000%  |  | $17.48             | $17.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995149  | 2038-10-01      | 6.5000%  |  | $2.10              | $2.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995091  | 2035-02-01      | 5.5000%  |  | $1.62              | $1.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $2.47              | $2.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889561  | 2038-06-01      | 5.5000%  |  | $29.93             | $31.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889313  | 2037-10-01      | 6.5000%  |  | $14.37             | $15.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889063  | 2037-11-01      | 6.5000%  |  | $96.81             | $102.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB3781  | 2050-09-01      | 5.0000%  |  | $902.90            | $914.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL962589  | 2038-04-01      | 5.5000%  |  | $47.86             | $50.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M      | 2046-04-20      | 3.5000%  |  | $13.98             | $13.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $47.37             | $42.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0835  | 2052-03-01      | 2.5000%  |  | $122.90            | $106.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592  | 2049-02-01      | 4.0000%  |  | $14.76             | $14.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234  | 2050-12-01      | 3.0000%  |  | $149.69            | $136.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3637  | 2049-04-01      | 3.5000%  |  | $468.50            | $440.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO7480  | 2049-12-01      | 3.0000%  |  | $72.81             | $65.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM8941  | 2041-01-01      | 3.0000%  |  | $136.34            | $130.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7652  | 2051-06-01      | 2.5000%  |  | $182.46            | $156.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7411  | 2051-05-01      | 2.0000%  |  | $98.67             | $80.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7398  | 2051-06-01      | 2.5000%  |  | $169.94            | $149.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6651  | 2047-09-01      | 3.0000%  |  | $57.34             | $52.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7078  | 2051-04-01      | 2.0000%  |  | $86.84             | $72.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7098  | 2052-03-01      | 3.5000%  |  | $55896.91          | $52039.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4749  | 2051-03-01      | 2.0000%  |  | $6277.85           | $5184.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4390  | 2051-03-01      | 2.0000%  |  | $258.76            | $211.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $60480.47          | $50377.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6913  | 2051-12-01      | 2.0000%  |  | $35458.74          | $28984.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ3331  | 2050-08-01      | 2.0000%  |  | $85.04             | $69.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1576  | 2050-09-01      | 2.0000%  |  | $262.70            | $218.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP8732  | 2050-06-01      | 2.5000%  |  | $259.57            | $223.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5878  | 2050-06-01      | 2.5000%  |  | $249.46            | $214.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5498  | 2050-06-01      | 2.5000%  |  | $137.79            | $118.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4660  | 2050-05-01      | 2.5000%  |  | $658.96            | $567.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3804  | 2049-10-01      | 4.0000%  |  | $180.24            | $175.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5011  | 2053-05-01      | 6.0000%  |  | $83.77             | $86.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010  | 2053-05-01      | 5.5000%  |  | $5831.62           | $5962.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009  | 2053-05-01      | 5.0000%  |  | $207.49            | $209.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4920  | 2053-02-01      | 6.0000%  |  | $150.85            | $155.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4920  | 2053-02-01      | 6.0000%  |  | $67849.80          | $70147.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  |  | $186.58            | $190.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4885  | 2052-11-01      | 3.0000%  |  | $101.62            | $90.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867  | 2053-01-01      | 4.5000%  |  | $211.54            | $209.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4876  | 2052-12-01      | 6.0000%  |  | $2076334.12        | $2154764.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6311  | 2055-04-01      | 6.0000%  |  | $309503.63         | $321263.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5821  | 2055-04-01      | 6.0000%  |  | $184.98            | $192.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1048  | 2029-06-01      | 5.1300%  |  | $255.17            | $265.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3883  | 2055-02-01      | 6.5000%  |  | $202433.53         | $213264.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672  | 2051-03-01      | 2.5000%  |  | $236.18            | $202.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3097  | 2027-08-01      | 3.5000%  |  | $26.19             | $26.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027  | 2047-06-01      | 4.0000%  |  | $26.81             | $26.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2995  | 2047-05-01      | 4.0000%  |  | $101.79            | $99.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2897  | 2037-02-01      | 3.0000%  |  | $96.82             | $92.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4651  | 2052-07-01      | 2.0000%  |  | $6393.09           | $5213.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2420  | 2052-07-01      | 3.5000%  |  | $96.16             | $90.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  |  | $11.50             | $11.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267  | 2052-11-01      | 5.0000%  |  | $99.53             | $100.63            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $503.33            | $400.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL890101  | 2039-02-01      | 6.0000%  |  | $76.17             | $80.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT995499  | 2026-10-01      | 6.0000%  |  | $27.16             | $27.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2879  | 2047-01-01      | 4.0000%  |  | $33.96             | $33.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2863  | 2047-01-01      | 3.0000%  |  | $26.88             | $24.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2773  | 2036-10-01      | 3.0000%  |  | $4100.30           | $3917.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $215.14            | $226.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135  | 2051-03-01      | 2.5000%  |  | $2259817.28        | $1947284.30        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA4607 M      | 2047-07-20      | 5.3750%  |  | $6.94              | $7.11              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4625 M      | 2032-08-20      | 3.5000%  |  | $14.04             | $13.86             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M      | 2047-06-20      | 3.5000%  |  | $101.41            | $96.00             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3455 M      | 2046-02-20      | 4.0000%  |  | $26.51             | $25.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3174 M      | 2045-10-20      | 4.0000%  |  | $39.42             | $38.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M      | 2046-03-20      | 3.5000%  |  | $39.14             | $36.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY3586  | 2053-06-01      | 5.0000%  |  | $247.11            | $250.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX8314  | 2053-04-01      | 5.0000%  |  | $103.14            | $104.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $171849.66         | $180292.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV9945  | 2052-06-01      | 3.5000%  |  | $291.38            | $272.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8477  | 2052-05-01      | 3.0000%  |  | $537.96            | $482.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920  | 2052-08-01      | 3.5000%  |  | $238.18            | $221.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV5578  | 2052-05-01      | 3.0000%  |  | $54692.66          | $48784.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4147  | 2052-03-01      | 3.0000%  |  | $133649.55         | $120264.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4144  | 2052-03-01      | 3.0000%  |  | $11867.41          | $10709.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2781  | 2052-02-01      | 2.5000%  |  | $19225.39          | $16481.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $148.40            | $151.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1521  | 2055-04-01      | 5.5000%  |  | $196719.83         | $204072.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV1391  | 2052-02-01      | 2.5000%  |  | $19161.23          | $16558.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV0979  | 2052-12-01      | 6.0000%  |  | $69036.11          | $71540.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0922  | 2052-06-01      | 3.0000%  |  | $190.26            | $169.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7937  | 2037-01-01      | 4.5000%  |  | $172.29            | $174.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8487  | 2039-07-01      | 4.5000%  |  | $2.28              | $2.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797  | 2037-11-01      | 4.0000%  |  | $391.23            | $388.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5550  | 2055-01-01      | 4.0000%  |  | $112.27            | $109.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890  | 2051-12-01      | 2.5000%  |  | $11512.64          | $9879.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5787  | 2055-04-01      | 5.5000%  |  | $266371.71         | $274540.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5738  | 2055-02-01      | 6.0000%  |  | $126.74            | $130.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5501  | 2055-02-01      | 4.5000%  |  | $240.32            | $239.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5281  | 2054-11-01      | 6.0000%  |  | $125.90            | $129.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0720  | 2051-10-01      | 2.0000%  |  | $34413.88          | $28382.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT9232  | 2051-09-01      | 2.5000%  |  | $177.07            | $152.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  |  | $214385.55         | $175611.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7263  | 2051-09-01      | 2.5000%  |  | $194.04            | $166.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA1614  | 2043-10-01      | 4.5000%  |  | $387.70            | $390.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1089  | 2032-06-01      | 4.0000%  |  | $134.83            | $134.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0968  | 2031-12-01      | 4.5000%  |  | $53.82             | $54.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0908  | 2031-11-01      | 4.0000%  |  | $5.68              | $5.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA1770  | 2044-02-01      | 4.5000%  |  | $11.88             | $11.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA1729  | 2028-11-01      | 4.0000%  |  | $512.84            | $512.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1676  | 2033-10-01      | 3.0000%  |  | $18.80             | $18.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0706  | 2031-04-01      | 4.5000%  |  | $5.76              | $5.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0587  | 2030-12-01      | 4.0000%  |  | $257.07            | $256.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0538  | 2030-10-01      | 4.5000%  |  | $13.52             | $13.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040  | 2052-02-01      | 2.0000%  |  | $718.64            | $588.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2023  | 2052-05-01      | 4.0000%  |  | $400.82            | $388.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1820  | 2051-08-01      | 3.0000%  |  | $91.27             | $82.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1831  | 2052-05-01      | 4.0000%  |  | $94.99             | $92.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2640  | 2051-11-01      | 2.5000%  |  | $295.76            | $254.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2619  | 2052-08-01      | 5.0000%  |  | $818.77            | $825.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1583  | 2052-04-01      | 3.0000%  |  | $673.00            | $607.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1556  | 2052-05-01      | 3.5000%  |  | $93.22             | $87.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $81.12             | $86.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $11.83             | $12.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3647  | 2052-05-01      | 5.0000%  |  | $267744.03         | $274118.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8024  | 2053-01-01      | 5.5000%  |  | $93.31             | $95.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  |  | $104.71            | $85.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0122  | 2051-06-01      | 2.5000%  |  | $180.70            | $155.51            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  |  | $127.59            | $134.36            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS9389  | 2029-04-01      | 5.3100%  |  | $251.10            | $262.22            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7824  | 2039-11-01      | 4.9900%  |  | $273.02            | $277.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099  | 2035-08-01      | 2.5000%  |  | $254.39            | $241.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2061  | 2052-06-01      | 4.0000%  |  | $288.95            | $278.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8960  | 2046-05-01      | 4.5000%  |  | $37.47             | $37.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $1086008.18        | $1096765.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888816  | 2037-03-01      | 5.5000%  |  | $28.31             | $29.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $19.62             | $21.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888890  | 2037-10-01      | 6.5000%  |  | $596.80            | $635.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888873  | 2037-08-01      | 6.5000%  |  | $133.36            | $141.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888545  | 2037-07-01      | 6.5000%  |  | $137.90            | $145.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888268  | 2037-03-01      | 6.0000%  |  | $48.84             | $51.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888090  | 2037-01-01      | 5.5000%  |  | $2.80              | $2.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1727  | 2055-12-01      | 6.0000%  |  | $127.37            | $134.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $112.85            | $118.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  |  | $3646573.59        | $3757842.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6689  | 2053-07-01      | 5.5000%  |  | $102.89            | $105.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6541  | 2053-06-01      | 6.0000%  |  | $103.59            | $108.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6524  | 2053-06-01      | 5.5000%  |  | $673897.98         | $700365.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901  | 2053-03-01      | 5.0000%  |  | $876177.06         | $886443.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5079  | 2052-11-01      | 4.5000%  |  | $98.94             | $98.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5020  | 2052-10-01      | 5.5000%  |  | $2862.60           | $2929.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4833  | 2052-10-01      | 5.0000%  |  | $104.62            | $105.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $283.58            | $281.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4273  | 2052-07-01      | 5.0000%  |  | $4445803.04        | $4492447.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $1745.51           | $1706.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3784  | 2052-06-01      | 4.0000%  |  | $117.41            | $113.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744  | 2052-03-01      | 2.5000%  |  | $530.69            | $454.22            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $8.54              | $8.83              | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0898 M      | 2043-03-20      | 6.3750%  |  | $6.67              | $6.87              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084  | 2056-01-01      | 5.0000%  |  | $360348.80         | $362228.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0027  | 2055-07-01      | 5.5000%  |  | $924129.49         | $942130.20         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $585.56            | $586.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  |  | $21345.41          | $20866.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7327  | 2051-01-01      | 2.0000%  |  | $84.33             | $70.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN1628  | 2048-11-01      | 4.5000%  |  | $7676.82           | $7681.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1161  | 2053-04-01      | 5.5000%  |  | $121.85            | $125.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M      | 2046-01-20      | 4.0000%  |  | $22.05             | $21.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785  | 2052-10-01      | 5.0000%  |  | $92.31             | $93.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3835  | 2049-11-01      | 3.5000%  |  | $16.76             | $15.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7224  | 2050-10-01      | 2.0000%  |  | $23778.55          | $19580.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0227  | 2047-07-01      | 5.0000%  |  | $66.54             | $68.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $173.45            | $177.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4133  | 2050-07-01      | 3.0000%  |  | $4309.32           | $3882.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9199  | 2051-02-01      | 2.5000%  |  | $206.84            | $178.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4949  | 2029-11-01      | 2.4750%  |  | $342.57            | $325.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6899  | 2053-08-01      | 5.0000%  |  | $105.59            | $107.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1080  | 2055-02-01      | 5.5000%  |  | $67813.79          | $69273.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2414  | 2055-02-01      | 6.0000%  |  | $1031660.28        | $1061668.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2189  | 2055-04-01      | 5.5000%  |  | $125.24            | $128.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1377  | 2055-02-01      | 6.0000%  |  | $328989.49         | $339029.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1200  | 2055-01-01      | 6.5000%  |  | $83.30             | $87.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD1003  | 2055-01-01      | 4.5000%  |  | $125.80            | $124.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD1002  | 2055-01-01      | 4.5000%  |  | $125.21            | $124.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0998  | 2055-01-01      | 6.5000%  |  | $219166.45         | $230194.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0550  | 2055-03-01      | 6.5000%  |  | $222368.95         | $234776.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0448  | 2055-01-01      | 6.5000%  |  | $9894.92           | $10297.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0837  | 2055-01-01      | 6.0000%  |  | $48624.16          | $50366.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8848  | 2054-12-01      | 6.5000%  |  | $358425.97         | $376461.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841  | 2052-12-01      | 5.0000%  |  | $296.69            | $299.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4803  | 2052-11-01      | 3.5000%  |  | $107.76            | $100.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4818  | 2052-10-01      | 6.0000%  |  | $578.55            | $599.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781  | 2052-10-01      | 3.0000%  |  | $321.05            | $286.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737  | 2052-08-01      | 5.0000%  |  | $361.86            | $365.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732  | 2052-09-01      | 4.0000%  |  | $101.66            | $97.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4713  | 2037-07-01      | 4.0000%  |  | $488.37            | $484.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4654  | 2052-07-01      | 3.5000%  |  | $102.18            | $95.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $255503.04         | $219235.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP4277  | 2050-05-01      | 3.0000%  |  | $55.45             | $49.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7505  | 2054-12-01      | 5.5000%  |  | $233204.54         | $238079.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7465  | 2054-10-01      | 6.5000%  |  | $125.23            | $132.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254  | 2051-11-01      | 2.0000%  |  | $2942.57           | $2425.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4118  | 2050-08-01      | 4.5000%  |  | $603.56            | $597.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL987824  | 2038-09-01      | 6.5000%  |  | $8.06              | $8.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL992144  | 2038-10-01      | 6.0000%  |  | $4.58              | $4.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995049  | 2038-02-01      | 5.5000%  |  | $1059.32           | $1120.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA1658  | 2028-11-01      | 3.5000%  |  | $14.44             | $14.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA1750  | 2043-12-01      | 5.0000%  |  | $36.11             | $36.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $52101.36          | $52446.74          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $510.34            | $511.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2488  | 2051-05-01      | 2.5000%  |  | $512.25            | $440.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA2781  | 2046-10-01      | 2.5000%  |  | $251.61            | $220.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV5391  | 2047-04-01      | 3.0000%  |  | $171.35            | $155.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768  | 2052-04-01      | 3.5000%  |  | $2047.72           | $1906.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $85.56             | $83.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9442  | 2051-10-01      | 2.5000%  |  | $25499.40          | $22014.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9290  | 2051-03-01      | 2.0000%  |  | $59925.18          | $49870.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4090  | 2052-07-01      | 4.0000%  |  | $98.50             | $95.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3277  | 2048-02-01      | 4.0000%  |  | $31.29             | $30.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6051  | 2050-06-01      | 3.0000%  |  | $65.00             | $59.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5827  | 2052-02-01      | 2.0000%  |  | $409.80            | $339.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4681  | 2044-05-01      | 5.5000%  |  | $64059.33          | $67249.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8202  | 2052-03-01      | 3.5000%  |  | $636.64            | $595.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ6341  | 2050-11-01      | 3.0000%  |  | $88.26             | $79.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU8246  | 2052-02-01      | 2.0000%  |  | $93.23             | $77.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9027  | 2053-07-01      | 5.5000%  |  | $108.53            | $112.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6696  | 2037-11-01      | 6.5000%  |  | $10.19             | $10.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 GL930895  | 2039-03-01      | 4.5000%  |  | $26.16             | $26.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624  | 2054-03-01      | 6.5000%  |  | $84.12             | $87.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0529  | 2046-10-01      | 3.0000%  |  | $6663.02           | $6169.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI MH 558959 X      | 2029-04-15      | 6.5000%  |  | $7.21              | $7.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931507  | 2039-07-01      | 4.5000%  |  | $73.32             | $74.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5118  | 2039-11-01      | 5.0000%  |  | $240.40            | $247.63            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082415 M      | 2039-10-20      | 5.8750%  |  | $123.37            | $125.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3939  | 2050-02-01      | 3.5000%  |  | $18.67             | $17.48             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.110 WAWA2521  | 2049-02-01      | 2.1100%  |  | $126.48            | $90.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4963  | 2050-02-01      | 3.0000%  |  | $304.61            | $278.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2143  | 2052-06-01      | 3.5000%  |  | $10584.18          | $9954.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M      | 2047-08-20      | 3.5000%  |  | $98117.46          | $92824.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3082  | 2047-07-01      | 3.0000%  |  | $209.43            | $190.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0919  | 2052-05-01      | 3.0000%  |  | $142.01            | $126.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4627  | 2037-06-01      | 2.0000%  |  | $613.13            | $567.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2705  | 2046-08-01      | 3.0000%  |  | $148.65            | $135.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA2729  | 2031-08-01      | 3.5000%  |  | $18.80             | $18.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771  | 2046-10-01      | 3.0000%  |  | $45.39             | $41.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7266  | 2054-12-01      | 6.0000%  |  | $73730.30          | $77136.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6036  | 2054-12-01      | 5.5000%  |  | $100.83            | $103.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5395  | 2054-12-01      | 6.5000%  |  | $154907.75         | $164842.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3884  | 2054-10-01      | 5.5000%  |  | $86704.54          | $89416.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $308861.98         | $334312.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0181  | 2054-07-01      | 6.5000%  |  | $328222.35         | $343813.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8170  | 2054-07-01      | 6.5000%  |  | $251189.73         | $262693.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3885  | 2054-05-01      | 6.5000%  |  | $37798.46          | $39911.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3808  | 2054-05-01      | 6.0000%  |  | $277364.27         | $285987.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2910  | 2055-08-01      | 6.0000%  |  | $35434.84          | $36470.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB0546  | 2054-02-01      | 7.5000%  |  | $438.65            | $471.09            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787465 M      | 2049-08-20      | 5.3180%  |  | $93.60             | $95.48             | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 785344 M      | 2047-12-20      | 5.2290%  |  | $285.06            | $291.31            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $248.62            | $253.61            | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.3140%  |  | $148.26            | $152.40            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.4490%  |  | $417.76            | $430.81            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB 083007 M      | 2041-12-20      | 6.5000%  |  | $41.05             | $42.21             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $75.94             | $77.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL939567  | 2037-07-01      | 6.5000%  |  | $1.20              | $1.26              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL937645  | 2037-06-01      | 6.0000%  |  | $173.68            | $183.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL937630  | 2037-06-01      | 5.0000%  |  | $5.01              | $5.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL936510  | 2037-06-01      | 6.5000%  |  | $63.05             | $66.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL933482  | 2038-03-01      | 6.5000%  |  | $6.18              | $6.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL932639  | 2040-03-01      | 5.0000%  |  | $147.18            | $151.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  |  | $364966.58         | $368731.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  |  | $13.02             | $13.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930853  | 2039-04-01      | 4.5000%  |  | $7.18              | $7.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930071  | 2038-10-01      | 6.0000%  |  | $3.21              | $3.40              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8079  | 2050-07-01      | 2.0000%  |  | $27084.13          | $22291.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8063  | 2050-05-01      | 3.5000%  |  | $29.77             | $27.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6652  | 2054-11-01      | 3.5000%  |  | $117.99            | $109.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6156  | 2053-05-01      | 4.5000%  |  | $108.44            | $107.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6143  | 2054-07-01      | 6.0000%  |  | $99.34             | $102.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5872  | 2054-06-01      | 5.0000%  |  | $115.37            | $116.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6175  | 2054-09-01      | 6.0000%  |  | $365.73            | $383.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2926  | 2053-05-01      | 5.0000%  |  | $87.34             | $88.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $1418008.21        | $1483098.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2168  | 2053-01-01      | 5.0000%  |  | $98.35             | $99.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1658  | 2052-04-01      | 2.5000%  |  | $104.77            | $90.00             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.3750%  |  | $106.25            | $107.34            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082380 M      | 2039-08-20      | 5.3750%  |  | $80.23             | $82.06             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $142.47            | $145.36            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080727 M      | 2033-08-20      | 5.3750%  |  | $556.99            | $567.66            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080272 M      | 2029-04-20      | 5.6250%  |  | $88.28             | $88.66             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080180 M      | 2028-03-20      | 5.6250%  |  | $20.61             | $20.74             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080092 M      | 2027-07-20      | 5.3750%  |  | $16.53             | $16.61             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080012 M      | 2026-11-20      | 4.7500%  |  | $14.29             | $14.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4565  | 2052-03-01      | 3.5000%  |  | $518.23            | $483.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4517  | 2037-01-01      | 2.5000%  |  | $71.66             | $67.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4513  | 2052-01-01      | 3.0000%  |  | $174.04            | $155.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4528  | 2051-12-01      | 4.0000%  |  | $113.67            | $109.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5386  | 2054-06-01      | 4.5000%  |  | $200936.27         | $198089.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5378  | 2054-05-01      | 4.0000%  |  | $229.31            | $220.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5327  | 2054-04-01      | 5.0000%  |  | $111.12            | $111.72            | Agency Mortgage-Backed Securities         |
| FCSB 1.73 FCOR 21-35 AX    | 2035-09-10      | 1.7300%  |  | $637.93            | $507.08            | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.000 CLMA4097  | 2050-08-01      | 3.0000%  |  | $123.48            | $111.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4048  | 2050-06-01      | 3.0000%  |  | $8960.84           | $8066.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4084  | 2050-07-01      | 4.0000%  |  | $62.49             | $60.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4080  | 2050-07-01      | 3.5000%  |  | $32.24             | $30.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4028  | 2035-05-01      | 3.5000%  |  | $26.38             | $25.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020  | 2050-05-01      | 3.0000%  |  | $344.87            | $310.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA4017  | 2040-05-01      | 3.0000%  |  | $357.58            | $334.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992  | 2050-04-01      | 3.5000%  |  | $21.73             | $20.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  |  | $73.06             | $65.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  |  | $98.25             | $92.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT3008  | 2043-04-01      | 3.5000%  |  | $18.42             | $17.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9928  | 2047-07-01      | 4.5000%  |  | $3485.92           | $3491.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0962  | 2052-04-01      | 3.5000%  |  | $194.52            | $181.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507  | 2045-09-01      | 4.0000%  |  | $55.33             | $54.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $67703.32          | $66003.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT1631  | 2047-07-01      | 3.0000%  |  | $3120.69           | $2846.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  |  | $7.56              | $7.57              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1479  | 2046-03-01      | 3.5000%  |  | $38.91             | $37.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0531  | 2047-04-01      | 3.5000%  |  | $31.50             | $29.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0092  | 2046-09-01      | 3.0000%  |  | $44.80             | $41.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4791  | 2048-09-01      | 4.5000%  |  | $10.54             | $10.50             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1016  | 2050-04-01      | 5.5000%  |  | $66.38             | $68.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9435  | 2053-06-01      | 5.5000%  |  | $199.25            | $203.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9106  | 2053-06-01      | 5.0000%  |  | $112.32            | $113.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8125  | 2054-05-01      | 5.5000%  |  | $96.37             | $98.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7594  | 2052-09-01      | 2.5000%  |  | $114.42            | $98.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252  | 2053-11-01      | 5.0000%  |  | $875923.48         | $882955.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2557  | 2055-08-01      | 6.0000%  |  | $121.82            | $128.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1948  | 2055-07-01      | 6.5000%  |  | $1158358.32        | $1225008.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1860  | 2053-06-01      | 5.0000%  |  | $21719.02          | $22137.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8459  | 2055-11-01      | 6.5000%  |  | $93377.53          | $98068.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  |  | $119.06            | $119.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2029  | 2055-09-01      | 6.0000%  |  | $110569.67         | $114107.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3972  | 2055-05-01      | 5.5000%  |  | $4394.63           | $4518.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8748  | 2040-12-01      | 4.0000%  |  | $11.54             | $11.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE8660  | 2040-11-01      | 4.5000%  |  | $195.72            | $194.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE4103  | 2040-09-01      | 4.5000%  |  | $11.36             | $11.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE2873  | 2040-08-01      | 4.5000%  |  | $4.55              | $4.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0746  | 2036-08-01      | 6.5000%  |  | $35.17             | $37.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4684  | 2055-11-01      | 5.0000%  |  | $1438.83           | $1458.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4157  | 2055-11-01      | 6.5000%  |  | $600.41            | $627.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2480  | 2055-10-01      | 5.5000%  |  | $62.68             | $64.41             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7630%  |  | $4277351.25        | $4307104.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.9530%  |  | $3396878.13        | $3423889.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.0030%  |  | $258.85            | $261.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  |  | $241247.27         | $244789.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 5.0030%  |  | $1602241.16        | $1618783.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-188 FA      | 2055-11-20      | 4.9530%  |  | $3094560.88        | $3118617.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.4530%  |  | $4270086.41        | $4331822.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.4530%  |  | $58104.19          | $58944.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.0030%  |  | $517660.89         | $520867.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.8130%  |  | $2122084.32        | $2140775.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-203 QF      | 2054-12-20      | 4.6030%  |  | $2539290.77        | $2549530.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.6530%  |  | $360.18            | $361.97            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.8030%  |  | $1511079.34        | $1520356.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043DV R25F043  | 2036-06-25      | 5.0000%  |  | $364.92            | $371.92            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $134.73            | $115.04            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5615MT 01/25/56  | 2056-01-25      | 4.5000%  |  | $811550.82         | $800361.97         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $26414.83          | $24329.81          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4660LD 02/15/47  | 2047-02-15      | 3.5000%  |  | $200.49            | $187.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.9530%  |  | $3550950.39        | $3582613.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.2030%  |  | $39.99             | $40.53             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.1030%  |  | $1644422.43        | $1664166.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.6030%  |  | $40.88             | $41.69             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.7030%  |  | $14659.01          | $14749.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FB      | 2053-07-20      | 4.7030%  |  | $2605963.34        | $2622426.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.7030%  |  | $238683.22         | $239665.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AC R25F068  | 2052-01-25      | 5.5000%  |  | $327.94            | $333.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8530%  |  | $21064652.44       | $21210989.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.6530%  |  | $111.79            | $112.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.7030%  |  | $58789.36          | $58997.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.5830%  |  | $83.66             | $83.92             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 5.0030%  |  | $190.08            | $191.89            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 4.8030%  |  | $95.09             | $95.61             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $551.56            | $525.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.7030%  |  | $96.15             | $94.41             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.7330%  |  | $369.06            | $371.02            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 YF      | 2051-11-20      | 3.0000%  |  | $87.92             | $75.98             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-164 PH      | 2053-11-20      | 4.5000%  |  | $1490498.31        | $1487706.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.7830%  |  | $126.95            | $128.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 FK      | 2055-06-20      | 4.7730%  |  | $123.60            | $124.83            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.8530%  |  | $121.97            | $123.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.7530%  |  | $5389593.90        | $5428653.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.0030%  |  | $151343.17         | $152918.46         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0254 10/25/53  | 2053-10-25      | 4.8473%  |  | $467697.74         | $472110.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.8030%  |  | $1941127.53        | $1956713.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 FL      | 2055-10-20      | 4.7530%  |  | $3467.51           | $3497.01           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5615AV 11/25/36  | 2036-11-25      | 5.5000%  |  | $156609.89         | $162371.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $13168629.90       | $11346872.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.7030%  |  | $90277.05          | $90768.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8530%  |  | $1133226.16        | $1145076.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068AV R25F068  | 2036-07-25      | 5.5000%  |  | $1002399.92        | $1036748.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.8130%  |  | $1183327.91        | $1192002.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.6030%  |  | $276590.76         | $277541.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.7030%  |  | $601370.50         | $603542.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $124.98            | $130.65            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.3530%  |  | $1033323.89        | $1045331.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.3030%  |  | $9082.30           | $9191.01           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.9530%  |  | $5233.30           | $5278.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 4.8130%  |  | $1803704.35        | $1818155.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 5.0030%  |  | $1220278.09        | $1232772.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.8030%  |  | $1904033.69        | $1910656.24        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $17871.28          | $16956.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.7030%  |  | $159.41            | $159.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.6030%  |  | $2838695.48        | $2843205.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $147023.89         | $120951.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $12.49             | $12.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL9122  | 2030-03-01      | 4.0000%  |  | $5463.82           | $5467.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL6523  | 2041-05-01      | 6.0000%  |  | $13.13             | $13.73             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.2710%  |  | $67.09             | $70.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5441  | 2041-09-01      | 4.5000%  |  | $46.12             | $46.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $1415723.21        | $1354744.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL1948  | 2042-01-01      | 4.0000%  |  | $14.30             | $14.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL928938  | 2037-12-01      | 7.0000%  |  | $36.44             | $38.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $18848.79          | $19884.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3824  | 2041-11-01      | 5.0000%  |  | $8.11              | $8.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA4819  | 2047-02-01      | 4.5000%  |  | $1522.49           | $1526.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4636  | 2048-10-01      | 3.0000%  |  | $20.28             | $18.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2092  | 2048-12-01      | 5.0000%  |  | $75339.18          | $77100.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8775  | 2048-10-01      | 4.0000%  |  | $21.44             | $20.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8851  | 2054-06-01      | 6.5000%  |  | $59876.85          | $63151.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL920727  | 2037-01-01      | 5.0000%  |  | $0.84              | $0.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL919384  | 2037-05-01      | 6.0000%  |  | $10.49             | $10.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL916922  | 2037-05-01      | 6.5000%  |  | $52.00             | $54.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL905141  | 2037-02-01      | 5.5000%  |  | $5.24              | $5.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL904079  | 2036-11-01      | 5.0000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902745  | 2036-11-01      | 6.0000%  |  | $4567.75           | $4784.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL901646  | 2036-12-01      | 6.5000%  |  | $49.66             | $52.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL901895  | 2036-09-01      | 6.5000%  |  | $100.14            | $106.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL899746  | 2037-07-01      | 6.0000%  |  | $97.68             | $103.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL898565  | 2036-10-01      | 6.5000%  |  | $373.49            | $388.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL896508  | 2036-08-01      | 6.5000%  |  | $14.41             | $15.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928581  | 2037-08-01      | 6.5000%  |  | $13.19             | $14.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL893590  | 2036-09-01      | 6.5000%  |  | $54.12             | $57.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL890607  | 2043-08-01      | 5.0000%  |  | $90.99             | $93.73             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  |  | $7.93              | $8.32              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $88098.91          | $92431.49          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.5420%  |  | $101.63            | $102.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6225  | 2048-04-01      | 4.0000%  |  | $43.24             | $42.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5098  | 2052-05-01      | 3.0000%  |  | $98.08             | $89.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5380  | 2051-05-01      | 2.0000%  |  | $112.53            | $92.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3378  | 2052-04-01      | 4.0000%  |  | $208.34            | $200.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3295  | 2052-04-01      | 2.5000%  |  | $385.97            | $334.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2891  | 2052-02-01      | 3.0000%  |  | $88.89             | $79.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2784  | 2052-01-01      | 2.0000%  |  | $99.27             | $81.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2074  | 2051-11-01      | 2.5000%  |  | $92976.13          | $80269.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664  | 2052-01-01      | 3.0000%  |  | $90.48             | $80.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7679  | 2041-12-01      | 3.5000%  |  | $17.58             | $16.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049  | 2050-06-01      | 3.5000%  |  | $117.74            | $110.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6042  | 2051-01-01      | 2.5000%  |  | $7414.42           | $6428.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB3854  | 2041-11-01      | 4.0000%  |  | $37.10             | $36.55             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082989 M      | 2041-11-20      | 5.8750%  |  | $270.42            | $272.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1263  | 2049-07-01      | 4.5000%  |  | $28.25             | $28.08             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $656.30            | $627.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA2226  | 2046-07-01      | 3.0000%  |  | $3918.67           | $3599.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQA1948  | 2049-08-01      | 5.5000%  |  | $1921.65           | $1980.89           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN2303  | 2032-12-01      | 4.4500%  |  | $127.59            | $126.73            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $458616.91         | $370062.93         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $875.37            | $691.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1237  | 2051-12-01      | 3.5000%  |  | $85.99             | $81.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1170  | 2050-10-01      | 3.0000%  |  | $503.10            | $454.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1118  | 2052-03-01      | 3.5000%  |  | $257.17            | $240.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1014  | 2052-02-01      | 2.0000%  |  | $478.54            | $396.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0564  | 2050-07-01      | 3.0000%  |  | $82.15             | $74.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0377  | 2052-02-01      | 2.5000%  |  | $94.88             | $81.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $98.90             | $85.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $186.47            | $181.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9923  | 2051-12-01      | 3.0000%  |  | $267.86            | $242.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335  | 2051-10-01      | 2.5000%  |  | $93.25             | $79.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8480  | 2050-11-01      | 3.0000%  |  | $62.80             | $56.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8148  | 2051-05-01      | 3.0000%  |  | $64.16             | $57.44             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA6421 M      | 2050-01-20      | 4.0000%  |  | $55.27             | $56.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3045  | 2052-10-01      | 5.0000%  |  | $97.62             | $99.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521  | 2048-11-01      | 4.0000%  |  | $3279.99           | $3200.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4228  | 2036-01-01      | 1.5000%  |  | $672418.80         | $610178.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332  | 2053-06-01      | 6.0000%  |  | $721486.41         | $746755.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5599  | 2040-06-01      | 5.5000%  |  | $237.56            | $248.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP6715  | 2050-09-01      | 2.0000%  |  | $421.34            | $346.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2960  | 2047-04-01      | 4.0000%  |  | $137.13            | $133.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277  | 2052-12-01      | 5.5000%  |  | $155773.89         | $159520.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA1034  | 2027-04-01      | 3.5000%  |  | $27.22             | $27.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD2991  | 2051-09-01      | 2.5000%  |  | $99.59             | $86.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3757  | 2042-09-01      | 3.5000%  |  | $276.53            | $264.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2090  | 2046-12-01      | 3.0000%  |  | $34.82             | $32.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4543  | 2049-11-01      | 3.0000%  |  | $55.74             | $51.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7718  | 2052-07-01      | 4.5000%  |  | $316.33            | $312.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4745  | 2046-10-01      | 3.0000%  |  | $234.98            | $215.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3556  | 2047-09-01      | 4.0000%  |  | $297.28            | $292.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6707  | 2050-08-01      | 2.5000%  |  | $144.69            | $126.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6987  | 2050-09-01      | 2.0000%  |  | $3504.94           | $2861.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA6876  | 2035-08-01      | 3.0000%  |  | $455.59            | $441.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862  | 2035-09-01      | 2.0000%  |  | $156.33            | $145.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6339  | 2050-07-01      | 2.5000%  |  | $336.59            | $290.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6312  | 2050-07-01      | 3.0000%  |  | $58.88             | $53.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658  | 2050-05-01      | 2.5000%  |  | $67142.73          | $57877.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995113  | 2036-09-01      | 5.5000%  |  | $7.28              | $7.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995069  | 2038-10-01      | 6.0000%  |  | $30.53             | $32.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995024  | 2037-08-01      | 5.5000%  |  | $6.15              | $6.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL995504  | 2038-11-01      | 7.5000%  |  | $217.25            | $229.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL994410  | 2038-11-01      | 7.0000%  |  | $5.70              | $6.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL992262  | 2039-01-01      | 5.0000%  |  | $54.18             | $55.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL992033  | 2038-10-01      | 6.0000%  |  | $1.62              | $1.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985616  | 2034-04-01      | 5.5000%  |  | $7.50              | $7.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985615  | 2034-04-01      | 5.5000%  |  | $55.12             | $56.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL977184  | 2038-04-01      | 4.5000%  |  | $332.27            | $335.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  |  | $1.06              | $1.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL968252  | 2038-02-01      | 7.0000%  |  | $10.86             | $11.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL966555  | 2038-01-01      | 6.5000%  |  | $73.19             | $77.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL965672  | 2038-02-01      | 6.5000%  |  | $70.52             | $74.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL962066  | 2038-03-01      | 5.5000%  |  | $95.29             | $99.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5940  | 2051-02-01      | 2.0000%  |  | $89.91             | $74.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5661  | 2048-01-01      | 3.5000%  |  | $7930.17           | $7558.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6184  | 2051-03-01      | 2.0000%  |  | $154.79            | $128.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4874  | 2050-11-01      | 2.5000%  |  | $37398.68          | $32754.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3681  | 2046-03-01      | 3.0000%  |  | $53.34             | $49.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM4383  | 2047-02-01      | 4.5000%  |  | $41.67             | $42.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3250  | 2050-05-01      | 3.5000%  |  | $8227.77           | $7732.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3155  | 2049-12-01      | 5.0000%  |  | $19.48             | $19.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3079  | 2043-02-01      | 4.0000%  |  | $39.75             | $39.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3494  | 2048-04-01      | 2.5000%  |  | $39.88             | $35.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2061  | 2048-07-01      | 4.5000%  |  | $23.43             | $23.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  |  | $101.11            | $104.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239  | 2048-01-01      | 4.0000%  |  | $16.47             | $16.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4112  | 2052-07-01      | 3.5000%  |  | $43511.13          | $40562.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580  | 2052-04-01      | 3.5000%  |  | $651.85            | $606.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4861  | 2038-01-01      | 3.5000%  |  | $83.46             | $81.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623  | 2052-06-01      | 2.5000%  |  | $328187.72         | $281606.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA6106  | 2050-06-01      | 4.0000%  |  | $29.21             | $28.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBQ1348  | 2050-08-01      | 3.0000%  |  | $120.22            | $107.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4327  | 2051-05-01      | 3.0000%  |  | $65.91             | $59.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5283  | 2054-02-01      | 4.0000%  |  | $232.23            | $222.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358  | 2051-06-01      | 3.5000%  |  | $102.14            | $95.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4361  | 2036-06-01      | 2.5000%  |  | $191.04            | $181.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $183.37            | $150.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4305  | 2051-04-01      | 2.0000%  |  | $269.83            | $221.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4256  | 2051-02-01      | 2.5000%  |  | $449976.61         | $387508.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210  | 2050-12-01      | 2.5000%  |  | $533.45            | $459.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4157  | 2050-10-01      | 1.5000%  |  | $458.76            | $356.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4121  | 2050-09-01      | 3.0000%  |  | $476.41            | $428.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA0464  | 2053-10-01      | 6.5000%  |  | $7434.99           | $7734.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5316  | 2052-12-01      | 6.0000%  |  | $168.69            | $174.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA2730  | 2046-08-01      | 2.5000%  |  | $52.53             | $46.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9249  | 2048-06-01      | 4.5000%  |  | $33.68             | $33.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $406751.82         | $410017.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $658.21            | $565.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3691  | 2049-07-01      | 3.0000%  |  | $15.11             | $13.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4951  | 2053-06-01      | 5.0000%  |  | $1214.59           | $1235.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $11061.86          | $11128.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAE7008  | 2030-10-01      | 4.0000%  |  | $7.61              | $7.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  |  | $66.61             | $70.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAB1763  | 2030-11-01      | 4.0000%  |  | $196.47            | $196.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0690  | 2036-12-01      | 6.5000%  |  | $36.55             | $38.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4802  | 2052-11-01      | 3.0000%  |  | $112.68            | $100.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388  | 2051-12-01      | 2.5000%  |  | $106981.34         | $93302.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9424  | 2046-11-01      | 3.5000%  |  | $192.25            | $181.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8155  | 2051-01-01      | 2.0000%  |  | $8531.68           | $7050.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2643  | 2051-02-01      | 2.0000%  |  | $155.83            | $129.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8647  | 2047-01-01      | 3.0000%  |  | $38.72             | $35.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106  | 2053-08-01      | 5.0000%  |  | $880447.83         | $887292.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5295  | 2054-03-01      | 6.0000%  |  | $349.52            | $360.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8628  | 2050-02-01      | 3.0000%  |  | $118823.08         | $106774.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBD2377  | 2046-12-01      | 4.5000%  |  | $12.65             | $12.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS1947  | 2038-08-01      | 3.0000%  |  | $536.32            | $513.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $517.03            | $465.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL890604  | 2044-10-01      | 4.5000%  |  | $31.08             | $31.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4583  | 2037-04-01      | 2.5000%  |  | $80.21             | $75.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  |  | $514958.19         | $495954.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU1416  | 2052-01-01      | 3.0000%  |  | $271.13            | $244.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5396  | 2053-07-01      | 5.0000%  |  | $306.63            | $311.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  |  | $8919.68           | $7313.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $192.43            | $166.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414  | 2051-05-01      | 2.5000%  |  | $87.23             | $75.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9301  | 2051-02-01      | 3.0000%  |  | $72.74             | $65.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8827  | 2051-02-01      | 2.5000%  |  | $86.95             | $74.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8450  | 2051-01-01      | 2.0000%  |  | $178.67            | $145.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7737  | 2050-11-01      | 2.5000%  |  | $66.18             | $57.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7597  | 2050-11-01      | 2.5000%  |  | $309.74            | $271.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA7420  | 2050-05-01      | 5.0000%  |  | $17.22             | $17.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3932  | 2035-02-01      | 3.5000%  |  | $158.87            | $155.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3897  | 2035-01-01      | 3.0000%  |  | $626.52            | $607.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3890  | 2040-01-01      | 3.0000%  |  | $81.75             | $76.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872  | 2049-12-01      | 3.5000%  |  | $7129.90           | $6694.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3870  | 2049-12-01      | 2.5000%  |  | $6177.33           | $5331.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3834  | 2049-11-01      | 3.0000%  |  | $451.45            | $407.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0128  | 2055-09-01      | 6.0000%  |  | $267642.18         | $275909.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9704  | 2055-09-01      | 7.0000%  |  | $1071814.91        | $1132157.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9368  | 2055-09-01      | 6.0000%  |  | $264528.17         | $272654.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8732  | 2055-09-01      | 6.0000%  |  | $127.10            | $132.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8403  | 2055-08-01      | 5.5000%  |  | $277543.14         | $283345.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3903  | 2054-03-01      | 5.5000%  |  | $104.65            | $108.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2107  | 2051-07-01      | 2.5000%  |  | $414041.84         | $356110.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9612  | 2053-08-01      | 5.0000%  |  | $850182.11         | $865857.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8694  | 2053-04-01      | 5.0000%  |  | $200.40            | $203.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8415  | 2053-01-01      | 5.5000%  |  | $98.77             | $101.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8076  | 2052-11-01      | 5.0000%  |  | $97.75             | $99.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6963  | 2052-03-01      | 2.0000%  |  | $47294.58          | $38981.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6562  | 2052-01-01      | 2.5000%  |  | $5019.14           | $4397.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8086  | 2054-06-01      | 6.5000%  |  | $186.99            | $197.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $333.03            | $296.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6832  | 2053-11-01      | 5.0000%  |  | $111.26            | $111.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6681  | 2047-04-01      | 3.5000%  |  | $100.48            | $96.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS6606  | 2052-10-01      | 2.0000%  |  | $5375.05           | $4386.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6598  | 2052-08-01      | 3.5000%  |  | $107.22            | $99.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5908  | 2053-09-01      | 6.0000%  |  | $197654.06         | $208550.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5772  | 2053-06-01      | 5.0000%  |  | $98.35             | $100.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  |  | $1737998.89        | $1676581.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4421  | 2052-08-01      | 5.5000%  |  | $92.10             | $94.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890365  | 2041-07-01      | 5.5000%  |  | $7.06              | $7.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889750  | 2038-05-01      | 6.0000%  |  | $1.22              | $1.29              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $28.05             | $27.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897  | 2053-03-01      | 5.0000%  |  | $316.93            | $320.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8185  | 2051-12-01      | 3.5000%  |  | $82.54             | $77.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3149  | 2047-10-01      | 4.0000%  |  | $15.42             | $15.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6359  | 2050-07-01      | 2.5000%  |  | $83244.41          | $72589.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126  | 2048-01-01      | 3.5000%  |  | $49.11             | $46.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2600  | 2052-05-01      | 3.0000%  |  | $495.79            | $446.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CI890430  | 2027-07-01      | 3.5000%  |  | $4.31              | $4.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0070  | 2050-04-01      | 5.0000%  |  | $226193.16         | $231186.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL8867  | 2041-09-01      | 5.0000%  |  | $1316.39           | $1358.22           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $640.37            | $573.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2033  | 2052-02-01      | 2.5000%  |  | $98.18             | $83.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1108  | 2051-09-01      | 2.5000%  |  | $265.46            | $230.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4195  | 2050-10-01      | 4.5000%  |  | $298.20            | $295.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469  | 2054-09-01      | 5.0000%  |  | $8037.60           | $8079.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1524  | 2048-04-01      | 3.5000%  |  | $33.54             | $31.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $30.66             | $32.11             | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.625 MLBS1658  | 2051-06-01      | 2.6250%  |  | $422.59            | $319.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3559  | 2034-01-01      | 3.5000%  |  | $166.01            | $164.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL941684  | 2037-06-01      | 6.0000%  |  | $414.07            | $430.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL941028  | 2037-07-01      | 6.5000%  |  | $37.17             | $39.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL945870  | 2037-08-01      | 6.5000%  |  | $2.65              | $2.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946803  | 2037-09-01      | 6.5000%  |  | $48.22             | $51.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952407  | 2037-09-01      | 6.0000%  |  | $11.78             | $12.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT952581  | 2027-08-01      | 6.0000%  |  | $3.99              | $4.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888745  | 2037-10-01      | 6.5000%  |  | $70.12             | $73.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077  | 2050-07-01      | 2.0000%  |  | $66.83             | $55.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4371  | 2045-02-01      | 3.5000%  |  | $2541.90           | $2418.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4607  | 2042-05-01      | 2.5000%  |  | $569.33            | $515.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $633.41            | $519.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9083  | 2046-12-01      | 3.0000%  |  | $58.61             | $53.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3524  | 2050-09-01      | 2.0000%  |  | $81.53             | $67.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3797  | 2034-10-01      | 2.5000%  |  | $129.90            | $124.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  |  | $128081.65         | $121258.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775  | 2049-09-01      | 3.5000%  |  | $197.87            | $185.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747  | 2049-08-01      | 4.5000%  |  | $376.77            | $375.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3746  | 2049-08-01      | 4.0000%  |  | $55.05             | $53.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3738  | 2034-08-01      | 3.0000%  |  | $294.59            | $286.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3687  | 2049-06-01      | 4.0000%  |  | $402.45            | $388.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3665  | 2049-05-01      | 4.5000%  |  | $563.29            | $562.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $614.24            | $552.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995112  | 2036-07-01      | 5.5000%  |  | $461.80            | $476.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8636  | 2051-01-01      | 4.0000%  |  | $428.20            | $418.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  |  | $31.48             | $29.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4631  | 2042-06-01      | 2.5000%  |  | $664.31            | $600.78            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9640%  |  | $121.31            | $116.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $8.50              | $8.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995231  | 2039-01-01      | 6.5000%  |  | $316.34            | $337.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAW8201  | 2034-09-01      | 4.0000%  |  | $37.27             | $36.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4999  | 2053-03-01      | 3.0000%  |  | $664.15            | $591.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $79.99             | $77.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  |  | $3018.96           | $3155.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3833  | 2049-11-01      | 2.5000%  |  | $16768.74          | $14475.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1443  | 2052-04-01      | 3.5000%  |  | $2081.22           | $1945.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2638  | 2052-04-01      | 2.5000%  |  | $205.00            | $175.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7574  | 2052-06-01      | 5.0000%  |  | $184.67            | $188.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630  | 2051-09-01      | 2.5000%  |  | $209.20            | $178.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0378  | 2028-01-01      | 6.5000%  |  | $0.02              | $0.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA2949  | 2053-10-01      | 6.0000%  |  | $95.32             | $98.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2582  | 2050-03-01      | 3.0000%  |  | $83.99             | $75.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1104  | 2049-05-01      | 3.5000%  |  | $31.74             | $30.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3659  | 2050-08-01      | 2.5000%  |  | $249592.24         | $215179.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4416  | 2050-05-01      | 2.5000%  |  | $109.73            | $94.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBP2389  | 2050-04-01      | 4.5000%  |  | $108.15            | $107.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBP0854  | 2050-01-01      | 3.5000%  |  | $24.68             | $23.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8933  | 2050-01-01      | 3.0000%  |  | $133530.33         | $120907.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO7222  | 2050-01-01      | 4.0000%  |  | $149.07            | $144.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO6208  | 2049-12-01      | 2.5000%  |  | $43.23             | $37.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4708  | 2049-11-01      | 3.0000%  |  | $29.50             | $26.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4109  | 2049-08-01      | 3.0000%  |  | $202.00            | $182.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201  | 2049-09-01      | 3.0000%  |  | $56660.86          | $51056.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710  | 2049-06-01      | 4.5000%  |  | $12337.28          | $12346.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5127  | 2047-03-01      | 3.5000%  |  | $36.41             | $34.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $32.48             | $34.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM3196  | 2044-05-01      | 5.5000%  |  | $259.09            | $271.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3115  | 2045-12-01      | 3.0000%  |  | $145.81            | $135.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562  | 2048-02-01      | 4.5000%  |  | $1024.20           | $1026.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM1791  | 2032-06-01      | 3.0000%  |  | $20.77             | $20.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL959596  | 2037-11-01      | 6.0000%  |  | $19.43             | $20.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL956058  | 2037-12-01      | 6.0000%  |  | $11.07             | $11.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL954832  | 2038-01-01      | 6.5000%  |  | $406.15            | $424.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952924  | 2037-10-01      | 6.0000%  |  | $421.49            | $444.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $127.59            | $138.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6002  | 2053-07-01      | 5.5000%  |  | $236.28            | $241.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD1507  | 2051-05-01      | 2.0000%  |  | $151531.16         | $124147.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0996  | 2041-02-01      | 4.0000%  |  | $279.41            | $276.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7019  | 2050-09-01      | 2.0000%  |  | $294.51            | $243.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6346  | 2055-04-01      | 5.5000%  |  | $120.54            | $123.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  |  | $292.67            | $310.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5635  | 2055-02-01      | 3.5000%  |  | $121.82            | $113.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6316  | 2055-04-01      | 5.5000%  |  | $126.51            | $129.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8520  | 2055-03-01      | 3.5000%  |  | $359.58            | $334.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2975  | 2055-08-01      | 6.5000%  |  | $252937.44         | $267911.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5944  | 2056-01-01      | 5.0000%  |  | $40021.44          | $40230.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3675  | 2055-11-01      | 6.0000%  |  | $164924.04         | $169692.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD8776  | 2055-11-01      | 5.0000%  |  | $540843.38         | $548794.74         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6226  | 2031-01-01      | 3.6350%  |  | $127.59            | $125.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3676  | 2055-11-01      | 5.0000%  |  | $470711.53         | $473643.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $79.36             | $83.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2581  | 2055-07-01      | 6.0000%  |  | $293651.89         | $304262.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0712  | 2055-09-01      | 6.0000%  |  | $127.14            | $131.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2703  | 2055-07-01      | 5.5000%  |  | $126.76            | $129.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6658  | 2055-08-01      | 6.0000%  |  | $526683.29         | $545520.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5566  | 2055-01-01      | 4.0000%  |  | $112.07            | $108.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9869  | 2055-01-01      | 6.5000%  |  | $282483.99         | $294811.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7616  | 2055-09-01      | 6.0000%  |  | $124.64            | $128.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5491  | 2055-01-01      | 6.0000%  |  | $342704.18         | $353278.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7480  | 2055-04-01      | 6.0000%  |  | $759.75            | $786.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV1666  | 2055-05-01      | 4.5000%  |  | $278662.65         | $278037.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQZ8797  | 2055-11-01      | 4.0000%  |  | $20628.64          | $19797.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF2297  | 2055-09-01      | 6.0000%  |  | $127.61            | $132.87            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.450 WNWN1597  | 2035-03-01      | 4.4500%  |  | $131.67            | $131.42            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $454.39            | $465.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0063  | 2055-11-01      | 5.0000%  |  | $4831134.33        | $4856332.45        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5016  | 2030-09-01      | 4.6400%  |  | $130.65            | $133.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1860  | 2056-01-01      | 5.5000%  |  | $3453200.61        | $3542250.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6306  | 2055-04-01      | 5.5000%  |  | $126.74            | $129.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9633  | 2055-06-01      | 5.5000%  |  | $103.08            | $105.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9467  | 2049-11-01      | 5.0000%  |  | $102.18            | $103.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6158 C      | 2065-04-20      | 7.0000%  |  | $91479.84          | $95491.95          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK8713 H      | 2075-09-20      | 5.3710%  |  | $258.27            | $284.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5466  | 2055-04-01      | 6.0000%  |  | $107.83            | $111.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5075  | 2036-07-01      | 5.0000%  |  | $0.54              | $0.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889579  | 2038-05-01      | 6.0000%  |  | $1457.27           | $1545.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1577  | 2041-07-01      | 4.5000%  |  | $27.43             | $27.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9449  | 2039-11-01      | 5.0000%  |  | $22089.64          | $22754.59          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.2790%  |  | $11689.90          | $12242.19          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.3070%  |  | $55.29             | $58.05             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1069 G         | 2037-08-01      | 6.5570%  |  | $3.41              | $3.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4233  | 2052-12-01      | 4.5000%  |  | $308.39            | $304.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4110  | 2052-03-01      | 2.5000%  |  | $102.10            | $87.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3885  | 2051-11-01      | 3.0000%  |  | $16467.85          | $14681.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3745  | 2050-08-01      | 2.0000%  |  | $207.70            | $170.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480  | 2050-03-01      | 4.5000%  |  | $91.24             | $91.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4435  | 2053-02-01      | 2.5000%  |  | $750.24            | $643.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3256  | 2052-11-01      | 6.0000%  |  | $6696.29           | $6932.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3210  | 2052-09-01      | 5.0000%  |  | $201.64            | $204.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3053  | 2052-10-01      | 5.5000%  |  | $39766.28          | $41005.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0696  | 2040-12-01      | 4.5000%  |  | $43.20             | $43.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0392  | 2039-12-01      | 5.5000%  |  | $222.25            | $232.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0336  | 2038-09-01      | 6.0000%  |  | $110.19            | $116.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0188  | 2037-08-01      | 5.5000%  |  | $138.25            | $144.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD4333  | 2040-03-01      | 5.0000%  |  | $1003.37           | $1032.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956  | 2046-01-01      | 5.5000%  |  | $133.83            | $136.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $476.04            | $469.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5824  | 2055-09-01      | 6.5000%  |  | $116.80            | $121.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5673  | 2055-04-01      | 5.5000%  |  | $223.82            | $228.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5615  | 2055-02-01      | 6.0000%  |  | $194.58            | $200.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5497  | 2054-10-01      | 5.5000%  |  | $213.46            | $217.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $5211860.01        | $5239262.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  |  | $605.96            | $564.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217  | 2053-12-01      | 6.5000%  |  | $272.58            | $283.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189  | 2053-11-01      | 5.0000%  |  | $119.41            | $120.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165  | 2053-10-01      | 5.5000%  |  | $713.21            | $728.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087  | 2038-07-01      | 5.5000%  |  | $74.01             | $76.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9746  | 2047-06-01      | 4.0000%  |  | $141.43            | $138.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7125  | 2046-05-01      | 2.5000%  |  | $15447.11          | $13557.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.870 MTAM1855  | 2033-01-01      | 2.8700%  |  | $372.92            | $358.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8832  | 2042-10-01      | 4.5000%  |  | $14840.58          | $14986.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL791401  | 2034-10-01      | 5.5000%  |  | $3.99              | $4.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL771031  | 2034-04-01      | 5.0000%  |  | $254.97            | $257.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745875  | 2036-09-01      | 6.5000%  |  | $8.83              | $9.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745256  | 2036-02-01      | 6.0000%  |  | $5.24              | $5.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8526  | 2051-01-01      | 2.5000%  |  | $68.51             | $59.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3614  | 2052-05-01      | 4.0000%  |  | $187.81            | $181.91            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0129  | 2030-12-01      | 4.9300%  |  | $255.17            | $264.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795  | 2053-04-01      | 5.5000%  |  | $100.71            | $104.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8231  | 2052-07-01      | 4.5000%  |  | $685.85            | $677.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209  | 2050-12-01      | 1.5000%  |  | $90.62             | $70.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW1399  | 2052-12-01      | 5.5000%  |  | $104.39            | $109.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3632  | 2034-04-01      | 3.5000%  |  | $64.21             | $63.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2906  | 2052-09-01      | 5.0000%  |  | $7191.66           | $7259.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $523.78            | $545.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4312  | 2053-03-01      | 4.5000%  |  | $306.76            | $304.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL878225  | 2036-10-01      | 6.5000%  |  | $0.69              | $0.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL904108  | 2036-11-01      | 6.5000%  |  | $101.86            | $106.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL894675  | 2036-11-01      | 6.5000%  |  | $17.00             | $17.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL900842  | 2037-01-01      | 6.0000%  |  | $257.77            | $273.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL919157  | 2037-04-01      | 6.5000%  |  | $53.14             | $55.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL918653  | 2037-06-01      | 6.0000%  |  | $1.08              | $1.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6670  | 2042-10-01      | 3.0000%  |  | $72.05             | $66.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1266  | 2049-07-01      | 5.0000%  |  | $29.16             | $29.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4900 M      | 2047-12-20      | 3.5000%  |  | $490.48            | $460.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7531  | 2051-05-01      | 3.0000%  |  | $155732.91         | $139892.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8151  | 2054-06-01      | 6.0000%  |  | $215.86            | $225.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269  | 2053-05-01      | 4.5000%  |  | $683162.92         | $680500.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M      | 2049-12-20      | 3.5000%  |  | $17.31             | $16.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD2424  | 2051-12-01      | 2.0000%  |  | $1233212.42        | $1016452.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4267  | 2053-11-01      | 6.0000%  |  | $567.74            | $597.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3676  | 2047-06-01      | 3.0000%  |  | $130319.24         | $120126.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLMA5287  | 2054-01-01      | 8.0000%  |  | $66.93             | $72.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0290  | 2051-04-01      | 2.0000%  |  | $92.22             | $75.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $51.40             | $54.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL963737  | 2038-06-01      | 5.5000%  |  | $131.24            | $136.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889633  | 2037-08-01      | 5.5000%  |  | $27.66             | $28.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAR6445  | 2043-10-01      | 4.5000%  |  | $45.25             | $45.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5205  | 2043-11-01      | 6.0000%  |  | $69.41             | $71.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1621  | 2051-07-01      | 2.0000%  |  | $125.23            | $102.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8371  | 2053-11-01      | 5.0000%  |  | $652892.12         | $657465.48         | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $62.14             | $65.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4214  | 2052-07-01      | 4.0000%  |  | $1422.41           | $1387.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4110  | 2049-09-01      | 3.0000%  |  | $37.83             | $34.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT6823  | 2051-10-01      | 2.5000%  |  | $5645.60           | $4850.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8251  | 2052-08-01      | 5.5000%  |  | $63461.28          | $64913.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6757  | 2055-06-01      | 6.5000%  |  | $29058.33          | $30533.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $562033.81         | $566950.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242  | 2052-09-01      | 3.0000%  |  | $418223.48         | $372935.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2001  | 2049-09-01      | 5.0000%  |  | $37268.76          | $38148.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6485  | 2055-09-01      | 6.0000%  |  | $211966.93         | $220416.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4858  | 2055-07-01      | 5.5000%  |  | $366.17            | $376.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4360  | 2055-09-01      | 5.5000%  |  | $119.61            | $123.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3704  | 2055-08-01      | 6.5000%  |  | $570634.72         | $599706.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2468  | 2055-07-01      | 5.5000%  |  | $294587.41         | $303108.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1335  | 2055-06-01      | 6.5000%  |  | $997956.19         | $1053443.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5019  | 2050-01-01      | 3.0000%  |  | $503352.66         | $452592.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794  | 2049-12-01      | 3.0000%  |  | $2823.66           | $2547.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695  | 2034-07-01      | 3.0000%  |  | $75.37             | $73.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694  | 2049-07-01      | 4.5000%  |  | $40.04             | $39.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3663  | 2049-05-01      | 3.5000%  |  | $69.64             | $65.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3658  | 2034-05-01      | 3.5000%  |  | $284.06            | $280.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656  | 2029-05-01      | 3.5000%  |  | $137.79            | $137.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3615  | 2049-03-01      | 4.0000%  |  | $26.27             | $25.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3610  | 2034-03-01      | 3.5000%  |  | $558.14            | $552.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3631  | 2034-04-01      | 3.0000%  |  | $9.36              | $9.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3630  | 2049-04-01      | 5.0000%  |  | $55.67             | $57.14             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8236  | 2052-08-01      | 3.5000%  |  | $6734.39           | $6269.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  |  | $825.28            | $833.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8232  | 2052-06-01      | 5.0000%  |  | $15775.45          | $15915.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $512389.84         | $516897.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  |  | $14111.52          | $12104.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  |  | $80216.22          | $68804.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8206  | 2052-04-01      | 3.0000%  |  | $3665.92           | $3269.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199  | 2052-03-01      | 2.0000%  |  | $101.80            | $83.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $96.29             | $82.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182  | 2051-12-01      | 2.0000%  |  | $397.27            | $324.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173  | 2051-10-01      | 2.5000%  |  | $90.98             | $78.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8172  | 2051-10-01      | 2.0000%  |  | $194.63            | $159.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $95.03             | $81.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151  | 2051-06-01      | 2.5000%  |  | $1705.10           | $1466.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8140  | 2051-04-01      | 2.0000%  |  | $628.36            | $515.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3863  | 2052-08-01      | 3.5000%  |  | $507.60            | $472.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3861  | 2052-04-01      | 2.5000%  |  | $530509.50         | $462367.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3417  | 2055-11-01      | 6.5000%  |  | $173.13            | $182.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  |  | $128.48            | $134.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0794  | 2056-02-01      | 5.0000%  |  | $979370.99         | $988795.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5334  | 2054-12-01      | 4.5000%  |  | $200.01            | $198.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6730  | 2055-04-01      | 5.5000%  |  | $136984.01         | $141435.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5531  | 2055-05-01      | 6.5000%  |  | $426955.65         | $443917.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5101  | 2055-04-01      | 6.5000%  |  | $307021.64         | $322443.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8993  | 2055-01-01      | 4.5000%  |  | $125.46            | $124.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3305  | 2055-09-01      | 5.0000%  |  | $139243.86         | $139983.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV6479  | 2055-12-01      | 6.5000%  |  | $127.45            | $132.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2405  | 2055-10-01      | 5.0000%  |  | $127.72            | $129.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8178  | 2055-03-01      | 6.0000%  |  | $170.64            | $176.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  |  | $116.48            | $122.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0092  | 2055-06-01      | 6.0000%  |  | $786389.47         | $819927.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4980  | 2053-04-01      | 6.0000%  |  | $326.69            | $338.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4043  | 2035-06-01      | 3.0000%  |  | $221.80            | $214.89            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082428 M      | 2039-11-20      | 5.8750%  |  | $2.33              | $2.37              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7533  | 2054-05-01      | 5.0000%  |  | $110.58            | $112.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6885  | 2037-12-01      | 6.5000%  |  | $0.73              | $0.76              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1429  | 2046-07-01      | 4.5000%  |  | $7.05              | $7.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2610  | 2052-01-01      | 2.0000%  |  | $99.23             | $81.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9538  | 2051-11-01      | 2.0000%  |  | $93.42             | $77.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7129  | 2054-02-01      | 5.0000%  |  | $112.17            | $113.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3350  | 2053-06-01      | 5.0000%  |  | $100.92            | $102.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1129  | 2049-01-01      | 3.0000%  |  | $146.01            | $134.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2405  | 2045-09-01      | 4.0000%  |  | $70.38             | $68.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR7795  | 2051-04-01      | 2.5000%  |  | $248.31            | $213.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8415  | 2053-08-01      | 5.5000%  |  | $2371889.50        | $2425628.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4862  | 2054-04-01      | 5.5000%  |  | $118332.10         | $120835.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV0894  | 2052-01-01      | 2.0000%  |  | $177.73            | $145.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4497  | 2036-12-01      | 2.0000%  |  | $51259.74          | $47476.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB1228  | 2040-07-01      | 5.0000%  |  | $34.82             | $35.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE1484  | 2040-09-01      | 4.5000%  |  | $4.07              | $4.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7422  | 2040-10-01      | 2.0000%  |  | $75.27             | $66.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3866  | 2034-12-01      | 3.5000%  |  | $187.44            | $184.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ0538  | 2050-09-01      | 2.5000%  |  | $6295.17           | $5410.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4181  | 2050-11-01      | 1.5000%  |  | $10614.56          | $8247.39           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $255.81            | $247.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0396  | 2034-01-01      | 4.6900%  |  | $125.98            | $128.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744  | 2049-08-01      | 3.0000%  |  | $15.60             | $14.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8754  | 2055-09-01      | 6.5000%  |  | $142.81            | $149.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC0837  | 2055-02-01      | 6.0000%  |  | $104.66            | $107.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL952680  | 2037-09-01      | 6.5000%  |  | $2.34              | $2.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735227  | 2035-02-01      | 5.5000%  |  | $1.01              | $1.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL731243  | 2033-08-01      | 5.5000%  |  | $5116.36           | $5243.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ5719  | 2030-09-01      | 3.0000%  |  | $9.66              | $9.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL949320  | 2037-10-01      | 7.0000%  |  | $59.04             | $62.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $276049.11         | $299121.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948384  | 2037-09-01      | 6.0000%  |  | $3.61              | $3.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL947053  | 2037-10-01      | 6.5000%  |  | $139.35            | $145.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL946812  | 2037-09-01      | 6.5000%  |  | $376.04            | $390.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL946391  | 2037-09-01      | 6.0000%  |  | $94.70             | $100.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL942292  | 2037-08-01      | 6.5000%  |  | $244.11            | $257.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940624  | 2037-08-01      | 6.0000%  |  | $218.32            | $231.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  |  | $351.53            | $366.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $6789.44           | $6672.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $45278.94          | $46048.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2616  | 2041-11-01      | 4.5000%  |  | $181128.61         | $182775.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0520  | 2041-07-01      | 5.5000%  |  | $179.21            | $187.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5458  | 2041-11-01      | 4.5000%  |  | $36.93             | $37.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI6581  | 2041-07-01      | 4.5000%  |  | $710073.32         | $716531.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5554  | 2041-02-01      | 4.5000%  |  | $52.21             | $52.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $17.04             | $17.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9646  | 2055-06-01      | 6.0000%  |  | $252.68            | $262.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9785  | 2055-09-01      | 6.0000%  |  | $126.94            | $130.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8588  | 2055-05-01      | 5.5000%  |  | $698062.04         | $715828.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6767  | 2055-07-01      | 5.5000%  |  | $490096.22         | $500342.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6403  | 2055-04-01      | 6.0000%  |  | $12886.87          | $13464.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA0537  | 2040-10-01      | 4.5000%  |  | $13.35             | $13.47             | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0052A2 R23M00  | 2028-07-25      | 4.5000%  |  | $1195273.25        | $1213945.81        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S  | 2032-04-25      | 2.0837%  |  | $34633.02          | $30820.75          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7498%  |  | $228.87            | $227.22            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL004A2 R19M004  | 2031-02-25      | 3.6100%  |  | $106.36            | $104.35            | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003  | 2026-02-25      | 2.7020%  |  | $46.68             | $46.65             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $225.19            | $182.01            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $531.14            | $508.38            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $88.09             | $87.71             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9860%  |  | $486779.66         | $488573.90         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $47.02             | $46.99             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $14.39             | $14.38             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $334.28            | $319.74            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R17M003  | 2026-12-25      | 2.4777%  |  | $313009.01         | $310051.44         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL050A2 R20M050  | 2030-10-25      | 1.2000%  |  | $510.86            | $493.82            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $274.18            | $272.72            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $159.74            | $155.30            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $1.25              | $1.25              | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R25M002  | 2030-04-25      | 4.6200%  |  | $1286498.68        | $1314317.49        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $430.80            | $428.98            | Agency Mortgage-Backed Securities         |

### Security 208: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $36395458.74       | $37063323.45       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $53.02             | $53.28             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $53.02             | $55.20             | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $53.02             | $54.58             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $36818609.96       | $37423351.63       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  |  | $53.02             | $53.66             | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $53.02             | $54.09             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  |  | $48671768.31       | $44993876.19       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $53.02             | $50.69             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $471876.44         | $469190.93         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $9124711.85        | $9085758.45        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $53.02             | $52.83             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $205934831.72      | $204964225.04      | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $53.02             | $54.94             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $954.36            | $943.79            | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $31709672.66       | $27801702.52       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $53.15             | $53.05             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $6722489.63        | $6735145.18        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $1007.38           | $1009.27           | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $856.69            | $862.09            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $530.20            | $551.68            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $1068349.47        | $1081578.04        | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $455652.37         | $265976.79         | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $40047517.29       | $22791153.53       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $3918732.80        | $2890864.52        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  |  | $53.02             | $49.97             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $2173.81           | $2153.27           | U.S. Treasuries (including strips) |
| USTR BILL 07/16/26    | 2026-07-16      | 0.0000%  |  | $48332023.97       | $47539378.78       | U.S. Treasuries (including strips) |
| USTR BILL 03/24/26    | 2026-03-24      | 0.0000%  |  | $55263623.79       | $54968516.04       | U.S. Treasuries (including strips) |
| USTR BILL 02/17/26    | 2026-02-17      | 0.0000%  |  | $21673443.98       | $21633998.32       | U.S. Treasuries (including strips) |
| USTR BILL 02/10/26    | 2026-02-10      | 0.0000%  |  | $477.18            | $476.65            | U.S. Treasuries (including strips) |
| USTR BILL 04/30/26    | 2026-04-30      | 0.0000%  |  | $55751406.18       | $55251316.06       | U.S. Treasuries (including strips) |
| USTR BILL 03/12/26    | 2026-03-12      | 0.0000%  |  | $26509912.40       | $26399100.97       | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26    | 2026-09-03      | 0.0000%  |  | $57428211.16       | $56248635.70       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $2069946.98        | $2163011.45        | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26    | 2026-02-05      | 0.0000%  |  | $2363570.77        | $2362128.99        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $20935461.04       | $20776686.51       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $229490797.60      | $226684923.38      | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $9067511.11        | $7179544.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $16685179.81       | $17107583.72       | U.S. Treasuries (including strips) |
| USTR BILL 03/17/26    | 2026-03-17      | 0.0000%  |  | $11686099.59       | $11631876.08       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $53.02             | $52.74             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $90244146.89       | $90405665.47       | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  |  | $15375696.17       | $14976666.11       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $14333697.56       | $14914420.30       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $53.02             | $33.85             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $2896632.09        | $2943368.62        | U.S. Treasuries (including strips) |
| USTR BILL 02/24/26    | 2026-02-24      | 0.0000%  |  | $7952867.68        | $7932810.55        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $530.20            | $536.36            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $53.02             | $52.79             | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26    | 2026-11-27      | 0.0000%  |  | $58588921.16       | $56916207.46       | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $3872833.10        | $3859545.41        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $53.02             | $53.71             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $249087.14         | $249232.62         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $20576569.85       | $21065463.00       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $15023061.45       | $14574279.94       | U.S. Treasuries (including strips) |

### Security 209: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.650%, 4/13/2026
- **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):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $14759000.00       | $14975382.03       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  |  | $50.00             | $50.54             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $182742550.00      | $186977899.78      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $180865500.00      | $185376190.64      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $350.00            | $351.74            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $103637550.00      | $106803812.33      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $7545450.00        | $7549432.00        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $2560600.00        | $2591856.85        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $50.00             | $49.72             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $50.00             | $49.24             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $448050.00         | $442704.33         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $50.00             | $47.52             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $150.00            | $142.56            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $50.00             | $48.21             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $693350.00         | $685877.04         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $40689400.00       | $40308625.00       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $150.00            | $79.46             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $6686200.00        | $4867609.42        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $159536609.76      | $135449481.09      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $450.00            | $459.25            | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $3326950.00        | $3483666.71        | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26    | 2026-05-12      | 0.0000%  |  | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| USTR BILL 04/28/26    | 2026-04-28      | 0.0000%  |  | $50.00             | $49.56             | U.S. Treasuries (including strips) |
| USTR BILL 07/02/26    | 2026-07-02      | 0.0000%  |  | $76400.00          | $75249.80          | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $150.00            | $147.95            | U.S. Treasuries (including strips) |
| USTR BILL 03/31/26    | 2026-03-31      | 0.0000%  |  | $85650.00          | $85132.68          | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26    | 2026-04-09      | 0.0000%  |  | $64650.00          | $64205.86          | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  |  | $150.00            | $149.17            | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26    | 2026-02-12      | 0.0000%  |  | $50.00             | $49.94             | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26    | 2026-02-05      | 0.0000%  |  | $50.00             | $49.97             | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  |  | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  |  | $21730.94          | $21829.82          | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26    | 2026-03-03      | 0.0000%  |  | $426050.00         | $424678.12         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $250.00            | $219.19            | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26    | 2026-12-24      | 0.0000%  |  | $200.00            | $193.83            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $163812500.00      | $168277322.82      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $16999300.00       | $16728471.59       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $12599.82          | $9294.94           | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26    | 2026-06-18      | 0.0000%  |  | $50.00             | $49.32             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $148362650.00      | $141412974.62      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $2000.00           | $1989.17           | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26    | 2026-05-05      | 0.0000%  |  | $1544700.00        | $1530148.93        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $1077350.00        | $1035724.34        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $7603900.00        | $7735667.32        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $337968.68         | $343290.05         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $50.00             | $50.38             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  |  | $2020500.00        | $2046596.11        | U.S. Treasuries (including strips) |

### Security 210: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.670%, 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: 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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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? 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 CLSL3155 | 2055-10-01      | 5.5000%  |  | $74680290.05       | $76928656.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  |  | $97505394.18       | $87101926.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5827 | 2053-09-01      | 5.5000%  |  | $89669115.32       | $93249652.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3661 | 2055-10-01      | 5.5000%  |  | $66571476.38       | $68816037.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $91296803.00       | $91772986.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  |  | $12923433.90       | $11514736.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $90734342.91       | $80820859.86       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-113 FG     | 2054-07-20      | 5.0030%  |  | $3111.13           | $3141.39           | Agency Collateralized Mortgage Obligation |

### Security 211: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.670%, 2/2/2026
- **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):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 GNRA 2025-100 FJ | 2055-06-20      | 4.9030%  |  | $8201141.34        | $8301203.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-151 F  | 2052-09-20      | 4.6830%  |  | $26958481.00       | $26794568.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-057 FJ | 2053-04-20      | 4.6530%  |  | $28093823.50       | $28169887.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF | 2053-01-20      | 4.4530%  |  | $15656289.15       | $15667482.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 F  | 2051-11-20      | 4.0000%  |  | $33757643.78       | $30279800.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA | 2048-10-20      | 4.0898%  |  | $9671713.58        | $9480446.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FN | 2055-08-20      | 4.7830%  |  | $49554034.00       | $50005154.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FM | 2055-07-20      | 5.0530%  |  | $49182920.00       | $49847952.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF | 2051-09-20      | 3.5000%  |  | $59102876.62       | $52036431.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE | 2052-01-20      | 3.5000%  |  | $42482714.50       | $37591731.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 VF | 2055-05-20      | 4.9530%  |  | $51797765.73       | $52435594.82       | Agency Collateralized Mortgage Obligation |

### Security 212: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.660%, 2/4/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $9291633.33        | $9443189.12        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $7933333.33        | $8138353.74        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $56.67             | $58.19             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $9914286.67        | $9858246.63        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $1476620.00        | $1391041.52        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $10200000.00       | $10170389.23       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $6325700.00        | $6262208.50        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $1030993.33        | $975272.00         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $7082823.33        | $6970815.84        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $3582296.67        | $3433675.65        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $12466893.33       | $11667890.55       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $8297076.67        | $8339758.56        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $3949666.67        | $3901375.98        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $73.02             | $53.23             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $202640.00         | $201649.93         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $10905783.33       | $11004157.05       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $11906233.33       | $11653888.68       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $4992956.67        | $5074106.06        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $11900566.67       | $11303966.34       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $8094833.33        | $7737048.26        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $286445976.67      | $284513146.83      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $5646323.33        | $5758537.74        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $11333786.67       | $11340406.16       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $5667290.00        | $5418539.93        | U.S. Treasuries (including strips) |

### Security 213: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.670%, 2/2/2026
- **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):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 CLSD8495 | 2054-12-01      | 6.0000%  |  | $774.40            | $796.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6097 | 2053-04-01      | 6.0000%  |  | $723.12            | $765.55            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q57396 G | 2048-07-01      | 4.0000%  |  | $258.10            | $253.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAU7493 | 2043-09-01      | 4.5000%  |  | $155.14            | $156.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  |  | $305.67            | $288.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7124 | 2045-08-01      | 3.5000%  |  | $2334513.87        | $2235610.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  |  | $489.70            | $439.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  |  | $707.78            | $636.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $434.10            | $374.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6751 | 2053-07-01      | 6.0000%  |  | $820.93            | $859.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $202.26            | $202.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4001 | 2056-01-01      | 5.0000%  |  | $1022.27           | $1033.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6201 | 2055-04-01      | 6.5000%  |  | $992.93            | $1044.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $908.04            | $944.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4511 | 2053-12-01      | 6.0000%  |  | $119915707.66      | $126223913.40      | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  |  | $1274.39           | $1264.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  |  | $293.75            | $289.38            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A89952 G | 2039-11-01      | 5.5000%  |  | $51.82             | $54.15             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1056 | 2054-03-01      | 5.0000%  |  | $844.49            | $854.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1825 | 2055-06-01      | 5.0000%  |  | $982.47            | $991.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5278 | 2055-06-01      | 6.0000%  |  | $952.11            | $981.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5073 | 2037-05-01      | 3.5000%  |  | $65.42             | $63.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $898.38            | $925.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9314 | 2054-10-01      | 5.0000%  |  | $63239662.68       | $63805959.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  |  | $886.00            | $900.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6519 | 2053-06-01      | 5.0000%  |  | $853.93            | $865.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  |  | $46267551.00       | $46914037.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5272 | 2052-12-01      | 5.0000%  |  | $15563901.23       | $15871658.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2341 | 2048-09-01      | 4.5000%  |  | $322.91            | $326.59            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5022 | 2032-09-01      | 4.1800%  |  | $1200.00           | $1197.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5631 | 2049-02-01      | 4.5000%  |  | $279.80            | $281.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  |  | $230.87            | $226.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4239 | 2048-08-01      | 4.5000%  |  | $243.96            | $244.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $253.54            | $251.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO3537 | 2042-06-01      | 3.5000%  |  | $253.63            | $242.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD4671 | 2055-04-01      | 7.0000%  |  | $992.69            | $1061.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2148 | 2045-07-01      | 3.5000%  |  | $220.16            | $210.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $147.38            | $145.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH6800 | 2041-03-01      | 5.5000%  |  | $90.06             | $94.01             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX WS544876 | 2036-04-01      | 5.6600%  |  | $4.66              | $4.74              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6307 | 2054-05-01      | 5.5000%  |  | $829.83            | $854.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  |  | $879.45            | $929.22            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U69910 G | 2042-10-01      | 4.0000%  |  | $830.82            | $820.43            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02242 G | 2041-07-01      | 5.0000%  |  | $266.49            | $274.83            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC Q00637 G | 2041-05-01      | 5.5000%  |  | $62.05             | $64.26             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5877 | 2054-07-01      | 5.5000%  |  | $848.46            | $881.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  |  | $963.19            | $995.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  |  | $828.26            | $870.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  |  | $882.12            | $926.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP4709 | 2042-08-01      | 4.0000%  |  | $98.72             | $96.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  |  | $893.27            | $831.62            | Agency Mortgage-Backed Securities |

### Security 214: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.670%, 2/2/2026
- **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:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 BY6428 C | 2050-10-20      | 3.0000%  |  | $423310.84         | $384121.43         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BY2815   | 2063-06-15      | 2.7800%  |  | $706163.52         | $615058.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0698 M | 2043-01-20      | 3.0000%  |  | $453816.21         | $421761.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M | 2046-06-20      | 3.5000%  |  | $2960071.84        | $2796496.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2519 M | 2045-01-20      | 2.5000%  |  | $38944.90          | $34750.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $3824005.24        | $3633911.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5432774.71        | $5172585.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0375 M | 2027-09-20      | 3.0000%  |  | $5488.83           | $5458.62           | Agency Mortgage-Backed Securities |
| GNMA GNAR AS MA0338 M | 2042-08-20      | 5.3750%  |  | $69571.39          | $70348.98          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA1783 X | 2042-10-15      | 3.0000%  |  | $361031.34         | $334355.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 796468 C | 2042-09-20      | 4.0000%  |  | $17067.16          | $16614.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 627014 C | 2030-11-20      | 3.0000%  |  | $19787.75          | $19387.97          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782723 X | 2039-08-15      | 5.5000%  |  | $2061574.00        | $2157327.01        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 785718 X | 2050-03-15      | 2.5000%  |  | $2823427.70        | $2440237.42        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783669 X | 2042-09-15      | 3.0000%  |  | $37571.00          | $34872.75          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 556053 X | 2032-07-15      | 6.5000%  |  | $5341.39           | $5596.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 518955 C | 2029-09-20      | 3.5000%  |  | $39549.42          | $38709.77          | Agency Mortgage-Backed Securities |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  |  | $71529.78          | $68444.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M | 2040-05-20      | 4.5000%  |  | $22582.22          | $22788.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003432 M | 2033-08-20      | 6.5000%  |  | $7352.10           | $7641.13           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO9802 C | 2065-11-20      | 2.0000%  |  | $302548.91         | $238177.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8883 C | 2056-01-20      | 5.0000%  |  | $2300592.00        | $2331348.10        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5393 C | 2059-09-20      | 2.5000%  |  | $138494.00         | $127406.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M | 2055-08-20      | 4.0000%  |  | $22285301.01       | $21212758.99       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $2220134.16        | $2045739.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0398 M | 2040-06-20      | 4.5000%  |  | $189895.09         | $190971.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $147201.58         | $157896.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0060 M | 2033-12-20      | 1.5000%  |  | $37091.30          | $34693.92          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $327461.06         | $286920.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT4984 C | 2053-05-20      | 6.5000%  |  | $818609.53         | $867196.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4932 C | 2050-08-20      | 2.5000%  |  | $1179122.26        | $1022480.45        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE7157 C | 2048-11-20      | 5.5000%  |  | $259218.75         | $266155.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8101 M | 2052-06-20      | 4.5000%  |  | $8239429.66        | $8157158.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $29833.79          | $30019.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8221 C | 2051-11-20      | 2.5000%  |  | $602620.22         | $524600.72         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 658218 X | 2036-12-15      | 6.0000%  |  | $9374.08           | $9976.10           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $313420.98         | $315803.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9959 M | 2054-09-20      | 2.5000%  |  | $8966573.92        | $7821039.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM7538 C | 2050-02-20      | 3.0000%  |  | $75327.29          | $69234.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $216742.20         | $220449.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0941 M | 2039-02-20      | 7.0000%  |  | $43211.39          | $45324.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1076565.20        | $1100776.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1232 C | 2054-02-20      | 6.5000%  |  | $539221.12         | $576155.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD0560 C | 2048-09-20      | 4.5000%  |  | $22432.95          | $22300.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $270673.08         | $249724.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1191865.26        | $1037554.33        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BF1113 X | 2048-01-15      | 5.0000%  |  | $25159.00          | $25306.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD0384 C | 2047-10-20      | 3.5000%  |  | $40304.83          | $37458.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9633 M | 2036-04-20      | 3.0000%  |  | $59262.56          | $56907.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $122784.34         | $123464.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $6715666.93        | $6920248.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $342144.47         | $328308.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9298 M | 2053-10-20      | 2.0000%  |  | $812105.55         | $678658.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $968732893.00      | $808375738.55      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1195553.37        | $1227148.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9010 M | 2053-07-20      | 2.0000%  |  | $153430.28         | $128247.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT9106 C | 2053-05-20      | 7.0000%  |  | $790530.78         | $826527.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9598 M | 2054-04-20      | 2.0000%  |  | $125654.85         | $105031.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $40735333.39       | $36951251.77       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $400014.77         | $395524.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $190326.30         | $194968.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4070 M | 2046-11-20      | 4.0000%  |  | $171849.24         | $166951.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1133395.96        | $965639.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $895276.69         | $798519.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9828 C | 2051-06-20      | 3.0000%  |  | $84175.41          | $76409.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3278 C | 2054-01-20      | 6.0000%  |  | $5432813.60        | $5677824.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004658 M | 2040-03-20      | 5.0000%  |  | $136363.02         | $140826.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3174 M | 2045-10-20      | 4.0000%  |  | $112282.55         | $109708.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4970 C | 2050-09-20      | 2.5000%  |  | $91491.30          | $79071.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004881 M | 2040-12-20      | 3.5000%  |  | $72722.32          | $69165.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $468821.14         | $410562.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $440696.71         | $446696.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1493772.66        | $1517069.21        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL8562 C | 2065-08-20      | 7.0000%  |  | $11553228.90       | $12059929.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9839 C | 2055-03-20      | 5.5000%  |  | $1667139.00        | $1686360.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  |  | $49747.46          | $50593.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2138 C | 2056-01-20      | 5.5000%  |  | $1020112.00        | $1047230.20        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF3248 C | 2064-11-20      | 6.0000%  |  | $926437.06         | $954841.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1439814.77        | $1385587.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $475435.93         | $494877.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $565148.57         | $588834.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M | 2047-11-20      | 3.0000%  |  | $542795.08         | $498315.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $237125.00         | $246040.55         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1205510.00        | $1066715.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $500970.79         | $525121.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6687 M | 2035-06-20      | 4.5000%  |  | $47058.80          | $47296.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8465 M | 2029-08-20      | 7.5000%  |  | $21368.49          | $21620.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $33963.07          | $34718.33          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $245581.99         | $238494.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $712072.78         | $667104.99         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $396773.34         | $372781.34         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6532 M | 2050-03-20      | 3.5000%  |  | $451737.75         | $410077.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $28487929.65       | $23772867.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6095 M | 2049-08-20      | 6.0000%  |  | $7240.94           | $7676.27           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6064 M | 2034-08-20      | 3.0000%  |  | $12009.98          | $11632.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $302646.09         | $306082.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5739 M | 2034-02-20      | 4.5000%  |  | $222863.97         | $225387.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5650 M | 2048-12-20      | 3.5000%  |  | $21960.47          | $20653.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3423 C | 2055-10-20      | 6.5000%  |  | $1557002.44        | $1632121.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2364 C | 2055-12-20      | 5.0000%  |  | $1166513.44        | $1174585.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2178 C | 2055-11-20      | 6.5000%  |  | $1170965.17        | $1223589.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8319 C | 2055-04-20      | 7.0000%  |  | $789743.55         | $824175.50         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI6474 C | 2065-05-20      | 5.5000%  |  | $7859342.90        | $7981064.92        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI4290 C | 2065-03-20      | 6.0000%  |  | $856051.99         | $882299.68         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI1686 C | 2065-02-20      | 6.0000%  |  | $1636497.20        | $1686674.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AR4870 C | 2046-03-20      | 4.0000%  |  | $798475.74         | $772702.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0743 M | 2055-11-20      | 4.0000%  |  | $10851159.42       | $10328917.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0680 M | 2055-10-20      | 2.5000%  |  | $342154.01         | $298033.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9237 M | 2053-10-20      | 3.5000%  |  | $192885.64         | $180033.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1218085.57        | $1018150.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $133988036.56      | $132320555.45      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $428126.55         | $390131.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $4945490.01        | $5088035.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $102123.36         | $109525.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8619 M | 2038-11-20      | 6.5000%  |  | $34766.41          | $36909.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $1005929.76        | $1016590.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8568 M | 2053-01-20      | 4.5000%  |  | $796134.68         | $786924.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $127978.78         | $129724.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8341 M | 2052-08-20      | 1.5000%  |  | $131670.49         | $104472.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $788375.21         | $752694.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8202 M | 2052-08-20      | 5.0000%  |  | $107211320.78      | $108446156.97      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8102 M | 2052-06-20      | 5.0000%  |  | $163909140.38      | $165345603.70      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8852 M | 2037-11-20      | 7.5000%  |  | $213622.72         | $224216.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $40020.91          | $40271.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $182721580.08      | $165625540.04      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $199435.50         | $185731.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7911 M | 2037-03-20      | 3.0000%  |  | $75958.43          | $72753.49          | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA7779 M | 2051-12-20      | 2.0000%  |  | $428632.82         | $419044.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M | 2051-12-20      | 2.0000%  |  | $2178836.30        | $1818145.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7651 M | 2051-10-20      | 3.5000%  |  | $478627.62         | $445008.55         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7409 M | 2051-06-20      | 2.0000%  |  | $66353972.89       | $54139341.87       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $178077.67         | $170968.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8041 M | 2052-05-20      | 2.0000%  |  | $153481837.98      | $128073090.22      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6973 M | 2035-08-20      | 5.0000%  |  | $45423.20          | $45648.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $38623.44          | $40141.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0810 M | 2055-12-20      | 3.5000%  |  | $5731090.23        | $5280904.18        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0778 M | 2040-11-20      | 5.5000%  |  | $1489658.37        | $1499322.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6318 C | 2056-01-20      | 5.0000%  |  | $40065344.00       | $40342627.35       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4495 C | 2056-01-20      | 5.0000%  |  | $2974132.00        | $2994715.31        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3241 C | 2065-10-20      | 2.5000%  |  | $208185.00         | $173990.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0816 C | 2056-01-20      | 6.5000%  |  | $1703126.00        | $1767378.32        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4196 C | 2065-10-20      | 3.0000%  |  | $300069.12         | $270388.58         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3614 C | 2065-09-20      | 4.5000%  |  | $141542.88         | $138562.69         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3065 C | 2065-10-20      | 4.5000%  |  | $242282.94         | $237181.67         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3062 C | 2065-10-20      | 3.5000%  |  | $609837.61         | $558772.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2500 C | 2055-10-20      | 5.0000%  |  | $3023263.30        | $3046502.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2499 C | 2055-10-20      | 5.0000%  |  | $2236758.67        | $2254433.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $955927.58         | $1001476.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8570 C | 2055-08-20      | 6.5000%  |  | $1790890.66        | $1878905.97        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7150 C | 2065-10-20      | 6.5000%  |  | $4314033.55        | $4506690.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3838 C | 2055-08-20      | 6.5000%  |  | $866932.92         | $918558.87         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM0745 C | 2065-08-20      | 7.0000%  |  | $4472037.03        | $4668171.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0768 C | 2055-08-20      | 6.5000%  |  | $23247.11          | $24878.68          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL9035 C | 2065-08-20      | 6.0000%  |  | $757291.39         | $780510.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7799 C | 2055-07-20      | 6.5000%  |  | $1102739.14        | $1155943.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1242333.65        | $1304132.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6854 C | 2055-08-20      | 6.5000%  |  | $2054536.36        | $2155510.89        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL6419 C | 2065-08-20      | 3.0000%  |  | $851914.18         | $765541.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5979 C | 2055-09-20      | 7.0000%  |  | $1905750.22        | $1984186.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1375570.68        | $1443173.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3344 C | 2055-08-20      | 6.5000%  |  | $7580144.61        | $7918447.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL5026 C | 2065-10-20      | 5.5000%  |  | $14420727.98       | $14652852.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6267104.38        | $6546831.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8399 C | 2055-07-20      | 7.0000%  |  | $4291460.44        | $4566739.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $987630.40         | $1035279.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7576 C | 2055-08-20      | 6.5000%  |  | $785625.50         | $830471.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4956 C | 2055-07-20      | 7.0000%  |  | $1267833.26        | $1330988.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6540 C | 2055-07-20      | 7.0000%  |  | $2735265.53        | $2887852.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6523 C | 2055-07-20      | 7.0000%  |  | $1120431.79        | $1178917.08        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0013 M | 2054-11-20      | 5.5000%  |  | $2248134.46        | $2269263.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1037071.18        | $1088040.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4200067.92        | $4406484.92        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DJ9044 C | 2065-06-20      | 7.0000%  |  | $4184868.21        | $4364904.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9881 C | 2055-07-20      | 6.5000%  |  | $826485.91         | $867102.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6211 C | 2055-04-20      | 6.0000%  |  | $10091374.24       | $10473881.05       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27395990.55       | $29153275.92       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3198 C | 2055-08-20      | 6.5000%  |  | $8874003.04        | $9294117.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1771 C | 2055-03-20      | 7.0000%  |  | $1233458.64        | $1284222.73        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH9205 C | 2065-02-20      | 6.5000%  |  | $1953246.41        | $2040472.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8360 C | 2055-01-20      | 7.0000%  |  | $1959223.71        | $2039857.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1129739.57        | $1197110.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4857 C | 2055-06-20      | 6.5000%  |  | $1103246.73        | $1160121.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4733 C | 2055-05-20      | 6.5000%  |  | $2540132.99        | $2664970.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $772359.97         | $782700.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3288 C | 2055-02-20      | 5.5000%  |  | $516854.56         | $522814.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4536 C | 2054-12-20      | 7.0000%  |  | $1378102.28        | $1447572.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2279 C | 2054-12-20      | 7.0000%  |  | $1601647.25        | $1704386.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1191 C | 2054-12-20      | 7.0000%  |  | $1420553.25        | $1479015.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1045137.86        | $1090061.14        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF1369 C | 2064-10-20      | 6.5000%  |  | $1910225.21        | $1995528.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5808 C | 2054-11-20      | 7.0000%  |  | $9231878.26        | $9761731.65        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE2901 C | 2065-01-20      | 6.5000%  |  | $1548456.13        | $1617605.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1091 C | 2054-10-20      | 7.0000%  |  | $1154503.46        | $1174923.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1187882.64        | $1244837.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5758 C | 2054-12-20      | 7.0000%  |  | $1121860.08        | $1173049.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8861 C | 2054-05-20      | 6.5000%  |  | $1204803.85        | $1272411.55        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ0958 C | 2064-01-20      | 7.5000%  |  | $970149.58         | $1007553.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3023 C | 2053-12-20      | 8.0000%  |  | $187975.14         | $198458.97         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CX2391 C | 2046-01-20      | 4.0000%  |  | $1379235.81        | $1319752.44        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CW6777 C | 2063-07-20      | 6.0000%  |  | $688377.96         | $709483.17         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CV5472 C | 2063-05-20      | 6.5000%  |  | $6886133.59        | $7179139.34        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CV4370 C | 2063-07-20      | 6.5000%  |  | $2231160.43        | $2326087.63        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU4659   | 2059-04-15      | 5.6800%  |  | $43723.64          | $45945.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7222 C | 2053-03-20      | 6.5000%  |  | $924165.63         | $969580.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AN7494 C | 2045-06-20      | 3.0000%  |  | $1309841.73        | $1183729.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5896 C | 2045-03-20      | 3.5000%  |  | $450058.19         | $414671.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AG8725 C | 2045-08-20      | 3.0000%  |  | $1419049.80        | $1265799.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $669519.46         | $692088.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3569217.03        | $3071821.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $684804.39         | $698729.58         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL7221 C | 2046-04-20      | 4.5000%  |  | $3074845.99        | $3022336.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $886377.41         | $754079.28         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6819   | 2057-06-15      | 3.0600%  |  | $43884.82          | $40282.10          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CF5134   | 2063-05-15      | 2.7500%  |  | $48790.44          | $42528.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB4513 C | 2046-02-20      | 2.5000%  |  | $75281.16          | $64918.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30518.85          | $25222.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY8781 C | 2050-10-20      | 3.0000%  |  | $354434.70         | $336066.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6417 C | 2050-10-20      | 3.0000%  |  | $291531.08         | $264172.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $224993.48         | $204153.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1454296.15        | $1523607.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2120 C | 2055-04-20      | 7.0000%  |  | $1167920.10        | $1221212.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8053 C | 2055-09-20      | 6.5000%  |  | $1033040.32        | $1083150.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6713 C | 2055-06-20      | 6.5000%  |  | $1221024.83        | $1279199.47        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH5131 C | 2065-02-20      | 4.0000%  |  | $336668.08         | $322118.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M | 2055-02-20      | 6.0000%  |  | $413935514.57      | $425866515.75      | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7235   | 2060-03-15      | 5.8200%  |  | $97061.30          | $102706.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6246 C | 2056-01-20      | 5.5000%  |  | $16255936.00       | $16688060.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4965 C | 2055-08-20      | 6.5000%  |  | $2223574.39        | $2332843.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6649 C | 2055-08-20      | 6.5000%  |  | $1305410.64        | $1368391.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0788 M | 2040-11-20      | 6.5000%  |  | $108559.78         | $115735.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8944 C | 2055-08-20      | 6.5000%  |  | $1129604.59        | $1180369.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3899 C | 2055-09-20      | 6.5000%  |  | $742846.17         | $781139.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0770 C | 2055-08-20      | 6.5000%  |  | $51469.32          | $55081.81          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9887 C | 2065-08-20      | 4.0000%  |  | $230209.56         | $220260.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1247 C | 2055-02-20      | 5.5000%  |  | $729056.83         | $737463.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788382 C | 2055-11-20      | 6.5000%  |  | $511843840.00      | $535374381.83      | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6047 C | 2065-08-20      | 6.5000%  |  | $1562927.43        | $1632721.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5792 C | 2050-08-20      | 6.5000%  |  | $756602.30         | $798765.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5217 C | 2055-03-20      | 6.5000%  |  | $2351830.47        | $2467411.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3617 C | 2055-11-20      | 5.0000%  |  | $2148346.54        | $2165356.67        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9372 C | 2065-11-20      | 4.5000%  |  | $2367986.68        | $2318128.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4712 C | 2055-04-20      | 7.0000%  |  | $20852489.18       | $22190048.93       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3774 C | 2055-12-20      | 6.5000%  |  | $1435761.22        | $1519527.99        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DF5714 C | 2064-11-20      | 6.0000%  |  | $662040.98         | $682339.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2952573.82        | $3068412.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1077946.62        | $1106435.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1035028.14        | $1082257.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7681 C | 2055-09-20      | 7.0000%  |  | $1914895.63        | $2010284.03        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG4215 C | 2065-01-20      | 5.5000%  |  | $597482.13         | $606772.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1113 C | 2055-08-20      | 6.5000%  |  | $3407963.51        | $3575455.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5549 C | 2055-11-20      | 6.5000%  |  | $2103135.88        | $2197642.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4932 C | 2055-07-20      | 7.0000%  |  | $2086447.02        | $2172314.52        | Agency Mortgage-Backed Securities |

### Security 215: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.660%, 2/2/2026
- **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):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0 3/4 NOTE Z 26 | 2026-05-31      | 0.7500%  |  | $750078000.00      | $743786246.82      | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26   | 2026-02-19      | 0.0000%  |  | $159825500.00      | $159552837.70      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26 | 2026-02-28      | 0.5000%  |  | $244229200.00      | $244160925.12      | U.S. Treasuries (including strips) |

### Security 216: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.670%, 2/2/2026
- **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):** $326261000.00
- **C.18.a - Value (excl. sponsor support):** $326261000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 DP8731 C     | 2056-01-20      | 4.5000%  |  | $488618.91         | $480335.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8890 C     | 2056-01-20      | 5.5000%  |  | $130144.21         | $134553.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6470 C     | 2056-01-20      | 6.5000%  |  | $157066.40         | $165427.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6468 C     | 2056-01-20      | 6.0000%  |  | $24485.02          | $25664.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6348 C     | 2056-01-20      | 6.5000%  |  | $124137.53         | $130238.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4578 C     | 2056-01-20      | 5.5000%  |  | $34166.70          | $35074.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4536 C     | 2056-01-20      | 6.0000%  |  | $155012.04         | $161966.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3834 C     | 2056-01-20      | 5.5000%  |  | $108.75            | $111.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0093 M     | 2054-12-20      | 6.0000%  |  | $22287.43          | $22936.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3794 C     | 2056-01-20      | 5.5000%  |  | $469125.36         | $481595.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4468 C     | 2056-01-20      | 6.0000%  |  | $25717.85          | $26770.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3029 C     | 2056-01-20      | 5.5000%  |  | $66719.50          | $68493.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1435 C     | 2056-01-20      | 6.0000%  |  | $137.46            | $145.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8878 M     | 2053-05-20      | 5.0000%  |  | $3645.40           | $3679.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7710 M     | 2051-11-20      | 5.0000%  |  | $6724.52           | $6829.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $2764.19           | $2406.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7056 M     | 2050-12-20      | 4.5000%  |  | $27.40             | $27.35             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  |  | $451358.48         | $447219.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $1264853.44        | $1154107.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CS7634 C     | 2049-02-20      | 5.0000%  |  | $75.75             | $76.23             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 741699 X     | 2041-08-15      | 4.0000%  |  | $6.28              | $6.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $2022702.66        | $2165966.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $12625918.96       | $10536217.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD7982 C     | 2054-09-20      | 6.5000%  |  | $199379.88         | $212653.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI7932 C     | 2051-11-20      | 2.5000%  |  | $78512.61          | $68347.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9738 C     | 2049-10-20      | 4.5000%  |  | $3682.76           | $3591.44           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  |  | $9746.91           | $9743.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785195 C     | 2050-11-20      | 3.5000%  |  | $1316760.86        | $1205084.32        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CG6827       | 2058-02-15      | 4.3500%  |  | $672034.88         | $659463.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4512 M     | 2047-06-20      | 4.5000%  |  | $102460.26         | $102810.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  |  | $9164.61           | $8339.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  |  | $29.76             | $27.01             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  |  | $22005.70          | $21953.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6603 M     | 2050-04-20      | 5.0000%  |  | $2194.73           | $2245.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6542 M     | 2050-03-20      | 3.5000%  |  | $14694.05          | $13770.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  |  | $9393.44           | $9052.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M     | 2048-10-20      | 4.0000%  |  | $10.25             | $9.92              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV8188 C     | 2063-10-20      | 6.5000%  |  | $41.50             | $43.27             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4706       | 2060-06-15      | 6.1800%  |  | $108154.00         | $116877.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8488       | 2059-05-15      | 5.8000%  |  | $21051.65          | $22280.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CY1390 C     | 2049-05-20      | 4.5000%  |  | $61.77             | $60.79             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV6105       | 2059-03-15      | 5.9600%  |  | $5535.42           | $5909.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7526 C     | 2053-04-20      | 7.0000%  |  | $14.71             | $15.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7507 C     | 2053-05-20      | 7.0000%  |  | $17.46             | $18.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5391 C     | 2053-01-20      | 6.0000%  |  | $19542.79          | $20239.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0884 C     | 2056-01-20      | 7.0000%  |  | $185924.29         | $197851.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0883 C     | 2056-01-20      | 7.0000%  |  | $548025.17         | $583179.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5763 C     | 2055-11-20      | 5.5000%  |  | $108.52            | $112.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5577 C     | 2055-12-20      | 6.0000%  |  | $17538.57          | $18256.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6195 C     | 2055-12-20      | 5.5000%  |  | $108.76            | $111.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4984 C     | 2055-12-20      | 5.5000%  |  | $613704.29         | $630018.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4480 C     | 2055-12-20      | 5.5000%  |  | $205992.50         | $211392.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1970 C     | 2056-01-20      | 7.5000%  |  | $166303.06         | $172960.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3708 C     | 2055-11-20      | 6.5000%  |  | $108.55            | $112.65            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0353       | 2060-10-15      | 5.5100%  |  | $217064.47         | $224988.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7653 C     | 2055-09-20      | 6.0000%  |  | $227964.86         | $232033.88         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7519       | 2060-10-15      | 4.4200%  |  | $859405.63         | $830241.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8026 C     | 2055-08-20      | 6.5000%  |  | $71474.48          | $74594.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5023 C     | 2055-10-20      | 6.5000%  |  | $135469.02         | $145628.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4805 C     | 2055-07-20      | 6.5000%  |  | $50849.70          | $53348.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3893 C     | 2055-11-20      | 6.0000%  |  | $116455.22         | $121494.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5413 C     | 2055-12-20      | 5.5000%  |  | $286495.96         | $293763.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0699 M     | 2043-01-20      | 3.5000%  |  | $10848.53          | $10328.97          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779777 X     | 2041-12-15      | 4.0000%  |  | $15.27             | $14.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6355 C     | 2056-01-20      | 5.5000%  |  | $801084.95         | $824573.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9461 C     | 2055-04-20      | 6.5000%  |  | $97.51             | $102.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2254 C     | 2055-11-20      | 6.0000%  |  | $134287.23         | $140199.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1898 C     | 2055-11-20      | 5.0000%  |  | $108.52            | $109.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1002 C     | 2056-01-20      | 5.5000%  |  | $124399.73         | $127706.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF8441 | 2055-12-01      | 6.5000%  |  | $95028.95          | $99818.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  |  | $103.44            | $104.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  |  | $4432992.65        | $4658478.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $2798456.93        | $2965729.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2051 | 2051-11-01      | 2.5000%  |  | $18985657.64       | $16416459.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  |  | $66.29             | $55.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  |  | $86.82             | $87.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $3120411.59        | $2812322.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $1646708.19        | $1562718.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9264 | 2048-06-01      | 4.5000%  |  | $33.44             | $33.72             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR9630       | 2053-01-15      | 5.6700%  |  | $581130.58         | $584155.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AH5889 C     | 2045-05-20      | 3.7500%  |  | $3599.12           | $3402.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE7694 X     | 2043-08-15      | 3.5000%  |  | $28230.17          | $26631.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD8889 C     | 2043-04-20      | 3.0000%  |  | $1632.78           | $1472.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  |  | $1985270.37        | $1995331.28        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 777172 X     | 2041-11-15      | 4.0000%  |  | $62.80             | $60.91             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775151 X     | 2041-10-15      | 4.5000%  |  | $16324.72          | $16373.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 775089 X     | 2041-09-15      | 4.5000%  |  | $12.70             | $12.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII MH 770216 C     | 2031-02-20      | 4.0000%  |  | $10.88             | $10.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3999 | 2055-12-01      | 7.0000%  |  | $92301.09          | $98535.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3656 | 2056-01-01      | 7.0000%  |  | $91970.69          | $97464.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA3038 | 2056-01-01      | 7.0000%  |  | $396.30            | $421.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3972 | 2055-04-01      | 6.5000%  |  | $1588164.52        | $1691155.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $2120346.38        | $2226853.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $2091914.94        | $2212279.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $1024351.40        | $935188.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4178 | 2050-02-01      | 4.0000%  |  | $3068210.83        | $2994163.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  |  | $1283684.21        | $1298905.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $1353356.23        | $1397015.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0863 | 2055-03-01      | 5.5000%  |  | $100.64            | $104.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 762838 X     | 2041-03-15      | 4.0000%  |  | $4.30              | $4.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9697 | 2055-12-01      | 4.5000%  |  | $108.64            | $107.21            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08750 G | 2047-03-01      | 3.0000%  |  | $24.97             | $22.81             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $527.86            | $521.82            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $4.21              | $4.33              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $5355063.34        | $5381826.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $940590.15         | $945338.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3806 M     | 2046-07-20      | 5.0000%  |  | $10.60             | $10.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  |  | $10.38             | $10.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $878.30            | $797.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5138 M     | 2048-04-20      | 4.5000%  |  | $107.43            | $107.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3875 M     | 2046-08-20      | 4.0000%  |  | $1440.02           | $1399.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4383 M     | 2047-04-20      | 4.0000%  |  | $29510.14          | $28648.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2892 M     | 2045-06-20      | 3.5000%  |  | $9.79              | $9.25              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2148 M     | 2044-08-20      | 3.5000%  |  | $8.18              | $7.76              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  |  | $18.98             | $17.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $31941.81          | $30791.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $5481.93           | $5530.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2724 M     | 2030-04-20      | 3.0000%  |  | $4.95              | $4.88              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $83.43             | $84.05             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV8187 C     | 2063-10-20      | 6.0000%  |  | $43.21             | $44.53             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8152 M     | 2052-07-20      | 5.0000%  |  | $77.35             | $77.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6661 M     | 2050-05-20      | 5.5000%  |  | $3203.69           | $3323.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M     | 2053-09-20      | 4.0000%  |  | $3133.67           | $3006.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6602 M     | 2050-04-20      | 4.5000%  |  | $3776.10           | $3767.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5448 C     | 2053-01-20      | 6.0000%  |  | $38149.31          | $39556.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  |  | $13.70             | $13.37             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC D98141 G | 2029-04-01      | 5.0000%  |  | $4.31              | $4.36              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5265 M     | 2048-06-20      | 4.5000%  |  | $6988.00           | $6986.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  |  | $54.05             | $48.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 635160 C     | 2047-01-20      | 2.5000%  |  | $117.15            | $102.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M     | 2055-10-20      | 4.5000%  |  | $5404473.99        | $5311544.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M     | 2055-09-20      | 4.0000%  |  | $4319585.54        | $4111693.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4577 C     | 2055-11-20      | 6.5000%  |  | $108.39            | $115.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9904 M     | 2054-09-20      | 4.5000%  |  | $615551.08         | $605262.15         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ9613       | 2063-12-15      | 2.8700%  |  | $16908.37          | $14450.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8644 M     | 2053-02-20      | 3.5000%  |  | $37669.38          | $35108.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8143 M     | 2052-07-20      | 4.5000%  |  | $119684.58         | $116424.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  |  | $13474.71          | $13340.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  |  | $86.15             | $77.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $85.38             | $77.99             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT0809 X     | 2050-03-15      | 3.0000%  |  | $147819.19         | $132493.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN7043 C     | 2049-09-20      | 4.5000%  |  | $41.34             | $40.94             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BI1270 X     | 2048-08-15      | 4.0000%  |  | $2510.41           | $2474.40           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1391       | 2058-02-15      | 5.2500%  |  | $119887.40         | $123262.49         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP0912       | 2063-04-15      | 4.9000%  |  | $244031.85         | $246185.97         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $14938.68          | $14410.72          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  |  | $7596.51           | $7328.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9271 M     | 2038-11-20      | 5.5000%  |  | $99313.24          | $102132.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $4227.30           | $4303.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $2873.23           | $2895.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9303 M     | 2053-11-20      | 4.5000%  |  | $98.53             | $96.96             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK9592 C     | 2052-06-20      | 4.0000%  |  | $7866.02           | $7517.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $79.93             | $81.81             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9170 M     | 2053-09-20      | 5.0000%  |  | $90.50             | $91.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8727 M     | 2053-03-20      | 6.0000%  |  | $3751.12           | $3878.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7310 | 2052-05-01      | 3.5000%  |  | $84.74             | $79.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLBT0248 | 2051-09-01      | 1.5000%  |  | $77.56             | $60.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5659 | 2048-02-01      | 3.5000%  |  | $16.25             | $15.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $3625.94           | $3383.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M     | 2052-11-20      | 5.5000%  |  | $3720.46           | $3814.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0857 C     | 2055-10-20      | 5.0000%  |  | $779.83            | $785.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7850 C     | 2055-04-20      | 6.5000%  |  | $91.12             | $95.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2253 C     | 2055-11-20      | 6.0000%  |  | $156321.00         | $163192.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1756 C     | 2056-01-20      | 6.0000%  |  | $119512.23         | $124404.03         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ7964       | 2067-08-15      | 6.3000%  |  | $228947.35         | $248011.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3015 C     | 2055-07-20      | 5.5000%  |  | $41262.41          | $42359.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2769 C     | 2055-04-20      | 6.5000%  |  | $87.80             | $92.11             | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ2719       | 2065-08-15      | 6.2800%  |  | $46313.18          | $49561.96          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DL7527       | 2067-12-15      | 4.9500%  |  | $58236.94          | $57825.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1739 | 2054-10-01      | 5.0000%  |  | $4623603.46        | $4696119.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2915 C     | 2055-12-20      | 5.5000%  |  | $23555.09          | $24181.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3994 | 2056-01-01      | 6.5000%  |  | $98144.09          | $102956.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0434 C     | 2056-01-20      | 6.0000%  |  | $193008.39         | $202016.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5207 C     | 2056-01-20      | 5.5000%  |  | $2287020.01        | $2347814.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6559 C     | 2056-01-20      | 6.5000%  |  | $108.75            | $114.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3847 | 2055-10-01      | 5.5000%  |  | $108.75            | $112.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3576 C     | 2055-02-20      | 6.5000%  |  | $25733.34          | $26998.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3599 C     | 2055-11-20      | 6.0000%  |  | $485951.65         | $508505.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG0475 | 2056-01-01      | 6.5000%  |  | $87307.99          | $92735.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4698 C     | 2056-01-20      | 6.0000%  |  | $135681.73         | $142368.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4998 C     | 2056-01-20      | 5.0000%  |  | $108.75            | $109.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $197954.91         | $196156.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7075 C     | 2056-01-20      | 6.5000%  |  | $146774.38         | $153988.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3363 C     | 2055-02-20      | 6.5000%  |  | $6281.81           | $6617.92           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1756       | 2060-03-15      | 5.7700%  |  | $5506.80           | $5808.02           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF4296       | 2060-05-15      | 5.3900%  |  | $10267.55          | $10585.19          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-137 FB     | 2055-08-20      | 5.0530%  |  | $9284746.06        | $9399650.47        | Agency Collateralized Mortgage Obligation |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $503268.47         | $503997.09         | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $1553546.13        | $1522122.55        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $6167355.18        | $6270144.26        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $10.88             | $11.13             | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $2557994.99        | $2541211.99        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $10.88             | $10.70             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $10.88             | $11.06             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $21.75             | $22.56             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $7273216.84        | $5472111.26        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $115311.51         | $87182.04          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $6360980.21        | $4555991.53        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $256593.40         | $193780.71         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $137627.77         | $106444.80         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $382160.38         | $297345.75         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $11396209.73       | $8920193.39        | U.S. Treasuries (including strips)        |
| USTR BILL 03/03/26        | 2026-03-03      | 0.0000%  |  | $62587.74          | $62405.23          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $19953655.12       | $19835609.30       | U.S. Treasuries (including strips)        |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $433481.24         | $429440.76         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $648204.48         | $467762.44         | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $364107.28         | $361953.22         | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $67090.14          | $66739.19          | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $6633.97           | $6608.51           | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $88525.48          | $88249.55          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $21789079.88       | $21721163.31       | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $424791.82         | $423765.10         | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $335940.08         | $335128.11         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $3371309.29        | $3337626.54        | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $957586.91         | $950632.91         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $109362.69         | $110664.32         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $10.88             | $11.00             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $10.88             | $11.13             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $10.88             | $11.11             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $108.75            | $111.72            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $847517.32         | $865313.64         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $3783942.45        | $3816271.18        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $10.88             | $10.94             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $193385.77         | $162009.55         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $224010.80         | $221523.92         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $310665.72         | $271409.94         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $1258334.30        | $916205.35         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $18857.89          | $14040.34          | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $2678570.18        | $1557083.48        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $7259111.49        | $4602546.64        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $3062503.25        | $2157652.31        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $1457233.88        | $1341577.85        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $26775.15          | $27659.84          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  |  | $670880.97         | $687284.54         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $21.75             | $22.29             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $10.88             | $10.86             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $2473058.38        | $2505452.96        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $246914.32         | $255093.59         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $1087514.92        | $1120908.48        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $130.50            | $130.30            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $26090.00          | $25946.57          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $21.75             | $21.81             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $17487872.36       | $17385459.80       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $10.88             | $10.94             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $4797330.87        | $4598869.11        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $1782255.09        | $1797712.58        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $6582315.68        | $3275973.58        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $21.75             | $18.98             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $21.75             | $21.91             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $76.13             | $78.17             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $10.88             | $10.28             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $911943.00         | $866983.09         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $3430014.52        | $2039676.77        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $813499.18         | $483751.71         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $2985081.52        | $2329291.68        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $2107635.18        | $1940215.55        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $100173.00         | $71903.79          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $10.88             | $10.88             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $2191488.66        | $2156963.40        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $613370.68         | $601501.42         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $2664.46           | $2194.66           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $58.85             | $58.98             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $21143605.11       | $18648214.18       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $10.88             | $6.16              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $1505770.64        | $1540840.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $10.88             | $11.04             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $21.75             | $22.11             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $13101597.72       | $11439147.95       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $7179579.94        | $5964943.16        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $561658.31         | $544361.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $668791.55         | $602780.83         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $765614.94         | $578196.49         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $280.98            | $280.43            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $28.83             | $28.74             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  |  | $13421.66          | $13378.48          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $916510.65         | $901123.30         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $820937.93         | $796073.32         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $313199.68         | $322228.74         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $4455963.98        | $4603929.78        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $2295561.52        | $2270657.84        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $8410312.56        | $8294039.52        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $902209.54         | $874425.05         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $1897414.35        | $1868916.09        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $10.88             | $10.80             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $1028613.93        | $1016569.83        | U.S. Treasuries (including strips)        |
| GNMA GNII SF DL3894 C     | 2055-11-20      | 6.0000%  |  | $163285.58         | $170092.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9409 | 2056-01-01      | 6.5000%  |  | $90177.67          | $94172.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL1306 C     | 2055-08-20      | 6.5000%  |  | $227311.13         | $237696.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $5537371.56        | $5631504.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $8701748.06        | $8852119.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6741 C     | 2055-09-20      | 6.5000%  |  | $255499.09         | $270744.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3396 C     | 2055-11-20      | 6.0000%  |  | $256071.05         | $272050.48         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8149       | 2060-11-15      | 5.5000%  |  | $429074.94         | $445931.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7045 C     | 2056-01-20      | 5.5000%  |  | $108.75            | $111.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2455 | 2055-08-01      | 6.5000%  |  | $1724180.44        | $1817469.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA1813 | 2055-02-01      | 5.0000%  |  | $4185157.74        | $4247461.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4737 C     | 2055-06-20      | 6.0000%  |  | $105.18            | $109.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8249 C     | 2055-02-20      | 6.5000%  |  | $327604.00         | $343704.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  |  | $217.36            | $224.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6432 C     | 2056-01-20      | 5.5000%  |  | $112276.42         | $116887.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  |  | $4310619.54        | $4236498.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0661 C     | 2055-08-20      | 6.5000%  |  | $489835.10         | $513448.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3169 C     | 2055-03-20      | 6.5000%  |  | $14432.75          | $15142.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6521 C     | 2056-01-20      | 6.5000%  |  | $142698.51         | $149711.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  |  | $101.98            | $103.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX0069 | 2044-08-01      | 4.5000%  |  | $69669.51          | $69692.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $23.84             | $22.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $329.54            | $270.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1469 | 2050-07-01      | 2.5000%  |  | $56.84             | $49.00             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711498 X     | 2040-03-15      | 5.0000%  |  | $25.34             | $26.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787111 C     | 2051-10-20      | 2.0000%  |  | $90.47             | $73.85             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785225 C     | 2050-12-20      | 3.0000%  |  | $1747023.22        | $1592737.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785106 C     | 2050-08-20      | 3.5000%  |  | $483239.44         | $451635.31         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 744371 X     | 2041-09-15      | 4.0000%  |  | $9247.07           | $8957.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732704 X     | 2040-03-15      | 4.5000%  |  | $10.57             | $10.56             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005083 M     | 2041-06-20      | 5.0000%  |  | $13742.23          | $14162.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $5.53              | $5.38              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004560 M     | 2039-10-20      | 5.5000%  |  | $37031.82          | $38583.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004215 M     | 2038-08-20      | 5.5000%  |  | $2712.78           | $2758.34           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8042 C     | 2055-12-20      | 5.0000%  |  | $122450.68         | $123298.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4180 | 2053-01-01      | 3.5000%  |  | $90.83             | $85.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  |  | $84.69             | $86.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $1195493.37        | $1066040.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $439917.79         | $413839.22         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  |  | $10.19             | $10.31             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5346 C     | 2065-12-20      | 6.0000%  |  | $450052.40         | $464667.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8759 C     | 2056-01-20      | 5.5000%  |  | $621640.31         | $638165.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  |  | $790.32            | $813.10            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  |  | $182664.22         | $183582.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $8075.04           | $8115.03           | Agency Mortgage-Backed Securities         |

### Security 217: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.660%, 2/2/2026
- **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):** $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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $50.00             | $47.87             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $100.00            | $89.82             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $100.00            | $93.99             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $650400.00         | $615547.50         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $50.00             | $49.26             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $1484950.00        | $1525583.71        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $50.00             | $50.67             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $11706200.00       | $11870738.28       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $103.05            | $105.58            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $7843750.00        | $8013398.35        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $2500550.00        | $2513557.29        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $450.00            | $454.58            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $4930850.00        | $5012558.41        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $389700.00         | $397601.39         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $539650.00         | $538212.49         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $50.00             | $51.66             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $2350200.00        | $2422184.99        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $650.00            | $642.39            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $1774750.00        | $1748094.11        | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $100.00            | $72.81             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $50.00             | $45.07             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $900.00            | $812.51            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $100.00            | $85.81             | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $50.00             | $36.41             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $50.00             | $41.89             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $22092350.00       | $20923199.77       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $305300.00         | $267107.89         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $14661050.00       | $12793001.48       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $1250.00           | $1195.19           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $2950000.00        | $2591767.21        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $200.00            | $192.93            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $50.00             | $48.96             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $126.03            | $120.82            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $50.00             | $46.81             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $50.00             | $49.47             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $9987050.00        | $9644276.35        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $5757600.00        | $5773619.40        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $400.00            | $402.10            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $226727.28         | $225532.33         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $1050.00           | $1040.46           | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  |  | $450173.76         | $448725.73         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $2460350.00        | $2449233.71        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $512050.00         | $496541.00         | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  |  | $10050.00          | $10339.73          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $49600.00          | $50338.20          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $1600.00           | $1615.32           | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $9646400.00        | $9875875.33        | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $2600.00           | $2632.08           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $200.00            | $202.94            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  |  | $50.00             | $50.60             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $568150.00         | $580257.88         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $5908.13           | $6060.48           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $200.00            | $205.19            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $2000.00           | $2044.61           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $1428750.00        | $1412888.56        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $100.00            | $103.65            | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $450.00            | $483.14            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $10239050.00       | $9787881.09        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $3149950.00        | $3138786.96        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $7134050.00        | $6803681.17        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $252.25            | $145.61            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $350.00            | $352.99            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $250.00            | $254.11            | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $100.00            | $48.09             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $33050.00          | $29787.92          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $500200.00         | $496631.27         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $600.00            | $602.83            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $50.00             | $51.05             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $50.00             | $31.70             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $24949700.00       | $23719649.36       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $50.00             | $37.81             | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $47940900.00       | $47229134.70       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $50.00             | $49.84             | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $1601850.00        | $1639122.80        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $50.00             | $49.87             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $125400.00         | $127517.23         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $100.00            | $99.91             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $9001500.00        | $9335872.46        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $550.00            | $554.27            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $250.00            | $252.25            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $150.00            | $142.57            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $3492750.00        | $3514126.82        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $1150.00           | $802.17            | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $60715.07          | $60597.33          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1350.00           | $1393.64           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $1142000.00        | $1156959.05        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $17068100.00       | $17323333.54       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $200.00            | $204.73            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $550.00            | $555.56            | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $50.00             | $51.54             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $150.00            | $151.83            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $109950.00         | $112999.22         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $50.00             | $51.82             | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $688.14            | $719.55            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $2500100.00        | $2647462.98        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $50.00             | $52.26             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $150.00            | $157.63            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $50.00             | $51.57             | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $41973050.00       | $43868042.31       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $150.00            | $100.10            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $14000.00          | $14171.51          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $800.00            | $784.35            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $150.00            | $156.69            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $350.00            | $353.22            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $350.00            | $354.84            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $29525150.00       | $25763181.19       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $100.00            | $49.77             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $1200000.00        | $1163554.38        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $21754500.00       | $21803453.54       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $67634427.04       | $67784494.01       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $58700.00          | $51772.17          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $400.00            | $418.08            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $50.00             | $47.46             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $24737000.00       | $24411020.05       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $100.00            | $87.54             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $100.00            | $89.76             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $310200.00         | $296738.43         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $17082200.00       | $17055026.94       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $391000.00         | $391642.45         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $844500.00         | $846832.43         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $150.00            | $150.70            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $222450.00         | $224926.93         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $450.00            | $457.43            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $1892100.00        | $1931564.11        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $50.00             | $51.21             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $250.00            | $237.59            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $148.07            | $146.84            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $900.16            | $901.71            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $350.00            | $368.62            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $50.00             | $51.08             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  |  | $50.00             | $49.22             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $300.00            | $276.19            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $300.00            | $215.34            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $12500000.00       | $12669260.57       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $50.00             | $50.39             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $150.00            | $155.09            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $950.00            | $970.12            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $6950.00           | $7183.32           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $1800.00           | $1478.64           | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $1125300.00        | $1140274.28        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $50.00             | $50.37             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $150.00            | $121.39            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $100.00            | $83.08             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $300.00            | $305.47            | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $302.06            | $314.82            | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $5636392.48        | $5722060.66        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $50.00             | $52.22             | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $200.00            | $211.42            | U.S. Treasuries (including strips) |
| USTR BILL 04/07/26    | 2026-04-07      | 0.0000%  |  | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| USTR BILL 03/17/26    | 2026-03-17      | 0.0000%  |  | $50.00             | $49.79             | U.S. Treasuries (including strips) |
| USTR BILL 03/03/26    | 2026-03-03      | 0.0000%  |  | $450.00            | $448.69            | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26    | 2026-04-02      | 0.0000%  |  | $135600.00         | $134797.79         | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $200.00            | $199.52            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $50.00             | $51.35             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $4344100.00        | $4382768.25        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $100.00            | $102.32            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $450.00            | $447.49            | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $3800.00           | $3795.44           | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $250.00            | $247.36            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $50.00             | $48.83             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $17500050.00       | $13029389.08       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $50.00             | $30.79             | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $17950.00          | $12561.90          | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $100.00            | $58.13             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $50.00             | $32.47             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $100.00            | $52.78             | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $3350.00           | $2112.50           | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $100.00            | $59.47             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $540000.00         | $429898.67         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $50.00             | $37.62             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $300.00            | $228.45            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $50.00             | $35.89             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $50.00             | $41.54             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $29466350.00       | $25727391.76       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  |  | $50.00             | $51.27             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $50.00             | $49.83             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $12288100.00       | $11925467.91       | U.S. Treasuries (including strips) |

### Security 218: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 3/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BR8118 C     | 2049-11-20      | 3.0000%  |  | $108613.92         | $97078.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7535 | 2051-02-01      | 2.5000%  |  | $69359.80          | $60589.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $571585.82         | $494171.32         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4166       | 2058-09-15      | 5.1900%  |  | $1464.37           | $1498.60           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AF5097 C     | 2043-08-20      | 4.0000%  |  | $259.82            | $251.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9965 M     | 2054-10-20      | 5.5000%  |  | $8971796.49        | $9132486.36        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BK1105 X     | 2048-11-15      | 4.0000%  |  | $143080.20         | $137558.77         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3656       | 2057-12-15      | 3.9700%  |  | $2157.35           | $2077.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $62016.40          | $63474.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $317579.37         | $271029.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1758 | 2054-06-01      | 5.0000%  |  | $201177.45         | $204094.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  |  | $542043.16         | $554694.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  |  | $6537.63           | $6122.93           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783538 X     | 2034-12-15      | 5.0000%  |  | $42638.84          | $43612.19          | Agency Mortgage-Backed Securities |
| GNMA GNII JP 786764 M     | 2038-06-20      | 2.5000%  |  | $993.84            | $940.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1455 | 2052-04-01      | 3.5000%  |  | $7432529.06        | $6947158.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7807 | 2051-04-01      | 2.5000%  |  | $8588215.81        | $7399545.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5939 | 2051-02-01      | 2.0000%  |  | $1437591.52        | $1182420.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $5424194.61        | $5187029.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  |  | $38576592.45       | $32922494.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1035 | 2053-01-01      | 3.5000%  |  | $1908237.62        | $1787489.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1005 | 2055-03-01      | 5.5000%  |  | $2376907.66        | $2423206.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0220 M     | 2042-07-20      | 3.5000%  |  | $114339.69         | $108849.61         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  |  | $41.71             | $38.63             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7994 M     | 2052-04-20      | 6.0000%  |  | $9381.32           | $9771.21           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 777172 X     | 2041-11-15      | 4.0000%  |  | $224.73            | $217.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5525 | 2056-01-01      | 4.5000%  |  | $7436505.00        | $7331137.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4840 | 2056-02-01      | 4.5000%  |  | $2086710.00        | $2057143.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4609 | 2056-01-01      | 6.5000%  |  | $417134.25         | $440863.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3326 | 2052-06-01      | 3.5000%  |  | $7710740.55        | $7178587.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA5307 | 2056-02-01      | 5.0000%  |  | $1846998.00        | $1856631.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2896 | 2056-01-01      | 5.5000%  |  | $1021190.36        | $1042539.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA1094 | 2055-12-01      | 7.0000%  |  | $603829.44         | $638897.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3217 | 2055-06-01      | 3.5000%  |  | $2195484.27        | $2043963.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1822 | 2052-12-01      | 4.0000%  |  | $1067952.14        | $1030212.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  |  | $949987.50         | $971130.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6277 C     | 2055-12-20      | 6.5000%  |  | $579539.78         | $608020.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0367 M     | 2055-05-20      | 6.0000%  |  | $172312.88         | $177279.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  |  | $406.65            | $387.08            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4185 C     | 2055-10-20      | 6.0000%  |  | $197891.95         | $204674.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2072 C     | 2052-10-20      | 6.5000%  |  | $373.69            | $392.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1920 C     | 2055-08-20      | 6.5000%  |  | $1323391.83        | $1394292.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5809 C     | 2055-08-20      | 6.5000%  |  | $436639.40         | $456786.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3031 C     | 2055-07-20      | 6.5000%  |  | $47767.60          | $50456.68          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0385       | 2061-01-15      | 5.0000%  |  | $1667994.00        | $1691607.42        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DH3825 C     | 2065-03-20      | 6.5000%  |  | $873997.25         | $913026.57         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6440 C     | 2065-07-20      | 6.5000%  |  | $2660.34           | $2779.14           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7526 C     | 2053-04-20      | 7.0000%  |  | $50.71             | $52.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB2624 | 2054-04-01      | 4.5000%  |  | $275576.59         | $271671.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA7883 | 2054-02-01      | 6.5000%  |  | $7465.81           | $7768.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX9859 | 2045-03-01      | 3.5000%  |  | $621118.13         | $591032.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6994 | 2046-04-01      | 4.0000%  |  | $98945.27          | $96708.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAI9114 | 2042-06-01      | 4.0000%  |  | $508476.16         | $499425.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAI9102 | 2042-04-01      | 4.0000%  |  | $528895.01         | $520708.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4718 | 2041-01-01      | 4.0000%  |  | $215501.24         | $213675.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1863 | 2036-03-01      | 1.5000%  |  | $296327.99         | $269989.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  |  | $5137909.78        | $4510396.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $17802.59          | $17176.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7183 | 2052-03-01      | 3.5000%  |  | $120903.10         | $112913.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BM9738 C     | 2049-10-20      | 4.5000%  |  | $846.58            | $825.59            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  |  | $10167213.31       | $10405213.10       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  |  | $74836.77          | $71706.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8345 M     | 2052-10-20      | 3.5000%  |  | $1185.06           | $1102.25           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8350 M     | 2052-10-20      | 6.0000%  |  | $27722.58          | $28713.09          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  |  | $6645382.21        | $6200536.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5986 M     | 2049-06-20      | 4.0000%  |  | $18116.22          | $17463.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  |  | $2249772.88        | $1958503.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  |  | $113418.50         | $108890.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7055 M     | 2050-12-20      | 4.0000%  |  | $385.09            | $370.90            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  |  | $249.99            | $203.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  |  | $463.46            | $449.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M     | 2042-11-20      | 4.0000%  |  | $61.16             | $59.58             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CR4162       | 2058-04-15      | 4.7300%  |  | $1089.90           | $1089.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  |  | $214.91            | $199.05            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  |  | $129451.89         | $124879.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786095 C     | 2052-04-20      | 3.0000%  |  | $25354.34          | $22911.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $1524.40           | $1537.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  |  | $233.05            | $235.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9307 M     | 2053-11-20      | 6.5000%  |  | $102007.04         | $106041.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5139 | 2052-07-01      | 3.5000%  |  | $513997.34         | $478524.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC7473 | 2051-09-01      | 2.0000%  |  | $19961106.64       | $16316610.00       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15268 G | 2029-11-01      | 3.5000%  |  | $175148.34         | $174486.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE9349 | 2052-09-01      | 4.0000%  |  | $240826.58         | $232297.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6040 M     | 2049-07-20      | 4.0000%  |  | $282376.15         | $272123.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  |  | $6028785.56        | $5612711.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  |  | $1539624.20        | $1610221.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD3684 | 2052-11-01      | 4.5000%  |  | $1496312.63        | $1484614.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  |  | $69499.75          | $67699.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $277181.45         | $258051.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  |  | $40030.59          | $34232.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2259 C     | 2055-11-20      | 6.5000%  |  | $1870.84           | $1998.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2310 | 2055-12-01      | 5.0000%  |  | $3083480.06        | $3099861.91        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4692       | 2060-06-15      | 4.9200%  |  | $1118.24           | $1103.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4955 C     | 2056-01-20      | 5.0000%  |  | $2625.00           | $2643.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  |  | $4097162.38        | $4163404.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6848 | 2055-10-01      | 6.5000%  |  | $459294.85         | $490013.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8954 C     | 2055-05-20      | 6.5000%  |  | $408.03            | $428.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0990 | 2055-02-01      | 5.0000%  |  | $45000.52          | $45298.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8049 | 2050-03-01      | 2.5000%  |  | $15985480.28       | $13788817.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6591 | 2054-10-01      | 5.0000%  |  | $1815759.50        | $1825230.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1116 | 2052-06-01      | 3.5000%  |  | $221226.78         | $206926.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN5730 | 2049-05-01      | 3.5000%  |  | $486326.41         | $452854.24         | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18487 G | 2028-10-01      | 2.0000%  |  | $62175.76          | $60780.29          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08738 G | 2046-12-01      | 3.5000%  |  | $39388.55          | $37362.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $41810.26          | $35707.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $14754320.82       | $15041713.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  |  | $35933408.07       | $33453479.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $54.10             | $50.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $75238.31          | $74424.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $115.01            | $121.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6596 | 2053-10-01      | 3.5000%  |  | $1969660.70        | $1833725.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1242 C     | 2055-10-20      | 6.5000%  |  | $373.99            | $398.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3707 C     | 2055-11-20      | 6.5000%  |  | $374.21            | $388.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4514 C     | 2055-03-20      | 6.5000%  |  | $235760.48         | $247347.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3617 | 2053-12-01      | 3.5000%  |  | $57763882.79       | $53777334.07       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1149 C     | 2055-04-20      | 6.5000%  |  | $47233.77          | $49568.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3538 C     | 2055-09-20      | 6.5000%  |  | $747.51            | $796.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1371 | 2052-06-01      | 3.5000%  |  | $3198655.72        | $2984120.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8139 | 2054-03-01      | 5.5000%  |  | $35112466.98       | $36243107.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6401 | 2050-07-01      | 2.5000%  |  | $113918.89         | $98982.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5465 | 2035-03-01      | 3.0000%  |  | $108.75            | $105.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA0324 | 2047-09-01      | 4.5000%  |  | $49544.45          | $49628.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV7203 | 2052-04-01      | 3.5000%  |  | $7086688.86        | $6597604.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV0783 | 2052-01-01      | 3.5000%  |  | $76346.26          | $71842.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5807 | 2048-04-01      | 3.5000%  |  | $6952.80           | $6563.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  |  | $2718706.36        | $2545346.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8473 | 2055-09-01      | 5.5000%  |  | $470668.28         | $483910.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8302 | 2055-09-01      | 6.0000%  |  | $1013952.05        | $1055042.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE0607 | 2040-05-01      | 6.0000%  |  | $394313.34         | $411653.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5696 | 2055-05-01      | 5.5000%  |  | $435047.50         | $445244.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE9405 | 2047-07-01      | 4.0000%  |  | $865610.32         | $836408.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784673 C     | 2049-01-20      | 5.5000%  |  | $201661.23         | $209199.44         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741699 X     | 2041-08-15      | 4.0000%  |  | $325.09            | $315.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 737730 C     | 2040-12-20      | 4.0000%  |  | $47.52             | $45.96             | Agency Mortgage-Backed Securities |
| GNMA GNII BD 736299 C     | 2029-12-20      | 6.0000%  |  | $73378.69          | $74613.54          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  |  | $9842.58           | $10383.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003568 M     | 2034-06-20      | 5.0000%  |  | $129.95            | $132.18            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6619 C     | 2055-12-20      | 6.0000%  |  | $375.04            | $388.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF9202 | 2053-03-01      | 5.5000%  |  | $151549.11         | $157562.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1730 | 2052-10-01      | 4.0000%  |  | $199872.26         | $192808.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE8105 | 2052-08-01      | 3.5000%  |  | $1893262.19        | $1762599.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD9879 | 2052-03-01      | 2.5000%  |  | $69892.64          | $59762.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC6920 | 2051-09-01      | 3.5000%  |  | $28169.66          | $26225.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  |  | $54037.94          | $56171.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8500 | 2055-01-01      | 3.5000%  |  | $28881623.42       | $26888371.01       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8437 | 2054-06-01      | 5.0000%  |  | $1184425.85        | $1190603.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  |  | $19900145.20       | $20491584.15       | Agency Mortgage-Backed Securities |

### Security 219: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.670%, 2/2/2026
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 CC3153 C     | 2051-02-20      | 2.0000%  |  | $1280.35           | $1055.74           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $204.87            | $196.74            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP7208       | 2057-11-15      | 4.0000%  |  | $3665836.50        | $3536151.01        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CN2886       | 2060-09-15      | 5.7500%  |  | $655330.07         | $701844.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9638 M     | 2039-12-20      | 5.5000%  |  | $24000.67          | $24678.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9487 M     | 2054-02-20      | 5.0000%  |  | $65946.43          | $66480.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $3626195.34        | $3234006.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9239 M     | 2053-10-20      | 4.5000%  |  | $1204.71           | $1186.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $8220097.41        | $7652791.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $16783076.53       | $15624799.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  |  | $335073.02         | $303414.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  |  | $10569202.55       | $8396904.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAC3237 | 2039-10-01      | 5.0000%  |  | $1316540.34        | $1356165.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2418 | 2052-07-01      | 3.5000%  |  | $25967.83          | $24272.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS2037 | 2037-05-01      | 1.5000%  |  | $1918926.74        | $1736368.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  |  | $4291543.20        | $4460999.55        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782570 X     | 2039-02-15      | 5.5000%  |  | $87703.35          | $91743.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784894 C     | 2048-02-20      | 3.5000%  |  | $137054.81         | $127128.82         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 736570 X     | 2040-03-15      | 4.5000%  |  | $197349.11         | $199429.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003040 M     | 2031-02-20      | 7.0000%  |  | $931.27            | $972.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002592 M     | 2028-05-20      | 7.5000%  |  | $119.44            | $122.41            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3202 C     | 2047-04-20      | 3.5000%  |  | $148958.19         | $138898.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7875 C     | 2055-12-20      | 5.0000%  |  | $663666.04         | $669480.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6137 C     | 2056-01-20      | 5.0000%  |  | $664936.00         | $663004.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2207 C     | 2055-11-20      | 6.0000%  |  | $3995.78           | $4143.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0496 C     | 2055-09-20      | 6.0000%  |  | $383458.44         | $389817.46         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7494 C     | 2065-04-20      | 6.5000%  |  | $1991654.57        | $2080594.12        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ8596 X     | 2047-04-15      | 4.5000%  |  | $13020.24          | $12983.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2609 | 2052-08-01      | 4.5000%  |  | $15499649.56       | $15498161.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1098 | 2052-03-01      | 3.0000%  |  | $119473.08         | $106468.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  |  | $31789.29          | $27658.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3612 | 2052-09-01      | 3.5000%  |  | $23009338.46       | $21421359.18       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $2447515.19        | $2422330.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  |  | $1299.39           | $1084.33           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5194 M     | 2048-05-20      | 5.0000%  |  | $63.95             | $65.42             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4779 M     | 2047-10-20      | 4.0000%  |  | $147.29            | $142.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  |  | $136.10            | $125.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2375 M     | 2044-11-20      | 5.5000%  |  | $83.82             | $87.33             | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB2917 C     | 2042-09-20      | 4.0000%  |  | $83.24             | $81.04             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 778781 X     | 2042-01-15      | 4.0000%  |  | $65.33             | $63.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA4920 | 2056-01-01      | 5.0000%  |  | $999873.78         | $1014568.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2392 | 2055-12-01      | 6.0000%  |  | $810962.20         | $839265.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLTA0641 | 2055-12-01      | 3.5000%  |  | $628258.39         | $584899.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA4378 | 2056-01-01      | 5.5000%  |  | $5405219.56        | $5533066.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0065 | 2055-12-01      | 6.5000%  |  | $1117600.62        | $1181910.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5519 | 2055-12-01      | 5.5000%  |  | $9760209.78        | $10089309.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4044 | 2055-04-01      | 6.5000%  |  | $4123045.84        | $4348601.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0195 | 2053-11-01      | 6.5000%  |  | $7900270.18        | $8337021.69        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CS2724       | 2058-04-15      | 4.5200%  |  | $674629.55         | $667515.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3794 C     | 2056-01-20      | 5.5000%  |  | $2664.44           | $2735.27           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AJ1886 X     | 2044-08-15      | 4.0000%  |  | $60.87             | $59.32             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1371 | 2054-02-01      | 6.5000%  |  | $8933.28           | $9285.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRJ0426 | 2053-11-01      | 3.5000%  |  | $427618.25         | $398106.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3328 | 2052-07-01      | 3.5000%  |  | $67254138.85       | $62612624.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0476 | 2055-08-01      | 6.0000%  |  | $766841.38         | $797612.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5321 | 2055-06-01      | 6.0000%  |  | $451936.60         | $473397.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5968 | 2056-02-01      | 3.5000%  |  | $87095040.00       | $81084214.48       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $26514691.24       | $24684791.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $228297.96         | $230189.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  |  | $58133.95          | $58595.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  |  | $237276.16         | $241945.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6223 | 2053-05-01      | 6.0000%  |  | $27940604.28       | $29126412.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3622 | 2052-05-01      | 4.0000%  |  | $145222.03         | $140078.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICB2946 | 2036-12-01      | 1.5000%  |  | $391964.90         | $354680.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3445 | 2049-04-01      | 3.5000%  |  | $310803.08         | $292866.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1043 | 2052-11-01      | 5.5000%  |  | $407602.94         | $415965.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW9347 | 2052-09-01      | 4.5000%  |  | $13215900.26       | $13069587.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  |  | $500961.08         | $453293.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8235 | 2052-05-01      | 3.5000%  |  | $706668.78         | $657898.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  |  | $418609.34         | $398374.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU6946 | 2052-06-01      | 3.5000%  |  | $237199.50         | $220829.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR2217 | 2051-08-01      | 2.5000%  |  | $174919.22         | $152633.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ5687 | 2050-11-01      | 2.5000%  |  | $93119.19          | $79702.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP6622 | 2050-08-01      | 2.5000%  |  | $190454.88         | $165897.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBO7259 | 2035-01-01      | 3.0000%  |  | $30202.96          | $29308.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3419 C     | 2055-04-20      | 6.5000%  |  | $268340.02         | $281525.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  |  | $24794740.61       | $25509407.68       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6512 C     | 2056-01-20      | 5.0000%  |  | $854593.78         | $860505.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6510 C     | 2056-01-20      | 5.5000%  |  | $1094828.44        | $1123929.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6493 C     | 2056-01-20      | 6.0000%  |  | $973500.44         | $1017657.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4544 C     | 2056-01-20      | 6.5000%  |  | $85327.11          | $89264.37          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN5157 C     | 2055-11-20      | 6.5000%  |  | $518142.28         | $533711.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3297 C     | 2055-10-20      | 6.0000%  |  | $401573.61         | $412666.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8090 C     | 2055-12-20      | 5.0000%  |  | $550490.14         | $554299.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6744 C     | 2055-09-20      | 6.5000%  |  | $761961.49         | $799638.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9652 | 2054-12-01      | 5.0000%  |  | $3822298.12        | $3874372.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3583 C     | 2055-10-20      | 6.5000%  |  | $1521152.38        | $1597739.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4576 C     | 2055-09-20      | 6.5000%  |  | $885.84            | $919.26            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ8021       | 2060-07-15      | 5.7000%  |  | $442.53            | $465.08            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0387       | 2061-01-15      | 5.0000%  |  | $1432568.89        | $1452849.45        | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7086 C     | 2064-03-20      | 7.0000%  |  | $398391.41         | $415863.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  |  | $51979.96          | $52992.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  |  | $42543635.75       | $43460900.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD8514 | 2052-03-01      | 3.5000%  |  | $120863.65         | $112522.30         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q08956 G | 2042-06-01      | 3.0000%  |  | $102362.69         | $95270.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  |  | $1302090.38        | $1252874.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $594755.07         | $556362.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  |  | $232.66            | $208.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1482 | 2052-08-01      | 5.0000%  |  | $40791520.93       | $41491412.79       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1307 | 2039-02-01      | 4.5000%  |  | $630100.46         | $634184.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PZA3238 | 2047-11-01      | 3.0000%  |  | $2403576.90        | $2149421.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  |  | $31837.44          | $31324.68          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18497 G | 2029-01-01      | 3.0000%  |  | $75084.87          | $74336.03          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08693 G | 2046-03-01      | 3.5000%  |  | $126349.63         | $120176.88         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G05676 G | 2039-11-01      | 4.0000%  |  | $409154.32         | $405312.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1012 | 2049-08-01      | 3.5000%  |  | $16533.44          | $15521.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4629 | 2048-10-01      | 4.0000%  |  | $668166.07         | $650925.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3282 | 2047-12-01      | 3.5000%  |  | $53807.58          | $51482.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1393 | 2056-01-01      | 4.5000%  |  | $1122087.11        | $1106188.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1072 | 2055-10-01      | 6.5000%  |  | $443.00            | $468.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  |  | $878.47            | $905.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5881 | 2055-03-01      | 6.0000%  |  | $839251.28         | $879671.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT1713 | 2043-03-01      | 3.0000%  |  | $19873.83          | $18437.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $2185.28           | $1964.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL0214 | 2041-04-01      | 5.0000%  |  | $54967.64          | $56622.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4854 | 2041-01-01      | 4.0000%  |  | $2291964.44        | $2272542.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4847 | 2041-01-01      | 4.0000%  |  | $73778.22          | $73153.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2172 | 2036-11-01      | 1.5000%  |  | $506278.17         | $458439.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5244 | 2043-07-01      | 5.0000%  |  | $1004973.77        | $1027131.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  |  | $50695.22          | $52029.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  |  | $453952.27         | $437946.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN9700 | 2037-03-01      | 1.5000%  |  | $4341147.88        | $3928115.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQN1374 | 2035-01-01      | 3.0000%  |  | $18501.71          | $17948.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0744 | 2052-04-01      | 3.5000%  |  | $1997952.85        | $1860065.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9838 | 2052-04-01      | 3.5000%  |  | $1392769.40        | $1296648.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $13959.31          | $12675.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9542 M     | 2054-03-20      | 6.0000%  |  | $73909.79          | $76088.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $28160.76          | $26217.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1295 | 2052-07-01      | 5.0000%  |  | $28122.60          | $28632.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $4329583.10        | $3794018.48        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 636292 X     | 2035-04-15      | 5.0000%  |  | $3459.57           | $3542.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4512 M     | 2047-06-20      | 4.5000%  |  | $116.24            | $116.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV0272 | 2052-02-01      | 3.5000%  |  | $666716.22         | $620703.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3934 | 2055-12-01      | 5.0000%  |  | $1066219.95        | $1082552.07        | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784291 X     | 2041-08-15      | 5.0000%  |  | $80.65             | $83.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7244 | 2052-01-01      | 2.5000%  |  | $55840.32          | $47655.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $34196067.56       | $30522270.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  |  | $63.63             | $58.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1345 | 2051-10-01      | 2.5000%  |  | $399885.65         | $342115.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M     | 2052-09-20      | 6.0000%  |  | $4207.39           | $4358.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8354 | 2053-07-01      | 3.5000%  |  | $430591.50         | $400874.42         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  |  | $8201945.02        | $8222225.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT2488 | 2051-05-01      | 2.5000%  |  | $66915.51          | $57542.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  |  | $27270.57          | $26055.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7564 M     | 2036-09-20      | 3.5000%  |  | $197.99            | $192.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICB3479 | 2037-02-01      | 1.5000%  |  | $368324.70         | $333513.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8099 M     | 2052-06-20      | 3.5000%  |  | $2141942.54        | $1999881.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  |  | $3801971.53        | $3391269.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8907 | 2054-07-01      | 7.5000%  |  | $3771852.30        | $4037596.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 742191 C     | 2040-07-20      | 4.5000%  |  | $206.37            | $205.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE2359 | 2052-05-01      | 3.5000%  |  | $3543132.93        | $3303012.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7909 M     | 2037-03-20      | 2.0000%  |  | $392298.87         | $363940.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $55874.10          | $56265.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ7353 | 2045-11-01      | 3.5000%  |  | $836555.20         | $795818.68         | Agency Mortgage-Backed Securities |
| GNMA GNII BD DH0838 C     | 2055-06-20      | 6.0000%  |  | $696875.98         | $702111.15         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5663       | 2061-01-15      | 5.3900%  |  | $1742222.22        | $1797224.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5274 | 2055-10-01      | 6.0000%  |  | $699930.18         | $730189.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $31472634.95       | $32085676.43       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $388.67            | $400.49            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4378 C     | 2055-12-20      | 6.0000%  |  | $444.04            | $460.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4084 | 2055-09-01      | 6.0000%  |  | $14249898.67       | $14786212.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6470 C     | 2055-07-20      | 6.5000%  |  | $885.42            | $928.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8701 C     | 2056-01-20      | 5.0000%  |  | $6662471.11        | $6670864.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1772 | 2052-09-01      | 3.5000%  |  | $7420059.42        | $6907967.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7734 C     | 2056-01-20      | 6.0000%  |  | $444.44            | $464.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6303 C     | 2056-01-20      | 6.0000%  |  | $5158193.78        | $5363084.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0117 M     | 2039-12-20      | 3.0000%  |  | $2578.97           | $2491.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2953 | 2055-12-01      | 4.5000%  |  | $701602.45         | $694660.09         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6857       | 2060-10-15      | 5.6600%  |  | $886.97            | $929.24            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6520 C     | 2056-01-20      | 6.0000%  |  | $694.22            | $720.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2022 C     | 2056-01-20      | 5.5000%  |  | $451.11            | $466.40            | Agency Mortgage-Backed Securities |

### Security 220: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.670%, 2/6/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 988FSF000, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $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:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $56605300.00       | $58509004.66       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $117777800.00      | $120628849.79      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $327216900.00      | $331018171.54      | U.S. Treasuries (including strips) |

### Security 221: 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:** 0.1500%
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  |  | $1308131.62        | $1289596.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  |  | $10619578.42       | $10191739.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0971 | 2055-06-01      | 5.5000%  |  | $3465379.42        | $3532880.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  |  | $3412.35           | $3475.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  |  | $172328.52         | $177259.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $27078622.74       | $27859118.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $64594767.18       | $64920827.23       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0011 | 2055-06-01      | 4.5000%  |  | $498860.57         | $491792.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $64476392.60       | $66321277.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  |  | $5772102.07        | $5884534.28        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8C1056 G        | 2055-07-01      | 5.4870%  |  | $5753639.94        | $5858673.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7419 | 2055-07-01      | 6.5000%  |  | $640218.18         | $675900.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6945 | 2055-07-01      | 6.0000%  |  | $760681.49         | $798093.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY6113 | 2055-06-01      | 5.0000%  |  | $746.58            | $753.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6188 | 2055-06-01      | 6.0000%  |  | $2160439.10        | $2239898.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQY6690 | 2055-07-01      | 4.5000%  |  | $742706.78         | $739400.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0024 | 2055-07-01      | 4.0000%  |  | $78584464.86       | $75418471.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $8608441.32        | $9040861.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4924 | 2055-06-01      | 6.0000%  |  | $2776513.64        | $2885273.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  |  | $2485064.67        | $2556170.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7212 | 2055-07-01      | 6.0000%  |  | $781915.08         | $822067.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE3075 | 2055-06-01      | 5.5000%  |  | $575306.86         | $586513.01         | Agency Mortgage-Backed Securities |

### Security 222: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 2/2/2026
- **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: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 FNFR SOFR A 11/05/27 | 2027-11-05      | 3.9000%  |  | $43788691.36       | $44353747.93       | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $17246.91          | $15278.20          | Agency Debentures and Agency Strips       |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $1218012.35        | $1382991.00        | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $867098.77         | $947282.71         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 M8   | 2028-07-07      | 3.8600%  |  | $38219432.10       | $38386875.68       | Agency Debentures and Agency Strips       |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $572679.01         | $664023.32         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF ED 27/09   | 2027-09-10      | 3.7700%  |  | $66451271.60       | $66793108.05       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF EP 27/09   | 2027-09-24      | 3.7700%  |  | $16839370.37       | $16900843.43       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF EO 27/10   | 2027-10-01      | 3.7750%  |  | $739444.44         | $742542.41         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BH 27/03   | 2027-03-24      | 3.7100%  |  | $88407.41          | $88813.98          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $3687580.25        | $4151805.12        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 3.8100%  |  | $16975.31          | $17079.59          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF D 27/10    | 2027-10-25      | 4.0600%  |  | $865197.53         | $869693.19         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 Z3   | 2028-11-03      | 3.8650%  |  | $46197283.95       | $46652096.21       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FT 27/07   | 2027-07-09      | 3.7050%  |  | $7319753.09        | $7346802.62        | Agency Debentures and Agency Strips       |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 3.8750%  |  | $134580.25         | $135752.33         | Agency Debentures and Agency Strips       |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $1358.02           | $1397.06           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF AF 27/11   | 2027-11-12      | 3.8900%  |  | $13435753.09       | $13574488.45       | Agency Debentures and Agency Strips       |
| FCSB 3.62 FCOR 27-28 MI   | 2028-12-22      | 3.6200%  |  | $19148.15          | $19186.66          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FR 27/10   | 2027-10-08      | 3.7200%  |  | $13104938.27       | $13140423.53       | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF FQ 27/12   | 2027-12-01      | 3.7350%  |  | $11806530.86       | $11904813.68       | Agency Debentures and Agency Strips       |
| FCSB 4.94 FCOR 26-38 AA   | 2038-02-17      | 4.9400%  |  | $1085740.74        | $1093339.00        | Agency Debentures and Agency Strips       |
| FCSB 4.98 FCOR 23-42 Q    | 2042-06-09      | 4.9800%  |  | $1812827.16        | $1757209.62        | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCOR 23-42 H    | 2042-02-24      | 3.4400%  |  | $543074.07         | $437846.23         | Agency Debentures and Agency Strips       |
| FCSB 2.93 FCOR 23-42 F    | 2042-02-03      | 2.9300%  |  | $5246728.40        | $4058217.62        | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $668419.75         | $499844.29         | Agency Debentures and Agency Strips       |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $2035679.01        | $1558126.81        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-36 BL   | 2036-12-15      | 2.7400%  |  | $1329370.37        | $1105431.29        | Agency Debentures and Agency Strips       |
| FCSB 2.69 FCOR 22-41 U    | 2041-11-29      | 2.6900%  |  | $271604.94         | $201497.74         | Agency Debentures and Agency Strips       |
| FCSB 2.48 FCOR 22-36 BG   | 2036-11-17      | 2.4800%  |  | $3287234.57        | $2702004.54        | Agency Debentures and Agency Strips       |
| FCSB 2.58 FCOR 22-36 BH   | 2036-11-17      | 2.5800%  |  | $5303086.42        | $4395365.96        | Agency Debentures and Agency Strips       |
| FCSB 1.74 FCOR 22-28 GD   | 2028-11-01      | 1.7400%  |  | $838580.25         | $800427.92         | Agency Debentures and Agency Strips       |
| FCSB 5.06 FCOR 23-37 AR   | 2037-07-20      | 5.0600%  |  | $2062703.70        | $2040984.58        | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $97098.77          | $75014.35          | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV   | 2036-07-14      | 2.3100%  |  | $444617.28         | $362468.31         | Agency Debentures and Agency Strips       |
| FCSB 1.34 FCOR 21-32 BL   | 2032-08-10      | 1.3400%  |  | $21728.40          | $18451.27          | Agency Debentures and Agency Strips       |
| FCSB 4.07 FCOR 23-33 AO   | 2033-11-21      | 4.0700%  |  | $322395.06         | $316221.14         | Agency Debentures and Agency Strips       |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $153456.79         | $153242.80         | Agency Debentures and Agency Strips       |
| FMAC FMFR 00SO GB 28 K7   | 2028-05-23      | 3.8600%  |  | $51553197.53       | $52043740.53       | Agency Debentures and Agency Strips       |
| FHLB FHFR 03SO 02/28 6870 | 2028-02-15      | 3.9700%  |  | $6451975.31        | $6523292.58        | Agency Debentures and Agency Strips       |
| FHLB FHOR 03SO 26-27 8388 | 2027-10-08      | 3.8200%  |  | $1560370.37        | $1564035.25        | Agency Debentures and Agency Strips       |
| FCSB 2.90 FCOR 22-41 V    | 2041-12-09      | 2.9000%  |  | $1293925.93        | $988272.59         | Agency Debentures and Agency Strips       |
| FCSB 1.65 FCOR 21-35 AS   | 2035-07-23      | 1.6500%  |  | $6729012.35        | $5281270.95        | Agency Debentures and Agency Strips       |
| FMAC 4.125 FMNT GB26-28G2 | 2028-11-13      | 4.1250%  |  | $4375148.15        | $4412113.41        | Agency Debentures and Agency Strips       |
| FCSB 2.15 FCOR 21-36 BA   | 2036-03-07      | 2.1500%  |  | $1987469.14        | $1629699.41        | Agency Debentures and Agency Strips       |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  |  | $3452130.27        | $3518689.26        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.1030%  |  | $3368744.27        | $3388257.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 EF     | 2055-10-20      | 4.7030%  |  | $5484629.72        | $5522996.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-175 F      | 2055-10-20      | 4.6030%  |  | $9093723.21        | $9144726.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FC     | 2055-05-20      | 5.4030%  |  | $10332566.72       | $10474183.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG     | 2055-04-20      | 5.0130%  |  | $10321784.04       | $10387208.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 GU     | 2055-06-20      | 5.2500%  |  | $1058868.17        | $1042301.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-097 EM     | 2054-05-20      | 5.0000%  |  | $386172.11         | $386206.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 AT     | 2055-04-20      | 4.0000%  |  | $5468299.32        | $5365447.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 FH     | 2055-03-20      | 4.8530%  |  | $1992844.71        | $2008074.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-059 FD     | 2055-03-20      | 4.7030%  |  | $3280680.37        | $3294972.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 AY     | 2055-03-20      | 5.0000%  |  | $1961206.70        | $1976644.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CL     | 2055-03-20      | 5.0000%  |  | $292771.65         | $295616.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-039 YF     | 2055-03-20      | 4.8530%  |  | $3795711.39        | $3828927.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CT     | 2055-02-20      | 5.0000%  |  | $94692.77          | $95062.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-028 KF     | 2055-02-20      | 4.9530%  |  | $3483032.67        | $3517813.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 AT     | 2055-01-20      | 5.5000%  |  | $18368.90          | $18642.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 ML     | 2055-01-20      | 5.5000%  |  | $426455.20         | $440442.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-007 BL     | 2055-01-20      | 5.5000%  |  | $291992.56         | $303604.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-006 FD     | 2055-01-20      | 5.1230%  |  | $3813450.45        | $3851932.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-144 FB     | 2054-09-20      | 4.8830%  |  | $10803216.25       | $10888781.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-173 F      | 2054-10-20      | 4.7030%  |  | $5083333.31        | $5103460.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 4.7630%  |  | $4846157.35        | $4879867.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-109 LT     | 2054-07-20      | 4.5000%  |  | $1043428.52        | $1044717.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FH     | 2054-04-20      | 4.7530%  |  | $5204057.77        | $5236095.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FM     | 2054-04-20      | 4.8030%  |  | $5466300.07        | $5504422.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-058 CT     | 2054-04-20      | 5.5000%  |  | $185931.20         | $190298.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FC     | 2054-04-20      | 4.8030%  |  | $5221431.86        | $5248140.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 F      | 2054-03-20      | 4.5030%  |  | $169245.10         | $169829.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-055 FC     | 2054-03-20      | 4.7030%  |  | $2398819.06        | $2414527.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-039 FJ     | 2054-03-20      | 4.8030%  |  | $31584.54          | $31792.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 AF     | 2054-02-20      | 4.9530%  |  | $50915.54          | $51342.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 FD     | 2053-12-20      | 5.0030%  |  | $3917626.10        | $3957976.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FM     | 2053-10-20      | 5.1030%  |  | $2034182.53        | $2058894.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 QF     | 2053-10-20      | 5.2530%  |  | $1943075.32        | $1972476.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 FL     | 2053-11-20      | 5.3030%  |  | $2527932.73        | $2561726.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-164 DF     | 2053-11-20      | 5.0530%  |  | $2937527.59        | $2977656.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 MF     | 2055-09-20      | 4.7030%  |  | $5332571.58        | $5368675.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 HD     | 2055-09-20      | 4.5000%  |  | $367432.74         | $345179.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-030 CL     | 2055-02-20      | 5.0000%  |  | $634837.84         | $639815.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-152 F      | 2055-09-20      | 4.5030%  |  | $100813.60         | $101153.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 UB     | 2055-09-20      | 4.5000%  |  | $1123965.76        | $1099502.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-152 UP     | 2055-09-20      | 4.5000%  |  | $721602.47         | $684164.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-136 UC     | 2055-08-20      | 5.0000%  |  | $294136.36         | $288087.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 JF     | 2055-07-20      | 5.0530%  |  | $3070519.60        | $3113852.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 GF     | 2055-07-20      | 5.0030%  |  | $6474378.87        | $6552166.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  |  | $92782.19          | $91287.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FE     | 2055-07-20      | 5.2030%  |  | $6951844.55        | $7028747.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-147 FJ     | 2053-10-20      | 5.2530%  |  | $1254175.63        | $1270171.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 KW     | 2055-08-20      | 0.0100%  |  | $307877.91         | $216943.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FA     | 2054-10-20      | 4.7230%  |  | $5393385.69        | $5416210.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-149 FQ     | 2053-10-20      | 5.2030%  |  | $3238458.87        | $3284915.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 WF     | 2055-06-20      | 4.7030%  |  | $1261092.02        | $1269264.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-062 ML     | 2055-03-20      | 5.0000%  |  | $488379.90         | $487624.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-103 FB     | 2054-06-20      | 4.9030%  |  | $4135502.67        | $4165836.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-039 JF     | 2054-03-20      | 4.8030%  |  | $299761.19         | $301576.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG     | 2054-09-20      | 4.0000%  |  | $167819.84         | $154998.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB     | 2055-02-20      | 5.3530%  |  | $9304142.82        | $9417848.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 NF     | 2054-10-20      | 4.6530%  |  | $1517777.84        | $1526234.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 JH     | 2055-01-20      | 4.5000%  |  | $325494.62         | $319153.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 CT     | 2055-03-20      | 5.0000%  |  | $2696182.74        | $2721973.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-002 YF     | 2055-01-20      | 4.9530%  |  | $5033027.78        | $5082209.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FD     | 2054-04-20      | 4.8530%  |  | $4303097.13        | $4334548.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FJ     | 2054-04-20      | 4.9030%  |  | $2561564.74        | $2581496.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 M      | 2054-10-20      | 4.5000%  |  | $3900191.94        | $3880632.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-166 FJ     | 2053-11-20      | 5.2030%  |  | $2128228.60        | $2156849.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-106 A      | 2055-07-16      | 5.0000%  |  | $2521119.69        | $2543993.25        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-018 AE     | 2055-06-16      | 4.2500%  |  | $1394057.70        | $1382655.16        | Agency Mortgage-Backed Securities         |

### Security 223: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $435054293.87      | $434534162.56      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $76001068.22       | $75621396.27       | U.S. Treasuries (including strips) |

### Security 224: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.660%, 2/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **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:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  |  | $160689155.44      | $160497042.72      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $247184989.30      | $247627399.90      | U.S. Treasuries (including strips) |

### Security 225: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.670%, 2/2/2026
- **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:** 6.3400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $51705994.09       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $32000000.00       | $33091836.22       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $50000000.00       | $50057093.85       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 12/15/2028 | 2028-12-15      | 3.5000%  |  | $44180000.00       | $44230448.12       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $51662215.44       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $43200000.00       | $44636154.14       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $50717521.10       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $11788000.00       | $11957162.78       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $50000000.00       | $50778716.05       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/15/2032 | 2032-11-15      | 4.1250%  |  | $43001000.00       | $43670711.38       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $49625299.23       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $25888000.00       | $25693994.93       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50623857.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $941000.00         | $952741.00         | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $50000000.00       | $43597462.02       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 11/15/2031 | 2031-11-15      | 1.3750%  |  | $4054000.00        | $3534882.22        | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $44854175.11       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $14172000.00       | $12713467.39       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $53587805.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $53587805.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $53587805.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $53587805.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $52267495.71       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $45764000.00       | $47839393.47       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.680%, 2/2/2026
- **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):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $12750000.00       | $13025763.06       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $50479000.00       | $51140224.14       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $3100500.00        | $3092240.94        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $800.00            | $838.82            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $1822000.00        | $1887237.26        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $900.00            | $940.63            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $128247600.00      | $133566973.62      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $1200.00           | $1208.84           | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $8405000.00        | $8574623.39        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $945000.00         | $929049.14         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $28100.00          | $25221.87          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $300.00            | $289.70            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $99869000.00       | $98488305.56       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $69284500.00       | $69742427.29       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $39365300.00       | $38928281.23       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $2212500.00        | $1997425.88        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $264900.00         | $215650.19         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $279500.00         | $279904.66         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  |  | $41382700.00       | $31627795.05       | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $18974400.00       | $16576790.83       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $95086800.00       | $81588335.75       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $141836800.00      | $105602375.55      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $89764800.00       | $55279384.54       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $100.00            | $69.98             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $309577000.00      | $179960650.05      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $4875600.00        | $2899302.04        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $145199700.00      | $108684828.94      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $131058100.00      | $95070246.62       | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $771618000.00      | $590295217.79      | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $100.00            | $76.85             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $4833800.00        | $3730734.00        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $124172200.00      | $97193721.81       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $242368000.00      | $202197759.08      | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $105206200.00      | $96313179.38       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $97900700.00       | $94927323.76       | U.S. Treasuries (including strips) |
| USTR BILL 07/16/26    | 2026-07-16      | 0.0000%  |  | $24991300.00       | $24589414.90       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $2525900.00        | $2495713.18        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $4350700.00        | $4430010.99        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  |  | $1246500.00        | $1274689.38        | U.S. Treasuries (including strips) |
| USTR BILL 03/17/26    | 2026-03-17      | 0.0000%  |  | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $23615000.00       | $24475330.20       | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  |  | $600.00            | $590.77            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $122821900.00      | $90645848.53       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $5822800.00        | $5364928.72        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $13242700.00       | $13518907.02       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $56437300.00       | $46889273.44       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $200.00            | $174.41            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $200.00            | $193.84            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $21585000.00       | $19454528.59       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $332740000.00      | $210969533.88      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $3516500.00        | $3695297.76        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $38443500.00       | $39338026.17       | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26    | 2026-04-02      | 0.0000%  |  | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $2762900.00        | $2909892.17        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $130285200.00      | $101662963.18      | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $200.00            | $196.02            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  |  | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $2977700.00        | $2991448.24        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $5341600.00        | $5453763.85        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 3.7727%  |  | $153935000.00      | $155599800.32      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $18729600.00       | $19009483.00       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $200.00            | $204.26            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $98338900.00       | $102323052.43      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-02-06

**By:** Stephen Van Meter

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

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