# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-095559
**Filing Date:** 2026-3
**Character Count:** 1825124
**Document Hash:** b913b82f275295668dfa9849a9bc568f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-095559.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001193125-26-095559

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729227

**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):** 2026-02-27

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $198218125660.18

- **Amortized Cost of Portfolio Securities:** $198202697319.15

- **Cash:** $4451999968.72

- **Total Other Assets:** $347708240.46

- **Total Liabilities:** $2508418115.04

- **Net Assets of Series:** $200493987413.29

- **Number of Shares Outstanding (Series):** 200541041213.3200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $137181482486.00          | $161429800049.07           | 71.8400%                  | 84.5400%                   |
| 2026-02-03 | $132319957805.32          | $161803416495.86           | 69.2400%                  | 84.6600%                   |
| 2026-02-04 | $132291882680.19          | $161075482498.19           | 69.5200%                  | 84.6500%                   |
| 2026-02-05 | $130954088410.97          | $160837829356.44           | 68.7300%                  | 84.4200%                   |
| 2026-02-06 | $130213928551.55          | $160745092879.42           | 68.5400%                  | 84.6000%                   |
| 2026-02-09 | $137535305734.90          | $163306611190.23           | 71.4300%                  | 84.8200%                   |
| 2026-02-10 | $132624177568.25          | $162146124151.05           | 69.2700%                  | 84.6900%                   |
| 2026-02-11 | $136328758879.21          | $165350346589.48           | 70.0300%                  | 84.9400%                   |
| 2026-02-12 | $134574352917.37          | $163894081755.10           | 69.6800%                  | 84.8700%                   |
| 2026-02-13 | $144136743373.83          | $168777036721.43           | 72.7800%                  | 85.2200%                   |
| 2026-02-17 | $139470292664.46          | $169290727139.52           | 69.7500%                  | 84.6600%                   |
| 2026-02-18 | $141432758299.87          | $171652833902.40           | 69.7900%                  | 84.7000%                   |
| 2026-02-19 | $141548557293.53          | $171323774023.53           | 69.7500%                  | 84.4200%                   |
| 2026-02-20 | $137640200308.75          | $172365840421.15           | 67.5700%                  | 84.6200%                   |
| 2026-02-23 | $140207689419.35          | $170383470659.21           | 69.1500%                  | 84.0300%                   |
| 2026-02-24 | $130689807348.45          | $164216229715.78           | 66.4800%                  | 83.5300%                   |
| 2026-02-25 | $132449158018.72          | $166125721513.52           | 66.7200%                  | 83.6900%                   |
| 2026-02-26 | $135710979446.47          | $169662684068.74           | 66.9000%                  | 83.6400%                   |
| 2026-02-27 | $134815904206.55          | $169767891083.75           | 66.4100%                  | 83.6300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7400%             |
| 2026-02-03 | 3.7400%             |
| 2026-02-04 | 3.7400%             |
| 2026-02-05 | 3.7400%             |
| 2026-02-06 | 3.7300%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7200%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7200%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7400%             |
| 2026-02-19 | 3.7400%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7500%             |
| 2026-02-24 | 3.7500%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 0.9999                      |
|  |  |
| 2026-02-03 | 0.9999                      |
|  |  |
| 2026-02-04 | 0.9999                      |
|  |  |
| 2026-02-05 | 0.9999                      |
|  |  |
| 2026-02-06 | 0.9999                      |
|  |  |
| 2026-02-09 | 0.9999                      |
|  |  |
| 2026-02-10 | 0.9999                      |
|  |  |
| 2026-02-11 | 0.9999                      |
|  |  |
| 2026-02-12 | 0.9999                      |
|  |  |
| 2026-02-13 | 0.9999                      |
|  |  |
| 2026-02-17 | 0.9999                      |
|  |  |
| 2026-02-18 | 0.9999                      |
|  |  |
| 2026-02-19 | 0.9998                      |
|  |  |
| 2026-02-20 | 0.9998                      |
|  |  |
| 2026-02-23 | 0.9998                      |
|  |  |
| 2026-02-24 | 0.9998                      |
|  |  |
| 2026-02-25 | 0.9998                      |
|  |  |
| 2026-02-26 | 0.9999                      |
|  |  |
| 2026-02-27 | 0.9998                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $37922449179.68

- **Number of Shares Outstanding:** 37931349173.9600

- **Expense Reimbursement/Waiver:** 2312568.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $936626699.75             | $566722157.98           |
| 2026-02-03 | $600947431.10             | $363952618.45           |
| 2026-02-04 | $735021445.08             | $1248507413.18          |
| 2026-02-05 | $278588511.71             | $617358668.16           |
| 2026-02-06 | $254896765.81             | $519472338.75           |
| 2026-02-09 | $1071698699.32            | $402081010.25           |
| 2026-02-10 | $488269184.44             | $655449602.63           |
| 2026-02-11 | $525285004.21             | $311569583.64           |
| 2026-02-12 | $723287587.11             | $631261406.07           |
| 2026-02-13 | $520054549.31             | $475955878.33           |
| 2026-02-17 | $777230081.67             | $669638109.53           |
| 2026-02-18 | $1283958665.43            | $242604410.82           |
| 2026-02-19 | $614040081.22             | $410853319.51           |
| 2026-02-20 | $694100750.73             | $745183836.96           |
| 2026-02-23 | $522648653.99             | $739449454.77           |
| 2026-02-24 | $294831205.46             | $816520584.04           |
| 2026-02-25 | $1047977592.77            | $733413148.06           |
| 2026-02-26 | $451762804.81             | $728170013.33           |
| 2026-02-27 | $415564474.07             | $884003186.11           |

**Total Gross Subscriptions (Month):** $12236790187.99

**Total Gross Redemptions (Month):** $11762166740.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5400%           |
| 2026-02-03 | 3.5400%           |
| 2026-02-04 | 3.5400%           |
| 2026-02-05 | 3.5400%           |
| 2026-02-06 | 3.5300%           |
| 2026-02-09 | 3.5200%           |
| 2026-02-10 | 3.5200%           |
| 2026-02-11 | 3.5200%           |
| 2026-02-12 | 3.5200%           |
| 2026-02-13 | 3.5200%           |
| 2026-02-17 | 3.5300%           |
| 2026-02-18 | 3.5400%           |
| 2026-02-19 | 3.5400%           |
| 2026-02-20 | 3.5400%           |
| 2026-02-23 | 3.5400%           |
| 2026-02-24 | 3.5400%           |
| 2026-02-25 | 3.5300%           |
| 2026-02-26 | 3.5300%           |
| 2026-02-27 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.3400%         | 0.0000%              |
| Broker-dealer                                       |  | 11.6700%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7000%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3200%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12037174783.56

- **Number of Shares Outstanding:** 12039999780.0700

- **Expense Reimbursement/Waiver:** 731968.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $212714416.56             | $165398963.99           |
| 2026-02-03 | $160809505.33             | $66757087.64            |
| 2026-02-04 | $140776837.07             | $69906372.20            |
| 2026-02-05 | $74076526.94              | $139690908.45           |
| 2026-02-06 | $145202368.33             | $94183658.86            |
| 2026-02-09 | $204309971.52             | $99543017.05            |
| 2026-02-10 | $57012628.80              | $201233650.06           |
| 2026-02-11 | $230242538.17             | $49454049.13            |
| 2026-02-12 | $108922328.37             | $286862381.55           |
| 2026-02-13 | $69682032.10              | $357596752.57           |
| 2026-02-17 | $270683066.53             | $258618745.00           |
| 2026-02-18 | $139129395.47             | $174315015.61           |
| 2026-02-19 | $408418050.73             | $271250882.47           |
| 2026-02-20 | $80390021.18              | $105944202.56           |
| 2026-02-23 | $178924356.47             | $92424267.12            |
| 2026-02-24 | $195830749.08             | $252022489.05           |
| 2026-02-25 | $106359436.21             | $149395441.09           |
| 2026-02-26 | $159784525.62             | $109930012.87           |
| 2026-02-27 | $199802698.11             | $139523589.71           |

**Total Gross Subscriptions (Month):** $3143071452.59

**Total Gross Redemptions (Month):** $3084051486.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3200%           |
| 2026-02-03 | 3.3200%           |
| 2026-02-04 | 3.3200%           |
| 2026-02-05 | 3.3200%           |
| 2026-02-06 | 3.3200%           |
| 2026-02-09 | 3.3100%           |
| 2026-02-10 | 3.3100%           |
| 2026-02-11 | 3.3000%           |
| 2026-02-12 | 3.3100%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3200%           |
| 2026-02-18 | 3.3200%           |
| 2026-02-19 | 3.3200%           |
| 2026-02-20 | 3.3300%           |
| 2026-02-23 | 3.3300%           |
| 2026-02-24 | 3.3300%           |
| 2026-02-25 | 3.3200%           |
| 2026-02-26 | 3.3200%           |
| 2026-02-27 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 15.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.7200%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7500%          | 0.0000%              |
| Depository institution or other banking institution |  | 20.0300%         | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1794864296.03

- **Number of Shares Outstanding:** 1795285531.5300

- **Expense Reimbursement/Waiver:** 113962.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $21652506.75              | $6579378.41             |
| 2026-02-03 | $2254688.08               | $12447299.10            |
| 2026-02-04 | $2894664.27               | $3253116.93             |
| 2026-02-05 | $3717063.19               | $44374024.64            |
| 2026-02-06 | $54254960.48              | $12530981.82            |
| 2026-02-09 | $22277435.00              | $1322484.40             |
| 2026-02-10 | $2792798.05               | $60649200.23            |
| 2026-02-11 | $6187718.53               | $28920213.44            |
| 2026-02-12 | $5247028.89               | $6647166.88             |
| 2026-02-13 | $32105934.62              | $4632985.74             |
| 2026-02-17 | $7324246.63               | $37141767.34            |
| 2026-02-18 | $6689762.87               | $2392430.29             |
| 2026-02-19 | $12307116.14              | $38541559.17            |
| 2026-02-20 | $3178429.58               | $27303791.18            |
| 2026-02-23 | $1690805.48               | $11339965.31            |
| 2026-02-24 | $8962957.97               | $6049490.97             |
| 2026-02-25 | $9471903.54               | $467153.87              |
| 2026-02-26 | $23007142.45              | $35197791.62            |
| 2026-02-27 | $8526371.48               | $22026133.08            |

**Total Gross Subscriptions (Month):** $234543534.00

**Total Gross Redemptions (Month):** $361816934.42

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.0700%           |
| 2026-02-03 | 3.0600%           |
| 2026-02-04 | 3.0600%           |
| 2026-02-05 | 3.0600%           |
| 2026-02-06 | 3.0600%           |
| 2026-02-09 | 3.0500%           |
| 2026-02-10 | 3.0500%           |
| 2026-02-11 | 3.0400%           |
| 2026-02-12 | 3.0500%           |
| 2026-02-13 | 3.0500%           |
| 2026-02-17 | 3.0600%           |
| 2026-02-18 | 3.0600%           |
| 2026-02-19 | 3.0600%           |
| 2026-02-20 | 3.0700%           |
| 2026-02-23 | 3.0700%           |
| 2026-02-24 | 3.0600%           |
| 2026-02-25 | 3.0600%           |
| 2026-02-26 | 3.0600%           |
| 2026-02-27 | 3.0600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.1900%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.9000%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.2100%          | 0.0000%              |
| Retail investor                                     |  | 13.6000%         | 0.0000%              |
| Retail investor                                     |  | 24.9700%         | 0.0000%              |
| Retail investor                                     |  | 17.3800%         | 0.0000%              |
| Retail investor                                     |  | 6.0100%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $8557703992.67

- **Number of Shares Outstanding:** 8559712394.5100

- **Expense Reimbursement/Waiver:** 534168.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $46719994.19              | $65664889.07            |
| 2026-02-03 | $678193270.17             | $140157396.83           |
| 2026-02-04 | $28770484.61              | $158176170.42           |
| 2026-02-05 | $228978710.46             | $38419010.89            |
| 2026-02-06 | $69303555.61              | $2530039.29             |
| 2026-02-09 | $12422184.21              | $79406589.72            |
| 2026-02-10 | $19530210.16              | $3071973.71             |
| 2026-02-11 | $5318981.95               | $7231732.51             |
| 2026-02-12 | $102802332.05             | $6834947.23             |
| 2026-02-13 | $21209115.48              | $78781456.51            |
| 2026-02-17 | $93658734.27              | $3011375.85             |
| 2026-02-18 | $15699336.82              | $456240774.20           |
| 2026-02-19 | $23054187.86              | $58663481.94            |
| 2026-02-20 | $10569343.02              | $36665912.79            |
| 2026-02-23 | $1655217.66               | $42527361.94            |
| 2026-02-24 | $1525517.97               | $40940056.37            |
| 2026-02-25 | $6069461.47               | $42331662.36            |
| 2026-02-26 | $30198182.56              | $2151173.10             |
| 2026-02-27 | $58568029.74              | $3587588.12             |

**Total Gross Subscriptions (Month):** $1454246850.26

**Total Gross Redemptions (Month):** $1266393592.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4400%           |
| 2026-02-03 | 3.4400%           |
| 2026-02-04 | 3.4400%           |
| 2026-02-05 | 3.4300%           |
| 2026-02-06 | 3.4300%           |
| 2026-02-09 | 3.4200%           |
| 2026-02-10 | 3.4200%           |
| 2026-02-11 | 3.4200%           |
| 2026-02-12 | 3.4200%           |
| 2026-02-13 | 3.4200%           |
| 2026-02-17 | 3.4300%           |
| 2026-02-18 | 3.4400%           |
| 2026-02-19 | 3.4400%           |
| 2026-02-20 | 3.4400%           |
| 2026-02-23 | 3.4400%           |
| 2026-02-24 | 3.4400%           |
| 2026-02-25 | 3.4300%           |
| 2026-02-26 | 3.4300%           |
| 2026-02-27 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.1900%          | 0.0000%              |
| Depository institution or other banking institution |  | 80.4900%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $105735146467.31

- **Number of Shares Outstanding:** 105759961378.2300

- **Expense Reimbursement/Waiver:** 6208009.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $4765480589.40            | $3830835948.91          |
| 2026-02-03 | $1882043892.35            | $2997253986.69          |
| 2026-02-04 | $2577930201.34            | $2876299494.05          |
| 2026-02-05 | $1662462948.91            | $2053665522.57          |
| 2026-02-06 | $1165792305.87            | $3161018264.47          |
| 2026-02-09 | $2437867559.67            | $1680871438.56          |
| 2026-02-10 | $2610258761.13            | $1837665546.34          |
| 2026-02-11 | $1440127580.69            | $2649897794.51          |
| 2026-02-12 | $1684634798.57            | $1311536502.12          |
| 2026-02-13 | $1672201585.20            | $2625946291.37          |
| 2026-02-17 | $4670144765.36            | $1373866090.32          |
| 2026-02-18 | $2326465041.27            | $2101944713.99          |
| 2026-02-19 | $2457132958.29            | $2564939324.07          |
| 2026-02-20 | $1532011187.65            | $2779117276.62          |
| 2026-02-23 | $3291461741.43            | $1941062928.56          |
| 2026-02-24 | $1556905706.42            | $2980275746.27          |
| 2026-02-25 | $1871687522.65            | $1846491231.07          |
| 2026-02-26 | $5831103201.46            | $2285919057.58          |
| 2026-02-27 | $3689303223.74            | $3273070514.60          |

**Total Gross Subscriptions (Month):** $49125015571.40

**Total Gross Redemptions (Month):** $46171677672.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5700%           |
| 2026-02-13 | 3.5700%           |
| 2026-02-17 | 3.5800%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5900%           |
| 2026-02-23 | 3.5900%           |
| 2026-02-24 | 3.5900%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.6200%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.9000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.9900%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.1700%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $10058025452.73

- **Number of Shares Outstanding:** 10060385964.0100

- **Expense Reimbursement/Waiver:** 612526.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $42861197.98              | $23024162.59            |
| 2026-02-03 | $30342247.47              | $22444649.77            |
| 2026-02-04 | $18199291.94              | $24271119.34            |
| 2026-02-05 | $12947763.15              | $22549838.80            |
| 2026-02-06 | $16218837.98              | $47060043.41            |
| 2026-02-09 | $19252864.24              | $16888462.00            |
| 2026-02-10 | $34454656.03              | $14854264.46            |
| 2026-02-11 | $31200779.02              | $16366234.65            |
| 2026-02-12 | $13159179.43              | $30135959.36            |
| 2026-02-13 | $17365503.44              | $37250956.80            |
| 2026-02-17 | $27072043.88              | $25440032.44            |
| 2026-02-18 | $15605605.38              | $22509545.65            |
| 2026-02-19 | $13073169.18              | $24408729.17            |
| 2026-02-20 | $17920007.08              | $19214196.78            |
| 2026-02-23 | $26617770.44              | $13858918.76            |
| 2026-02-24 | $21031223.80              | $14144030.36            |
| 2026-02-25 | $21369352.20              | $10768666.15            |
| 2026-02-26 | $21377764.43              | $25366752.34            |
| 2026-02-27 | $17444319.28              | $21530217.77            |

**Total Gross Subscriptions (Month):** $417513576.35

**Total Gross Redemptions (Month):** $432086780.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.7300%           |
| 2026-02-03 | 2.7300%           |
| 2026-02-04 | 2.7300%           |
| 2026-02-05 | 2.7300%           |
| 2026-02-06 | 2.7300%           |
| 2026-02-09 | 2.7200%           |
| 2026-02-10 | 2.7100%           |
| 2026-02-11 | 2.7100%           |
| 2026-02-12 | 2.7200%           |
| 2026-02-13 | 2.7200%           |
| 2026-02-17 | 2.7300%           |
| 2026-02-18 | 2.7300%           |
| 2026-02-19 | 2.7300%           |
| 2026-02-20 | 2.7400%           |
| 2026-02-23 | 2.7400%           |
| 2026-02-24 | 2.7300%           |
| 2026-02-25 | 2.7300%           |
| 2026-02-26 | 2.7300%           |
| 2026-02-27 | 2.7300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.9000%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $730456669.65

- **Number of Shares Outstanding:** 730628100.0400

- **Expense Reimbursement/Waiver:** 44520.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $2980507.22               | $3038387.96             |
| 2026-02-03 | $1997170.22               | $1891433.41             |
| 2026-02-04 | $7589573.71               | $1981108.79             |
| 2026-02-05 | $1514710.15               | $1237555.40             |
| 2026-02-06 | $1454456.88               | $1431056.15             |
| 2026-02-09 | $419833.05                | $1452586.68             |
| 2026-02-10 | $1346001.56               | $2629940.32             |
| 2026-02-11 | $1770355.10               | $3667584.01             |
| 2026-02-12 | $2343707.25               | $1039207.01             |
| 2026-02-13 | $2162690.38               | $776141.22              |
| 2026-02-17 | $681433.95                | $2231345.85             |
| 2026-02-18 | $2415514.53               | $2839492.66             |
| 2026-02-19 | $2083039.52               | $1753582.92             |
| 2026-02-20 | $5671464.97               | $1769487.46             |
| 2026-02-23 | $1186954.57               | $1080984.11             |
| 2026-02-24 | $1650479.84               | $6469153.39             |
| 2026-02-25 | $1159736.85               | $3320061.07             |
| 2026-02-26 | $1728544.54               | $590804.85              |
| 2026-02-27 | $3017923.47               | $991675.23              |

**Total Gross Subscriptions (Month):** $43174097.76

**Total Gross Redemptions (Month):** $40191588.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 2.9200%           |
| 2026-02-03 | 2.9200%           |
| 2026-02-04 | 2.9100%           |
| 2026-02-05 | 2.9100%           |
| 2026-02-06 | 2.9100%           |
| 2026-02-09 | 2.9000%           |
| 2026-02-10 | 2.8900%           |
| 2026-02-11 | 2.8900%           |
| 2026-02-12 | 2.8900%           |
| 2026-02-13 | 2.9000%           |
| 2026-02-17 | 2.9100%           |
| 2026-02-18 | 2.9100%           |
| 2026-02-19 | 2.9100%           |
| 2026-02-20 | 2.9100%           |
| 2026-02-23 | 2.9200%           |
| 2026-02-24 | 2.9100%           |
| 2026-02-25 | 2.9100%           |
| 2026-02-26 | 2.9100%           |
| 2026-02-27 | 2.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.0900%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1536131948.62

- **Number of Shares Outstanding:** 1536492462.4000

- **Expense Reimbursement/Waiver:** 68259.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $9155974.33               | $1775109.65             |
| 2026-02-03 | $5652235.38               | $10323200.55            |
| 2026-02-04 | $8505846.46               | $8697622.26             |
| 2026-02-05 | $6155818.95               | $4830895.87             |
| 2026-02-06 | $19438756.87              | $10399735.40            |
| 2026-02-09 | $2394871.21               | $9700915.79             |
| 2026-02-10 | $6144648.48               | $6817035.26             |
| 2026-02-11 | $4136600.60               | $8459833.63             |
| 2026-02-12 | $5874275.44               | $3537693.26             |
| 2026-02-13 | $10468038.47              | $32280409.26            |
| 2026-02-17 | $12127696.41              | $35778279.91            |
| 2026-02-18 | $1365172.53               | $9653103.45             |
| 2026-02-19 | $6731758.41               | $65046879.10            |
| 2026-02-20 | $52639300.61              | $2355759.36             |
| 2026-02-23 | $3700665.75               | $6290556.66             |
| 2026-02-24 | $5942503.21               | $1098373.29             |
| 2026-02-25 | $1074656.96               | $5696792.79             |
| 2026-02-26 | $2323713.74               | $3626775.63             |
| 2026-02-27 | $508739723.59             | $23799779.50            |

**Total Gross Subscriptions (Month):** $672572257.40

**Total Gross Redemptions (Month):** $250168750.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5700%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5600%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5500%           |
| 2026-02-11 | 3.5500%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5600%           |
| 2026-02-18 | 3.5700%           |
| 2026-02-19 | 3.5700%           |
| 2026-02-20 | 3.5700%           |
| 2026-02-23 | 3.5700%           |
| 2026-02-24 | 3.5700%           |
| 2026-02-25 | 3.5600%           |
| 2026-02-26 | 3.5600%           |
| 2026-02-27 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.1500%         | 0.0000%              |
| Broker-dealer                                       |  | 13.1100%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 34.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.2700%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.8000%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $8948384361.73

- **Number of Shares Outstanding:** 8950484452.0800

- **Expense Reimbursement/Waiver:** 536635.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $80191205.02              | $55588335.81            |
| 2026-02-03 | $64514746.28              | $77594065.22            |
| 2026-02-04 | $70082021.42              | $81114083.67            |
| 2026-02-05 | $152883815.50             | $57173425.32            |
| 2026-02-06 | $76728312.03              | $61695189.34            |
| 2026-02-09 | $129159888.06             | $45110314.23            |
| 2026-02-10 | $73840872.28              | $46110656.97            |
| 2026-02-11 | $66114286.82              | $66955647.41            |
| 2026-02-12 | $55768441.29              | $82943318.88            |
| 2026-02-13 | $46565941.37              | $68660118.99            |
| 2026-02-17 | $132863529.92             | $80209092.72            |
| 2026-02-18 | $79179579.34              | $65036082.34            |
| 2026-02-19 | $92775115.71              | $75241444.07            |
| 2026-02-20 | $106461283.94             | $109254363.75           |
| 2026-02-23 | $72188249.09              | $77886121.76            |
| 2026-02-24 | $79228018.29              | $61503753.27            |
| 2026-02-25 | $69358277.52              | $91358419.05            |
| 2026-02-26 | $85513087.24              | $82622629.79            |
| 2026-02-27 | $134253884.81             | $60992736.33            |

**Total Gross Subscriptions (Month):** $1667670555.93

**Total Gross Redemptions (Month):** $1347049798.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5700%           |
| 2026-02-13 | 3.5700%           |
| 2026-02-17 | 3.5800%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5900%           |
| 2026-02-23 | 3.5900%           |
| 2026-02-24 | 3.5900%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 8.9600%          | 0.0000%              |
| Broker-dealer |  | 10.7300%         | 0.0000%              |
| Broker-dealer |  | 76.4900%         | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $555951725.91

- **Number of Shares Outstanding:** 556082201.8500

- **Expense Reimbursement/Waiver:** 32144.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $46554871.89              | $617.34                 |
| 2026-02-03 | $398439.04                | $2374771.99             |
| 2026-02-04 | $11867351.18              | $565724.17              |
| 2026-02-05 | $5309083.44               | $178301.84              |
| 2026-02-06 | $31074478.82              | $8668.96                |
| 2026-02-09 | $4966355.85               | $48251516.41            |
| 2026-02-10 | $20743895.68              | $891819.03              |
| 2026-02-11 | $38576294.11              | $1098.75                |
| 2026-02-12 | $123661.51                | $74159203.53            |
| 2026-02-13 | $17558973.67              | $1207.89                |
| 2026-02-17 | $74591925.19              | $53848710.06            |
| 2026-02-18 | $3215217.10               | $1721095.23             |
| 2026-02-19 | $6253116.89               | $1975.35                |
| 2026-02-20 | $3952736.90               | $8063.13                |
| 2026-02-23 | $817164.14                | $1078296.65             |
| 2026-02-24 | $8904938.95               | $3712.27                |
| 2026-02-25 | $4682092.12               | $472298.53              |
| 2026-02-26 | $1425533.25               | $3293429.31             |
| 2026-02-27 | $6703502.88               | $1187670.16             |

**Total Gross Subscriptions (Month):** $287719632.61

**Total Gross Redemptions (Month):** $188048180.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2900%           |
| 2026-02-03 | 3.2900%           |
| 2026-02-04 | 3.2900%           |
| 2026-02-05 | 3.2800%           |
| 2026-02-06 | 3.2800%           |
| 2026-02-09 | 3.2700%           |
| 2026-02-10 | 3.2700%           |
| 2026-02-11 | 3.2700%           |
| 2026-02-12 | 3.2700%           |
| 2026-02-13 | 3.2700%           |
| 2026-02-17 | 3.2800%           |
| 2026-02-18 | 3.2900%           |
| 2026-02-19 | 3.2900%           |
| 2026-02-20 | 3.2900%           |
| 2026-02-23 | 3.2900%           |
| 2026-02-24 | 3.2900%           |
| 2026-02-25 | 3.2800%           |
| 2026-02-26 | 3.2800%           |
| 2026-02-27 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 27.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.2800%          | 0.0000%              |
| Depository institution or other banking institution |  | 64.5500%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $12617698535.40

- **Number of Shares Outstanding:** 12620659774.6400

- **Expense Reimbursement/Waiver:** 608382.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.9999          |
|  |  |
| 2026-02-03 | 0.9999          |
|  |  |
| 2026-02-04 | 0.9999          |
|  |  |
| 2026-02-05 | 0.9999          |
|  |  |
| 2026-02-06 | 0.9999          |
|  |  |
| 2026-02-09 | 0.9999          |
|  |  |
| 2026-02-10 | 0.9999          |
|  |  |
| 2026-02-11 | 0.9999          |
|  |  |
| 2026-02-12 | 0.9999          |
|  |  |
| 2026-02-13 | 0.9999          |
|  |  |
| 2026-02-17 | 0.9999          |
|  |  |
| 2026-02-18 | 0.9999          |
|  |  |
| 2026-02-19 | 0.9998          |
|  |  |
| 2026-02-20 | 0.9998          |
|  |  |
| 2026-02-23 | 0.9998          |
|  |  |
| 2026-02-24 | 0.9998          |
|  |  |
| 2026-02-25 | 0.9998          |
|  |  |
| 2026-02-26 | 0.9999          |
|  |  |
| 2026-02-27 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $288016935.61             | $325239332.97           |
| 2026-02-03 | $411100000.00             | $0.00                   |
| 2026-02-04 | $117500000.00             | $88400000.00            |
| 2026-02-05 | $328800000.00             | $26200000.00            |
| 2026-02-06 | $90000200.00              | $0.00                   |
| 2026-02-09 | $0.00                     | $33750601.00            |
| 2026-02-10 | $0.00                     | $67000000.00            |
| 2026-02-11 | $72000000.00              | $4000000.00             |
| 2026-02-12 | $95000000.00              | $160500000.00           |
| 2026-02-13 | $6178700000.00            | $54000000.00            |
| 2026-02-17 | $544135272.75             | $187450000.00           |
| 2026-02-18 | $143750000.00             | $0.00                   |
| 2026-02-19 | $0.00                     | $245000000.00           |
| 2026-02-20 | $0.00                     | $327000000.00           |
| 2026-02-23 | $0.00                     | $237913000.00           |
| 2026-02-24 | $127800000.00             | $343000000.00           |
| 2026-02-25 | $50000000.00              | $112000000.00           |
| 2026-02-26 | $104700000.00             | $191000000.00           |
| 2026-02-27 | $561000000.00             | $0.00                   |

**Total Gross Subscriptions (Month):** $9112502408.36

**Total Gross Redemptions (Month):** $2402452933.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5700%           |
| 2026-02-10 | 3.5700%           |
| 2026-02-11 | 3.5700%           |
| 2026-02-12 | 3.5700%           |
| 2026-02-13 | 3.5700%           |
| 2026-02-17 | 3.5800%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5900%           |
| 2026-02-23 | 3.5900%           |
| 2026-02-24 | 3.5900%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.5600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.680%, 3/2/2026
- **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):** $153000000.00
- **C.18.a - Value (excl. sponsor support):** $153000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 CLRA8026 | 2052-10-01      | 5.0000%  |  | $905584.52         | $917947.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $8839190.25        | $7999879.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $6130827.03        | $6202852.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $468922.61         | $480105.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $6247683.70        | $5929019.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3386071.62        | $3227060.95        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1317516.62        | $1303978.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2520132.01        | $2574012.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $238512.20         | $216231.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $556415.76         | $565007.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $2724915.74        | $2619420.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $67653.34          | $65097.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1226336.29        | $1157559.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3887941.43        | $4032581.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $579620.98         | $573215.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1121313.57        | $1156906.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2491732.21        | $2282368.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $9374058.66        | $9337490.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $6136030.83        | $6208117.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4100543.69        | $4234472.46        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $513465.55         | $531683.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $6990467.46        | $7133681.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $458339.46         | $477347.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3142865.21        | $2883552.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $68682.94          | $66746.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $30868.27          | $32016.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4737 | 2055-05-01      | 6.0000%  |  | $169007.55         | $174135.80         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4601 | 2030-08-01      | 4.2300%  |  | $10326276.00       | $10527751.97       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1412228.56        | $1460577.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $625878.35         | $646061.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $242892.98         | $246260.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3578 | 2055-03-01      | 6.0000%  |  | $552.11            | $575.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $4887351.12        | $5076844.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $189642.80         | $188334.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $44133.95          | $46521.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1327289.87        | $1347455.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $14770797.42       | $14918669.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $617602.02         | $656864.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5067628.39        | $5177044.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1220610.70        | $1252223.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3187837.02        | $3185828.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1624591.26        | $1591914.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $177142.29         | $162672.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $2573158.59        | $2269398.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $266234.79         | $256261.04         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $965526.08         | $992339.28         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1615 | 2029-08-01      | 4.6600%  |  | $6294420.00        | $6474286.55        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $15716764.04       | $16053155.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $748751.72         | $774502.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3141224.79        | $2777051.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $2887284.58        | $2542203.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4204268.65        | $4243835.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $260772.33         | $220126.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $967524.78         | $945967.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $20987.37          | $21187.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $18618.66          | $19353.49          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America N.A., REPO,  3.680%, 3/2/2026
- **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):** $235456000.00
- **C.18.a - Value (excl. sponsor support):** $235456000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 03.500 CRMA1283 | 2042-12-01      | 3.5000%  |  | $29180895.43       | $28078376.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1526 | 2049-09-01      | 3.0000%  |  | $30159851.29       | $27600928.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU1058 | 2051-10-01      | 2.5000%  |  | $31918151.43       | $28244709.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAP2121 | 2042-08-01      | 3.0000%  |  | $3369221.66        | $3176760.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7412 | 2045-09-01      | 4.0000%  |  | $28472297.29       | $28313902.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7351 | 2045-05-01      | 3.5000%  |  | $28670739.96       | $27904823.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5368 | 2042-06-01      | 3.5000%  |  | $28675065.86       | $27813345.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5638 | 2045-08-01      | 3.5000%  |  | $29465000.38       | $28457850.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8312 | 2046-11-01      | 3.0000%  |  | $30819121.08       | $28559545.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL6091 | 2043-05-01      | 3.0000%  |  | $12820751.85       | $12088528.80       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  3.690%, 3/2/2026
- **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:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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?:** 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%  |  | $373600.00         | $383885.31         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $122614600.00      | $125181287.38      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $22365300.00       | $23067836.33       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $492200.00         | $497421.86         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $500000.00         | $511812.74         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $100.00            | $73.47             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $1000.00           | $598.75            | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $200.00            | $110.71            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $4467600.00        | $2946739.81        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $5644200.00        | $4362269.40        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $1529000.00        | $1318993.58        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $45900000.00       | $46616037.46       | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  |  | $449500300.00      | $435855718.39      | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26    | 2026-04-23      | 0.0000%  |  | $105000.00         | $104452.11         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  |  | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $5617800.00        | $5604151.38        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  |  | $1435000.00        | $1457062.50        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $200.00            | $203.28            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $28824100.00       | $29560118.78       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $15248400.00       | $15525191.91       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $1000.00           | $1019.30           | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $80261800.00       | $82755574.48       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $38500200.00       | $37576613.81       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $402000.00         | $398883.74         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $100.00            | $95.54             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $8620900.00        | $7630042.76        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $179068000.00      | $190040101.45      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $24399600.00       | $24510332.13       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $200.00            | $203.47            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $16211000.00       | $15809618.95       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $702304000.00      | $524647461.26      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $63158300.00       | $63771079.97       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $59376000.00       | $61971250.58       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $3582000.00        | $3417789.52        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $11000.00          | $11291.37          | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 3.7209%  |  | $605100.00         | $607005.91         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $12774200.00       | $9936475.84        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $56800.00          | $56203.67          | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $10617400.00       | $10479385.36       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $130909600.00      | $122815045.73      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $9581800.00        | $9868443.46        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $234357200.00      | $219249737.30      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $39332700.00       | $30247612.31       | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26    | 2026-05-28      | 0.0000%  |  | $31013600.00       | $30745022.22       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $156898800.00      | $165219550.78      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $163840000.00      | $166036688.87      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $79191300.00       | $79987354.14       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $200.00            | $159.61            | U.S. Treasuries (including strips) |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 3/2/2026
- **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):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 CLFS9300 | 2054-10-01      | 6.0000%  |  | $4387745.87        | $4576859.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  |  | $2653309.81        | $2557975.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1186 | 2051-07-01      | 2.0000%  |  | $2218491.11        | $1843478.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  |  | $40757.28          | $38894.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  |  | $24206.80          | $23417.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  |  | $102480.48         | $93276.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  |  | $299884.32         | $296416.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  |  | $105865.20         | $104404.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  |  | $53008.12          | $51006.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  |  | $113519.33         | $112654.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  |  | $37703.17          | $39695.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  |  | $3643295.02        | $3612632.65        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  |  | $136175.89         | $132059.95         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  |  | $201259.07         | $199148.04         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  |  | $9147.51           | $8634.40           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  |  | $14949.95          | $15185.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $28293.06          | $26055.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $18465.15          | $17786.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  |  | $21433.05          | $21594.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  |  | $102951.26         | $98541.43          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  |  | $4155.18           | $4333.64           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $5513.37           | $5321.05           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $14797.75          | $14930.45          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  |  | $675937.67         | $656769.95         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  |  | $5.37              | $5.56              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  |  | $1611.18           | $1678.53           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  |  | $1698.68           | $1798.75           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  |  | $4422.97           | $4626.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  |  | $20757.17          | $19492.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  |  | $158378.80         | $156572.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  |  | $11.68             | $11.87             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  |  | $54481.88          | $55373.48          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  |  | $683.17            | $616.58            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  |  | $2078.13           | $2171.75           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  |  | $91.55             | $94.28             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  |  | $29880465.48       | $30098327.27       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0735 M     | 2055-11-20      | 6.5000%  |  | $1211665.26        | $1245342.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $8195960.90        | $8338998.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  |  | $848498.22         | $874812.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0483 M     | 2055-07-20      | 4.5000%  |  | $336.18            | $333.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $333.71            | $336.10            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  |  | $14798689.35       | $14907476.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $59758660.23       | $60194367.26       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0860 M     | 2056-01-20      | 5.5000%  |  | $946618.77         | $958358.94         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DP6813       | 2068-03-15      | 5.3100%  |  | $1226.00           | $1239.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4444 C     | 2055-11-20      | 6.5000%  |  | $1078009.54        | $1135198.43        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1562       | 2060-11-15      | 5.4100%  |  | $693.74            | $732.32            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  |  | $448013.86         | $478267.54         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE0020       | 2064-12-15      | 5.9800%  |  | $379666.67         | $404453.16         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  |  | $2497.27           | $2556.63           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9717       | 2060-01-15      | 5.6000%  |  | $181550.23         | $193131.21         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  |  | $55554.15          | $49739.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  |  | $13281.90          | $12805.83          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $16748.40          | $15356.89          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7573       | 2066-12-15      | 5.7800%  |  | $721376.33         | $768388.75         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7571       | 2066-11-15      | 5.6850%  |  | $1138866.00        | $1213622.11        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  |  | $62197.91          | $62403.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $250.79            | $253.29            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $248.09            | $247.52            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $20168.03          | $20395.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $4391287.58        | $3711843.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  |  | $245.37            | $216.45            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M     | 2051-12-20      | 2.0000%  |  | $8425294.28        | $7121770.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  |  | $115754.94         | $112847.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  |  | $56930591.47       | $52367984.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  |  | $3053.99           | $3142.92           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  |  | $46884.64          | $44952.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M     | 2045-09-20      | 3.5000%  |  | $6568595.21        | $6310145.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3675 | 2055-12-01      | 6.5000%  |  | $3270248.40        | $3445185.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  |  | $2981010.39        | $3075744.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $453651.76         | $415924.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $57777.57          | $53008.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  |  | $40400.53          | $42872.77          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  |  | $277014.09         | $285644.47         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  |  | $2834.14           | $2998.26           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180       | 2067-05-15      | 5.1800%  |  | $338.33            | $339.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  |  | $2920663.13        | $2935123.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  |  | $2389.37           | $2317.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  |  | $54791.52          | $52190.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  |  | $10644.15          | $10377.00          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7582       | 2060-04-15      | 5.7400%  |  | $25185.00          | $26899.11          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  |  | $157392.17         | $165592.87         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5551       | 2059-11-15      | 5.2700%  |  | $658.58            | $689.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  |  | $70167361.00       | $69516769.23       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $7809052.67        | $7865989.34        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  |  | $335.00            | $361.21            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  |  | $774530.25         | $830340.15         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1564       | 2060-11-15      | 5.4100%  |  | $527.13            | $556.44            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0868 M     | 2056-01-20      | 3.5000%  |  | $40710.78          | $38141.03          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  |  | $21321.21          | $22002.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  |  | $10465.44          | $10089.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  |  | $17378.49          | $17006.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7311 M     | 2051-04-20      | 2.0000%  |  | $58738697.86       | $49653844.50       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $32160435.96       | $29564338.37       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  |  | $17466.91          | $18289.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  |  | $8190.46           | $7791.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7010 C     | 2046-06-20      | 3.5000%  |  | $308784.65         | $291488.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $8673463.90        | $8656463.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9362 M     | 2053-12-20      | 5.5000%  |  | $255.74            | $262.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  |  | $170665.80         | $165099.13         | Agency Mortgage-Backed Securities |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.680%, 3/2/2026
- **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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 0.87 FCOR 22-26 JC  | 2026-09-01      | 0.8700%  |  | $5879652.17        | $5821363.26        | Agency Debentures and Agency Strips |
| FCSB 5.95 FCOR 26-45 N   | 2045-05-22      | 5.9500%  |  | $6947826.09        | $7062058.00        | Agency Debentures and Agency Strips |
| FCSB 4.18 FCOR 26-30 JF  | 2030-02-12      | 4.1800%  |  | $4644521.74        | $4649940.35        | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK  | 2034-06-12      | 5.3700%  |  | $9918956.52        | $10057945.90       | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI  | 2034-06-05      | 5.4000%  |  | $6919652.17        | $7029480.89        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ  | 2035-04-23      | 4.9900%  |  | $45621565.22       | $46383800.19       | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH  | 2040-04-23      | 5.7800%  |  | $6956869.57        | $7104952.72        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $8341565.22        | $8538173.82        | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G   | 2045-03-06      | 5.7400%  |  | $1616000.00        | $1657510.19        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT  | 2042-07-21      | 5.6500%  |  | $4869565.22        | $4955425.39        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV  | 2032-06-16      | 5.1700%  |  | $15652173.91       | $15856409.57       | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN  | 2032-03-10      | 5.1800%  |  | $5215652.17        | $5343693.54        | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $67547130.43       | $56734118.25       | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  |  | $141840347.83      | $121534483.63      | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $84128695.65       | $73080915.34       | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD  | 2033-09-12      | 4.8900%  |  | $18434086.96       | $18839553.92       | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP  | 2040-08-13      | 5.7300%  |  | $8695652.17        | $8748681.16        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK  | 2035-06-18      | 5.4500%  |  | $123478.26         | $125175.82         | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  |  | $4463304.35        | $4601607.27        | Agency Debentures and Agency Strips |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/16/2026
- **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):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  |  | $4416.75           | $4650.28           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737532 X      | 2040-10-15      | 4.0000%  |  | $145531.47         | $142559.56         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  |  | $5198.43           | $5379.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  |  | $76623.99          | $79327.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  |  | $16470.05          | $17180.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  |  | $5872.74           | $6126.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M      | 2035-12-20      | 5.5000%  |  | $4928.20           | $5140.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  |  | $23190.97          | $24280.00          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605630 X      | 2034-08-15      | 6.0000%  |  | $5982.56           | $6182.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 598679 X      | 2033-05-15      | 5.5000%  |  | $11027.25          | $11299.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AX0416 X      | 2046-10-15      | 4.5000%  |  | $28882.35          | $29418.43          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  |  | $80541.67          | $80830.73          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X      | 2047-01-15      | 4.5000%  |  | $37643.23          | $37739.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5019 C      | 2055-12-20      | 5.0000%  |  | $2970920.13        | $3005353.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  |  | $3122907.06        | $3269904.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  |  | $3515100.94        | $3610365.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8712 C      | 2055-07-20      | 6.5000%  |  | $2233527.55        | $2352012.71        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  |  | $10842.34          | $11301.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $63148570.60       | $62551690.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  |  | $16569.26          | $17018.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C      | 2055-11-20      | 6.0000%  |  | $4838516.41        | $4931441.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  |  | $6273571.42        | $6343605.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5141 C      | 2055-11-20      | 6.5000%  |  | $6293720.62        | $6608610.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  |  | $161629.61         | $157709.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  |  | $45365.98          | $41596.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  |  | $7319830.78        | $6734585.91        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6877        | 2064-05-15      | 6.0100%  |  | $15406.25          | $16377.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7374 C      | 2050-01-20      | 5.0000%  |  | $635831.95         | $647397.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  |  | $12215032.04       | $11987904.38       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  |  | $6032.66           | $5757.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  |  | $192234.59         | $182001.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  |  | $408632.47         | $393412.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M      | 2055-07-20      | 5.0000%  |  | $29528577.42       | $29739621.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M      | 2055-03-20      | 4.5000%  |  | $867162.91         | $859191.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M      | 2055-02-20      | 4.5000%  |  | $15489526.60       | $15351902.16       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3326 C      | 2056-02-20      | 5.0000%  |  | $2267182.05        | $2290332.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $283976.34         | $286046.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6968 C      | 2056-01-20      | 5.5000%  |  | $2488086.16        | $2567921.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $4955.64           | $5188.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9185 C      | 2055-12-20      | 5.0000%  |  | $6382062.27        | $6444281.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $13682.68          | $13825.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $27793905.34       | $28476029.54       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  |  | $123367.75         | $117060.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  |  | $91989.06          | $86805.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $60205275.93       | $61535946.31       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M      | 2052-02-20      | 3.0000%  |  | $29463.52          | $27018.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $110604.44         | $107888.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M      | 2050-02-20      | 3.5000%  |  | $385194.90         | $367065.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M      | 2051-02-20      | 2.0000%  |  | $36667568.73       | $30995625.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6091 M      | 2049-08-20      | 4.0000%  |  | $122845.86         | $118930.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M      | 2049-01-20      | 4.5000%  |  | $6348732.41        | $6401864.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  |  | $638725.11         | $654610.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M      | 2048-11-20      | 4.0000%  |  | $118840.77         | $116173.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5078 M      | 2048-03-20      | 4.0000%  |  | $83244.78          | $81576.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M      | 2047-09-20      | 5.0000%  |  | $25902.24          | $26689.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  |  | $215208.18         | $199464.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2304 M      | 2044-10-20      | 4.0000%  |  | $535732.89         | $528017.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  |  | $575642.85         | $553082.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  |  | $89625.42          | $88459.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  |  | $13528.79          | $13354.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  |  | $733296.71         | $709514.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $15122665.72       | $13717417.22       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $538861.30         | $557760.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  |  | $12373.88          | $11928.88          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724406 X      | 2039-11-15      | 4.5000%  |  | $6659.97           | $6718.36           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  |  | $23419.59          | $24147.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  |  | $18757.90          | $18592.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  |  | $106303.86         | $108044.05         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  |  | $33139.58          | $34328.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682587 X      | 2038-04-15      | 5.5000%  |  | $8365.97           | $8686.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  |  | $9018.08           | $9326.77           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  |  | $83075.47          | $86081.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3938 M      | 2046-09-20      | 4.0000%  |  | $252309.57         | $247911.54         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  |  | $17510.10          | $15655.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $3630.91           | $3277.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M      | 2047-03-20      | 3.0000%  |  | $146453.11         | $136007.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $703755.51         | $731789.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $878.90            | $885.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $92799551.58       | $91922410.23       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  |  | $85448.44          | $91979.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $44619767.20       | $45411421.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M      | 2055-06-20      | 4.5000%  |  | $64519574.78       | $63909735.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0304 M      | 2055-04-20      | 3.5000%  |  | $1008966.44        | $945284.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  |  | $926454.95         | $933265.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  |  | $13755210.66       | $13632926.84       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  |  | $37962304.66       | $37624819.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  |  | $5377270.40        | $5326444.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2025 C      | 2056-02-20      | 5.0000%  |  | $2946637.20        | $2976725.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1992 C      | 2056-02-20      | 5.0000%  |  | $2355117.95        | $2384733.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9467 C      | 2056-01-20      | 6.0000%  |  | $2634639.16        | $2691635.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6343 C      | 2056-01-20      | 5.0000%  |  | $2720728.42        | $2748510.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6313 C      | 2056-01-20      | 5.0000%  |  | $2477733.84        | $2508891.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3232 C      | 2056-01-20      | 5.0000%  |  | $6244543.91        | $6330357.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3156 C      | 2056-01-20      | 5.0000%  |  | $2696064.14        | $2722351.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0590 C      | 2055-12-20      | 5.0000%  |  | $5072800.64        | $5124589.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  |  | $2280260.78        | $2390713.32        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8581        | 2060-09-15      | 6.0000%  |  | $184256.25         | $196471.40         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255        | 2067-01-15      | 5.2400%  |  | $60636.45          | $62695.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3518 C      | 2054-06-20      | 7.0000%  |  | $184453.83         | $193694.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CE9917 C      | 2051-07-20      | 3.5000%  |  | $661220.67         | $623271.75         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  |  | $1685501.55        | $1795346.44        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X      | 2047-04-15      | 4.5000%  |  | $17238.64          | $17551.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  |  | $23215.16          | $24195.73          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  |  | $19620.45          | $20562.78          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  |  | $8956.53           | $9297.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  |  | $10306.84          | $10903.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $561.56            | $587.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  |  | $22934.89          | $24065.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  |  | $25117.02          | $25655.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617256 X      | 2036-10-15      | 6.5000%  |  | $5501.81           | $5853.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  |  | $57727.86          | $59082.28          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  |  | $45326.65          | $45506.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  |  | $5267.74           | $5351.55           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  |  | $6053.05           | $6515.56           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  |  | $845636.46         | $764589.34         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 MQ      | 2056-01-20      | 4.5000%  |  | $50977555.31       | $51083945.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 DP      | 2056-01-20      | 4.5000%  |  | $45783862.65       | $45936826.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  |  | $4722221.75        | $4449725.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  |  | $44144633.47       | $44225462.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  |  | $17460081.57       | $17615198.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 GC      | 2051-10-20      | 3.5000%  |  | $19678370.41       | $19251168.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  |  | $24578165.67       | $24932795.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2317%  |  | $19521.77          | $19253.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GL      | 2056-01-20      | 4.5000%  |  | $2081910.10        | $1932110.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $842508.55         | $856003.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  |  | $10354559.56       | $10393565.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  |  | $4146300.00        | $3704083.74        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1672%  |  | $2911250.00        | $2918656.42        | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $12441.44          | $8437.38           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-221 DA      | 2056-07-16      | 4.0000%  |  | $13892540.25       | $13666131.97       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  |  | $267295.25         | $247148.02         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  |  | $990417.45         | $799767.92         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  |  | $2851808.41        | $2367378.69        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  |  | $12202029.43       | $8734106.92        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  |  | $858425.45         | $579066.25         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  |  | $73414.84          | $66897.33          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3937% |  | $7707043.84        | $7213832.30        | Agency Mortgage-Backed Securities         |

### Security 7: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.670%, 3/12/2026
- **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):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  |  | $189869.17         | $187804.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  |  | $1805169.41        | $1430436.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  |  | $27119.52          | $26321.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  |  | $138783.19         | $132089.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $27123.76          | $27126.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  |  | $5837027.53        | $5909465.04        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  |  | $3997192.39        | $3977545.75        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  |  | $453904.07         | $436863.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  |  | $54074367.02       | $56085572.96       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G  | 2045-05-01      | 3.5000%  |  | $32336.02          | $31207.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2205 C      | 2056-02-20      | 6.5000%  |  | $2536718.70        | $2701598.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3749 C      | 2056-01-20      | 5.0000%  |  | $3463299.62        | $3498663.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3015 C      | 2056-02-20      | 5.0000%  |  | $3646432.86        | $3696542.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  |  | $29353925.95       | $29567948.68       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  |  | $1584487.39        | $1627430.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6293 C      | 2056-01-20      | 6.0000%  |  | $3460860.61        | $3545074.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $14089.61          | $14192.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9017 C      | 2056-01-20      | 6.5000%  |  | $2147788.73        | $2261725.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  |  | $3461542.30        | $3555355.10        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  |  | $13647997.63       | $13779265.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3115%  |  | $34104417.30       | $34474818.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  |  | $53570754.92       | $54343707.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4615%  |  | $25277203.11       | $25355373.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  |  | $322602.94         | $284902.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  |  | $2786178.99        | $2216584.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $824487.62         | $818149.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-005 JE      | 2042-07-20      | 2.0000%  |  | $2204852.18        | $2060728.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1817%  |  | $195422.80         | $195566.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3115%  |  | $32979427.46       | $33274158.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  |  | $16254146.49       | $16413276.38       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $1254139.13        | $850516.59         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-196 FA      | 2065-11-20      | 4.4615%  |  | $138659247.30      | $139133811.63      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 CF      | 2055-10-20      | 4.9615%  |  | $11165953.25       | $11252028.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  |  | $294139.14         | $284139.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.8615%  |  | $25099409.38       | $25277396.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5615%  |  | $42249899.23       | $42472259.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7615%  |  | $68827578.81       | $69388857.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 B       | 2056-01-20      | 4.5000%  |  | $15054099.51       | $14964949.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 BY      | 2056-01-20      | 4.5000%  |  | $367468.97         | $324256.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  |  | $47463962.80       | $47753356.84       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  |  | $54142.64          | $53490.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  |  | $1125325.80        | $1113126.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  |  | $11843.12          | $11398.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  |  | $106615.81         | $102782.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  |  | $18730.57          | $18037.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  |  | $2389906.06        | $2508740.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  |  | $11196.28          | $11415.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  |  | $9227.93           | $9000.32           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  |  | $5499.86           | $5780.76           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  |  | $70217.54          | $73624.65          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  |  | $7277.79           | $7638.69           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G  | 2037-03-01      | 5.5000%  |  | $15456.26          | $15994.79          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G  | 2037-09-01      | 5.5000%  |  | $16378.93          | $17185.31          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  |  | $66622.96          | $69483.04          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G  | 2037-11-01      | 6.5000%  |  | $16053.63          | $17047.58          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  |  | $4539.37           | $4775.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831  | 2043-11-01      | 3.5000%  |  | $16286.04          | $15699.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  |  | $18829.01          | $17710.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  |  | $338573.89         | $326127.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  |  | $46802.21          | $45083.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  |  | $69115.58          | $66611.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $31608.02          | $30463.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  |  | $496899.77         | $479030.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  |  | $6242.24           | $6616.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $16275728.37       | $16855932.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786905 C      | 2053-07-20      | 6.0000%  |  | $814051.03         | $843139.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  |  | $1949063.95        | $1895087.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  |  | $72919380.84       | $74296617.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  |  | $7397.55           | $7131.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  |  | $116421.33         | $119462.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  |  | $127381.96         | $117452.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  |  | $18521.23          | $17855.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  |  | $64362.84          | $64886.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615  | 2045-12-01      | 3.5000%  |  | $57970.10          | $55885.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  |  | $502865.35         | $497403.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  |  | $72846.20          | $70596.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  |  | $171144.30         | $169426.79         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G  | 2035-02-01      | 5.5000%  |  | $13679.76          | $14217.95          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  |  | $23913.25          | $25217.04          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G  | 2039-01-01      | 6.5000%  |  | $4882.40           | $5157.43           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G  | 2027-08-01      | 6.0000%  |  | $5701.00           | $5871.14           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  |  | $173239.73         | $167195.01         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  |  | $13053.85          | $12594.98          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  |  | $50051.35          | $48394.34          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  |  | $23617.35          | $24410.85          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G  | 2043-08-01      | 3.5000%  |  | $190525.31         | $184363.30         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  |  | $28322.39          | $26686.68          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  |  | $1330417.25        | $1327374.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644  | 2053-02-01      | 5.5000%  |  | $64930830.31       | $66577555.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  |  | $998451.59         | $950290.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  |  | $83832.32          | $84596.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  |  | $1574369.99        | $1557138.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  |  | $1201699.80        | $1143710.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBT8211  | 2037-06-01      | 2.5000%  |  | $295877.94         | $281831.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  |  | $17888.62          | $16534.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  |  | $1011804.61        | $1000095.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  |  | $29130.46          | $29974.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  |  | $29363.64          | $30213.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  |  | $15892.07          | $16467.36          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  |  | $7608.42           | $7950.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412583 X      | 2026-04-15      | 6.5000%  |  | $0.37              | $0.37              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  |  | $9639.82           | $10187.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  |  | $29694.62          | $31460.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  |  | $100737.70         | $108410.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  |  | $6745.46           | $7035.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003736 M      | 2035-07-20      | 5.5000%  |  | $9226.66           | $9623.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  |  | $6994.19           | $7399.03           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  |  | $197277.74         | $191023.42         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  |  | $7441.54           | $7880.14           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  |  | $69960.39          | $68531.65          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723892 X      | 2040-04-15      | 4.5000%  |  | $569650.55         | $578062.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  |  | $573252.78         | $570638.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  |  | $195205.53         | $184876.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $10750867.92       | $9877506.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  |  | $3339130.24        | $3257147.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  |  | $93182.29          | $90840.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  |  | $252150.12         | $258214.37         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  |  | $84817.06          | $81988.99          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  |  | $3321064.45        | $3312103.85        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G  | 2046-11-01      | 3.5000%  |  | $52861.91          | $50922.29          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  |  | $14776.92          | $15010.78          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  |  | $34227.99          | $34411.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  |  | $81123.14          | $74477.02          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45219 G  | 2045-01-01      | 3.5000%  |  | $189877.44         | $183255.42         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  |  | $219721.17         | $204203.73         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  |  | $80244.03          | $77382.11          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G  | 2040-11-01      | 5.0000%  |  | $108454.29         | $112094.14         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  |  | $170495.43         | $164548.18         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  |  | $1328529.10        | $1287281.96        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  |  | $146476.61         | $142232.12         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  |  | $276494.60         | $267483.03         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  |  | $383662.62         | $362144.01         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  |  | $11518.08          | $10872.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  |  | $63854820.58       | $65452610.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  |  | $98123248.22       | $99976512.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  |  | $61180.59          | $56073.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  |  | $142709.59         | $137577.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $111757.94         | $108026.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  |  | $3105088.04        | $3142817.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  |  | $21445.66          | $21230.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  |  | $44010.00          | $42646.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  |  | $1098374.54        | $1066046.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  |  | $284890.88         | $276417.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176  | 2039-10-01      | 6.5000%  |  | $36796.66          | $39099.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  |  | $6454.32           | $6849.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  |  | $20726.20          | $20116.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  |  | $882726.59         | $918624.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  |  | $1013164.56        | $1037596.35        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  |  | $3795819.24        | $4052901.22        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8650 X      | 2045-05-15      | 4.0000%  |  | $300176.47         | $292123.90         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL5835 X      | 2045-04-15      | 4.0000%  |  | $163127.85         | $158573.30         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AH8961 X      | 2044-09-15      | 4.0000%  |  | $11447.30          | $11254.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  |  | $1252339.34        | $1157526.82        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9206 X      | 2050-04-15      | 3.5000%  |  | $30311.10          | $28495.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680  | 2041-01-01      | 3.5000%  |  | $161185.07         | $157264.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1552  | 2037-12-01      | 3.0000%  |  | $333028.26         | $322213.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  |  | $155226.95         | $150163.87         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  |  | $167455.81         | $169757.66         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  |  | $86306.52          | $81715.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  |  | $1219417.74        | $1269907.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  |  | $1607916.92        | $1522420.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  |  | $428269.08         | $427231.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  |  | $1065030.63        | $1018187.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  |  | $41880.08          | $38841.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  |  | $22869.97          | $22544.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  |  | $49980.16          | $49314.37          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5387 X      | 2042-06-15      | 3.0000%  |  | $76124.15          | $71344.82          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770409 X      | 2041-06-15      | 4.5000%  |  | $6678.03           | $6765.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  |  | $1389117.71        | $1434191.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  |  | $508481.28         | $497573.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  |  | $1041735.62        | $968962.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495  | 2046-01-01      | 3.5000%  |  | $11543.65          | $11113.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2229  | 2045-04-01      | 3.5000%  |  | $195715.49         | $188676.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965  | 2043-02-01      | 3.5000%  |  | $26450.91          | $25580.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  |  | $19233.65          | $18625.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  |  | $1358857.35        | $1378707.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  |  | $10119950.90       | $8011553.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  |  | $2585478.48        | $2713695.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  |  | $12457.03          | $13502.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  |  | $12142.54          | $12547.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $194197.27         | $201734.50         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  |  | $39708.11          | $41550.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  |  | $18754.11          | $19869.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  |  | $14998.82          | $15793.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  |  | $121193.51         | $115648.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  |  | $4088773.19        | $4188270.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1971 C      | 2056-02-20      | 5.0000%  |  | $3617926.92        | $3654866.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9008 C      | 2056-01-20      | 5.5000%  |  | $3622426.00        | $3720971.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  |  | $3289522.78        | $3367173.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  |  | $3032242.42        | $3126316.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8772 C      | 2056-01-20      | 5.0000%  |  | $3358896.00        | $3393194.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  |  | $2189723.66        | $2219392.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  |  | $3505733.53        | $3581556.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8529 C      | 2056-02-20      | 6.0000%  |  | $3377081.08        | $3456798.20        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  |  | $3991574.49        | $4034819.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  |  | $1336337.08        | $1372555.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $8511596.11        | $8573655.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0912 M      | 2041-02-20      | 5.0000%  |  | $1711615.14        | $1742592.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  |  | $526727.37         | $521748.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M      | 2056-01-20      | 4.5000%  |  | $43167117.79       | $42759102.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  |  | $3353996.11        | $3400087.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3897 C      | 2056-02-20      | 5.5000%  |  | $3503567.57        | $3560928.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3351 C      | 2056-02-20      | 5.0000%  |  | $4070496.00        | $4108930.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3273 C      | 2056-02-20      | 5.0000%  |  | $2868032.86        | $2897318.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3002 C      | 2056-02-20      | 5.5000%  |  | $4185861.19        | $4240981.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282  | 2046-11-01      | 3.5000%  |  | $70362.38          | $67497.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  |  | $487968.26         | $495658.15         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  |  | $190210.83         | $174407.48         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  |  | $223995.51         | $217713.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  |  | $286622.70         | $262083.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $14070.51          | $13618.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  |  | $144534.19         | $142571.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  |  | $11958.11          | $11606.17          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  |  | $196755.80         | $199371.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  |  | $85332.08          | $82547.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  |  | $31442.90          | $31101.16          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  |  | $140864.34         | $136127.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  |  | $513848.17         | $492078.37         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  |  | $93779.90          | $93691.94          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  |  | $7905.76           | $8177.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  |  | $20389.79          | $20397.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  |  | $256146.53         | $257704.67         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  |  | $1791828.24        | $1617191.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9256 C      | 2066-01-20      | 7.0000%  |  | $3514884.18        | $3680335.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  |  | $1167126.60        | $1194675.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  |  | $2159991.66        | $2211959.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4842 C      | 2055-12-20      | 5.5000%  |  | $2343334.61        | $2410005.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4679 C      | 2065-12-20      | 7.0000%  |  | $3628080.28        | $3798859.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  |  | $1939341.77        | $1985295.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6566 C      | 2056-02-20      | 6.0000%  |  | $2386489.95        | $2496419.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  |  | $18789.21          | $18985.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7134 C      | 2056-02-20      | 6.0000%  |  | $3420407.35        | $3586267.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4522 C      | 2056-01-20      | 5.0000%  |  | $2459811.40        | $2468689.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3812 C      | 2056-01-20      | 5.0000%  |  | $3645023.32        | $3682239.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  |  | $2928989.76        | $2969240.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0477 C      | 2056-01-20      | 5.5000%  |  | $3030153.95        | $3119244.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  |  | $8084462.12        | $8163270.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6162 C      | 2055-12-20      | 5.0000%  |  | $2312982.66        | $2344760.99        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1559        | 2060-11-15      | 5.4000%  |  | $900348.76         | $949711.28         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  |  | $1657210.44        | $1744168.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2765 C      | 2055-10-20      | 6.5000%  |  | $2414485.96        | $2491581.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  |  | $9687.43           | $8851.63           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  |  | $114248.81         | $110262.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $34578370.03       | $28733257.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  |  | $137660.83         | $132305.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  |  | $18286.29          | $17586.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $92067.27          | $84524.63          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  |  | $66978.31          | $62966.77          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  |  | $95406.23          | $95605.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  |  | $7938617.24        | $8254846.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  |  | $257954.86         | $259909.65         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  |  | $275314.30         | $252440.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117  | 2034-11-01      | 2.5000%  |  | $39787.52          | $38168.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  |  | $2587068.63        | $2736793.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $41478811.80       | $42195865.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  |  | $38050984.01       | $40547183.51       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  |  | $48579.07          | $48064.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $26664114.05       | $27125062.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5293  | 2055-11-01      | 5.5000%  |  | $4472707.87        | $4615240.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  |  | $1638856.96        | $1680527.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  |  | $3863991.35        | $3911913.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  |  | $143735.77         | $147631.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9493 C      | 2056-02-20      | 5.5000%  |  | $3627886.70        | $3726584.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $2197725.98        | $2254634.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3274 C      | 2056-02-20      | 5.5000%  |  | $4098860.11        | $4210362.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $8852185.20        | $9149487.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  |  | $1625458.59        | $1656429.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  |  | $882.92            | $906.85            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1561        | 2060-11-15      | 5.4100%  |  | $1160555.26        | $1225093.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7151 C      | 2056-02-20      | 5.0000%  |  | $2711039.14        | $2748378.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  |  | $21342.63          | $20575.04          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G  | 2044-08-01      | 3.5000%  |  | $7460.45           | $7161.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011  | 2039-08-01      | 3.5000%  |  | $12383.81          | $12091.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $19302.42          | $19536.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  |  | $69000.75          | $63347.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  |  | $62273.56          | $59267.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7826 M      | 2052-01-20      | 2.0000%  |  | $258584849.21      | $218577491.91      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  |  | $1478271.81        | $1461178.39        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  |  | $5778934.38        | $5522754.67        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3937% |  | $12888663.91       | $12063855.09       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  |  | $508743.78         | $479572.87         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-100 AT      | 2062-05-16      | 1.6500%  |  | $12421146.56       | $7849961.75        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  |  | $851239.66         | $851518.87         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% |  | $39954.63          | $37505.54          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  |  | $2372.02           | $1600.09           | Agency Mortgage-Backed Securities         |

### Security 8: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, 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: 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:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  |  | $1030.51           | $1020.77           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $56329298.90       | $57303076.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  |  | $750.38            | $785.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  |  | $16524372.30       | $16644853.33       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2745 C      | 2056-02-20      | 6.5000%  |  | $5884475.58        | $6129178.23        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  |  | $315.61            | $329.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  |  | $57505.07          | $57004.35          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  |  | $1159863.64        | $1137817.73        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G  | 2038-12-01      | 6.0000%  |  | $8340.58           | $8852.28           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G  | 2038-11-01      | 6.5000%  |  | $5529.43           | $5893.34           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G  | 2037-12-01      | 6.0000%  |  | $8621.19           | $9155.48           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  |  | $12311.97          | $12913.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M      | 2031-05-20      | 7.0000%  |  | $101.56            | $105.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002975 M      | 2030-09-20      | 9.0000%  |  | $721.80            | $750.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  |  | $26.39             | $27.04             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570503 X      | 2031-12-15      | 6.5000%  |  | $295.00            | $303.57            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569702 X      | 2032-02-15      | 7.0000%  |  | $57.14             | $59.58             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  |  | $444353.33         | $436401.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  |  | $1430.50           | $1497.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3793 C      | 2055-12-20      | 6.0000%  |  | $3889730.45        | $3981902.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  |  | $6383849.24        | $6534542.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3144 C      | 2056-01-20      | 6.5000%  |  | $16924905.97       | $17383612.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3142 C      | 2056-01-20      | 6.5000%  |  | $3020704.03        | $3102566.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  |  | $14444238.42       | $14864036.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  |  | $148843072.74      | $149928304.11      | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  |  | $593195.08         | $608555.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M      | 2055-09-20      | 4.5000%  |  | $22105503.80       | $21896562.57       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  |  | $1049.79           | $938.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  |  | $488.30            | $467.29            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  |  | $21217.71          | $21878.75          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691269 X      | 2038-07-15      | 6.0000%  |  | $7.82              | $7.91              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  |  | $2.05              | $2.11              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  |  | $5116.25           | $5322.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688022 X      | 2038-10-15      | 6.0000%  |  | $13486.31          | $14314.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  |  | $4980.02           | $5199.04           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  |  | $40.16             | $42.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  |  | $8623836.53        | $8109654.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  |  | $535431.23         | $520611.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  |  | $27315.45          | $25997.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421  | 2035-06-01      | 2.5000%  |  | $63354.59          | $60537.94          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44073 G  | 2046-09-01      | 3.0000%  |  | $6349289.36        | $5893643.20        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  |  | $588577.38         | $572616.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  |  | $196019.74         | $188273.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095  | 2031-06-01      | 2.5000%  |  | $73501.18          | $71519.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004713 M      | 2040-06-20      | 4.5000%  |  | $727.83            | $739.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004370 M      | 2039-02-20      | 5.5000%  |  | $25542.91          | $26645.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003213 M      | 2032-03-20      | 5.5000%  |  | $51.01             | $51.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9751 C      | 2065-12-20      | 6.0000%  |  | $5780397.37        | $5955516.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  |  | $5989267.79        | $6051712.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8713 C      | 2056-01-20      | 5.0000%  |  | $5863271.45        | $5942942.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7856 C      | 2056-01-20      | 6.0000%  |  | $5840431.70        | $6138266.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7205 C      | 2056-02-20      | 5.0000%  |  | $1198.11           | $1209.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7178 C      | 2056-02-20      | 6.0000%  |  | $1604733.79        | $1693872.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5967 C      | 2056-01-20      | 6.0000%  |  | $14605515.12       | $15207354.84       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  |  | $5364901.18        | $5510303.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  |  | $2604247.56        | $2640035.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  |  | $2217281.61        | $2277375.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0666 C      | 2055-12-20      | 5.0000%  |  | $3539492.45        | $3575627.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5741 C      | 2055-10-20      | 5.5000%  |  | $1604778.98        | $1670531.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  |  | $1119091.54        | $1185617.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  |  | $896803.06         | $933756.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  |  | $834727.62         | $891095.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  |  | $1040940.43        | $1111232.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  |  | $988426.28         | $1055171.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  |  | $1156351.64        | $1196698.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  |  | $3977027.25        | $4182458.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  |  | $814136.00         | $852246.97         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  |  | $954996.00         | $956945.25         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  |  | $37597.08          | $37842.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  |  | $3865.35           | $4070.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  |  | $34.00             | $34.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  |  | $3533.98           | $3700.22           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  |  | $10794.14          | $11437.99          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X      | 2040-03-15      | 5.5000%  |  | $14638.12          | $15316.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  |  | $5451.97           | $5759.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  |  | $93160.20          | $96481.22          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  |  | $35241.77          | $36874.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781001 X      | 2029-03-15      | 7.5000%  |  | $108.17            | $110.23            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  |  | $725.76            | $742.22            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780914 X      | 2028-11-15      | 6.0000%  |  | $153.55            | $157.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X      | 2029-04-15      | 6.0000%  |  | $197.93            | $200.86            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  |  | $17263.30          | $17731.45          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 476975 X      | 2029-02-15      | 6.0000%  |  | $43.22             | $44.16             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  |  | $36487.83          | $38544.20          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X      | 2028-07-15      | 7.0000%  |  | $61.11             | $62.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  |  | $29126.86          | $30383.37          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  |  | $16136.26          | $16041.05          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL3131 X      | 2045-02-15      | 4.0000%  |  | $277688.80         | $273015.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  |  | $265294.02         | $257210.75         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  |  | $42885.28          | $41468.43          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BJ2870 X      | 2048-10-15      | 5.5000%  |  | $3655.80           | $3750.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  |  | $34087.61          | $34518.85          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  |  | $65572.43          | $65295.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA0224 X      | 2047-06-15      | 4.5000%  |  | $44021.56          | $44594.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M      | 2054-04-20      | 4.0000%  |  | $39714739.80       | $38312328.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  |  | $310500.59         | $294627.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  |  | $360332.53         | $349723.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  |  | $9670831.49        | $8531081.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  |  | $133615790.73      | $117869377.70      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  |  | $2180355.34        | $1923434.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  |  | $1044372.61        | $967315.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  |  | $38423.86          | $37567.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  |  | $125817.59         | $120632.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2755 M      | 2045-04-20      | 4.0000%  |  | $45750.29          | $45077.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2371 M      | 2044-11-20      | 3.5000%  |  | $983.54            | $946.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  |  | $4633.08           | $4485.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  |  | $7909.74           | $8391.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  |  | $82714.76          | $84937.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  |  | $33116397.61       | $34277896.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  |  | $28177736.30       | $28917182.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5088  | 2052-11-01      | 5.5000%  |  | $3900822.41        | $4029558.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  |  | $16308.57          | $16129.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  |  | $5187.15           | $4776.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  |  | $108249.87         | $102568.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $26495186.19       | $24384756.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  |  | $569119.36         | $541117.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  |  | $277076.35         | $284550.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $26391.98          | $28100.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  |  | $68556.94          | $72743.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  |  | $142089.70         | $136795.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  |  | $46977.09          | $45442.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  |  | $64829.32          | $62414.28          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  |  | $28321.43          | $29106.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  |  | $32650.40          | $31476.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  |  | $266644126.76      | $264315523.60      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  |  | $22133.61          | $22913.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $48495.94          | $49356.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  |  | $15543016.81       | $15909914.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  |  | $845416.30         | $902506.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M      | 2056-02-20      | 4.5000%  |  | $28141733.05       | $27880802.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684  | 2052-03-01      | 3.0000%  |  | $1207284.60        | $1101884.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  |  | $134952.17         | $121351.09         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  |  | $106908.58         | $95516.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  |  | $368.20            | $325.04            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5966 X      | 2045-09-15      | 4.5000%  |  | $32478.63          | $32676.19          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  |  | $15295.46          | $14847.43          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  |  | $437.78            | $401.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  |  | $1708987.51        | $1723891.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  |  | $35196.55          | $33792.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $10143960.65       | $8429230.05        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5509 X      | 2047-06-15      | 5.0000%  |  | $605.75            | $612.15            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BO5617 X      | 2049-01-15      | 4.5000%  |  | $7624.65           | $7567.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  |  | $545680.76         | $566597.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  |  | $255135.35         | $265037.72         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781148 X      | 2029-07-15      | 6.0000%  |  | $26.77             | $27.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  |  | $27753.64          | $29402.83          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  |  | $8484.69           | $8800.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  |  | $1421.00           | $1479.16           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  |  | $8927.21           | $9340.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707  | 2047-03-01      | 3.5000%  |  | $99679.60          | $95641.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218  | 2046-04-01      | 3.5000%  |  | $101616.66         | $97700.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  |  | $7553598.64        | $7736723.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  |  | $1693482.15        | $1773196.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  |  | $8500269.74        | $8850534.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  |  | $6439268.71        | $6544564.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  |  | $531798.20         | $556295.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3346 C      | 2066-02-20      | 6.0000%  |  | $6032012.74        | $6214760.60        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  |  | $100524190.60      | $101601765.29      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  |  | $4368354.43        | $4394988.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8615%  |  | $8564601.19        | $8641505.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1615% |  | $8472519.81        | $9078930.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0817%  |  | $14997.32          | $14696.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC008BF R26F008  | 2056-02-25      | 4.8672%  |  | $86689895.75       | $86372992.17       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $13672663.32       | $14442289.94       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  |  | $25577306.29       | $25819272.16       | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4172%  |  | $578421.05         | $600484.96         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  |  | $73616123.42       | $49924073.93       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  |  | $9680007.92        | $9722610.71        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $4296545.18        | $3472237.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GE      | 2049-10-20      | 5.0000%  |  | $740203.01         | $745163.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DP9948 C      | 2056-02-20      | 5.0000%  |  | $2062931.68        | $2088192.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4847 C      | 2055-11-20      | 5.5000%  |  | $1847898.61        | $1909495.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  |  | $7404912.00        | $7605595.80        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  |  | $18421004.00       | $18968836.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  |  | $16956164.80       | $17415701.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  |  | $8619367.90        | $8822830.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  |  | $36806029.84       | $36063979.39       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  |  | $3168144.06        | $3027700.48        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% |  | $299240.56         | $280898.07         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  |  | $1115666.63        | $861857.93         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  |  | $859754.00         | $661411.23         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  |  | $147368.42         | $108770.96         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  |  | $4246710.44        | $3113754.63        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-080 AB      | 2062-06-16      | 1.5000%  |  | $4050992.87        | $3145536.55        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  |  | $17993614.76       | $15708625.62       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  |  | $1326315.79        | $888032.82         | Agency Mortgage-Backed Securities         |

### Security 9: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  3.680%, 3/2/2026
- **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):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 5.45 FHOR 25-44 CY   | 2044-09-26      | 5.4500%  |  | $50000.00          | $51045.74          | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $1000000.00        | $750808.61         | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $270000.00         | $257427.48         | Agency Debentures and Agency Strips |
| FHLB 1.80 FHOR 22-36 BK   | 2036-01-25      | 1.8000%  |  | $2915000.00        | $2332650.05        | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $15000.00          | $13089.75          | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $46000.00          | $38111.92          | Agency Debentures and Agency Strips |
| FCSB 4.35 FCOR 26-32 FS   | 2032-02-27      | 4.3500%  |  | $38789000.00       | $38721041.67       | Agency Debentures and Agency Strips |
| FCSB 3.80 FCOR 26-29 KJ   | 2029-02-26      | 3.8000%  |  | $48250000.00       | $48199605.56       | Agency Debentures and Agency Strips |
| FCSB 3.84 FCOR 27-30 JU   | 2030-02-25      | 3.8400%  |  | $59980000.00       | $59906484.51       | Agency Debentures and Agency Strips |
| FCSB 4.50 FCOR 26-33 FP   | 2033-08-26      | 4.5000%  |  | $33005000.00       | $32988992.58       | Agency Debentures and Agency Strips |
| FCSB 4.47 FCOR 27-34 EB   | 2034-02-23      | 4.4700%  |  | $25279000.00       | $25228610.53       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF GZ 27/07   | 2027-07-13      | 3.7250%  |  | $500000.00         | $500719.31         | Agency Debentures and Agency Strips |
| FCSB 3.92 FCOR 26-29 KF   | 2029-07-16      | 3.9200%  |  | $19374000.00       | $19441197.64       | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AU   | 2040-10-01      | 5.4400%  |  | $9979000.00        | $10217061.24       | Agency Debentures and Agency Strips |
| FCSB 5.59 FCOR 26-45 U    | 2045-09-18      | 5.5900%  |  | $21000.00          | $21515.03          | Agency Debentures and Agency Strips |
| FCSB 5.44 FCOR 26-40 AS   | 2040-09-17      | 5.4400%  |  | $6515000.00        | $6665462.48        | Agency Debentures and Agency Strips |
| FCSB 4.89 FCOR 26-33 FD   | 2033-09-12      | 4.8900%  |  | $142000.00         | $145123.36         | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $113000.00         | $113191.57         | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $10000.00          | $10095.40          | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $227000.00         | $230792.67         | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $889000.00         | $909953.51         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCOR 26-33 FJ   | 2033-07-06      | 4.7500%  |  | $5771000.00        | $5810468.83        | Agency Debentures and Agency Strips |
| FCSB 4.54 FCOR 26-31 GA   | 2031-12-29      | 4.5400%  |  | $13166000.00       | $13251031.88       | Agency Debentures and Agency Strips |
| FCSB 4.82 FCOR 26-33 FH   | 2033-12-02      | 4.8200%  |  | $13505000.00       | $13645594.55       | Agency Debentures and Agency Strips |
| FCSB 5 3/8 FCOR 26-40 BB  | 2040-12-03      | 5.3750%  |  | $6705000.00        | $6795736.53        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 3.7800%  |  | $17000.00          | $17067.91          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 3.7950%  |  | $18000.00          | $18145.50          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 3.8100%  |  | $31000.00          | $31296.08          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 3.7750%  |  | $33000.00          | $33009.73          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 3.6900%  |  | $19000.00          | $19126.21          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 3.7950%  |  | $68000.00          | $68509.19          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 3.7200%  |  | $31000.00          | $31131.65          | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $391000.00         | $401043.62         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 3.7250%  |  | $79000.00          | $79580.38          | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 22-41 I    | 2041-04-22      | 2.7500%  |  | $2000000.00        | $1553357.22        | Agency Debentures and Agency Strips |
| FCSB 1 7/8 FCOR 22-36 AG  | 2036-02-11      | 1.8750%  |  | $1550000.00        | $1236573.47        | Agency Debentures and Agency Strips |
| FCSB 1.68 FCOR 21-35 AY   | 2035-09-17      | 1.6800%  |  | $575000.00         | $463723.51         | Agency Debentures and Agency Strips |
| FHLB 4.75 FHOR 26-36 JB   | 2036-02-27      | 4.7500%  |  | $2465000.00        | $2459032.24        | Agency Debentures and Agency Strips |
| FHLB 4.74 FHOR 26-36 IV   | 2036-02-26      | 4.7400%  |  | $7190000.00        | $7126445.19        | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $6490000.00        | $6548918.38        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $4130000.00        | $4186778.55        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $325000.00         | $330709.44         | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $7160000.00        | $7335774.02        | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-44 FH   | 2044-12-19      | 5.7500%  |  | $40000.00          | $40407.04          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 3.7100%  |  | $19000.00          | $19179.08          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 3.7900%  |  | $17000.00          | $17080.98          | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $1137000.00        | $1143933.80        | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $5315000.00        | $5384352.19        | Agency Debentures and Agency Strips |
| FCSB 4.48 FCOR 26-32 FR   | 2032-08-12      | 4.4800%  |  | $10807000.00       | $10819283.96       | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $1310000.00        | $1322098.72        | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $340000.00         | $345994.88         | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $7000.00           | $7149.00           | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $885000.00         | $912423.20         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $1123000.00        | $844476.35         | Agency Debentures and Agency Strips |
| FCSB 4.45 FCOR 26-32 FT   | 2032-08-27      | 4.4500%  |  | $67760000.00       | $67680788.56       | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $1705000.00        | $1402533.47        | Agency Debentures and Agency Strips |

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $194931094.35
- **C.18.a - Value (excl. sponsor support):** $194931094.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.770%, 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):** $204040506.24
- **C.18.a - Value (excl. sponsor support):** $204040506.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.790%, 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):** $330124320.90
- **C.18.a - Value (excl. sponsor support):** $330124320.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.805%, 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):** $50016734.50
- **C.18.a - Value (excl. sponsor support):** $50016734.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.805%, 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):** $169957371.83
- **C.18.a - Value (excl. sponsor support):** $169957371.83
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.815%, 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):** $414990015.73
- **C.18.a - Value (excl. sponsor support):** $414990015.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.780%, 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):** $50032149.00
- **C.18.a - Value (excl. sponsor support):** $50032149.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 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):** $240726384.83
- **C.18.a - Value (excl. sponsor support):** $240726384.83
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.745%, 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):** $249974202.50
- **C.18.a - Value (excl. sponsor support):** $249974202.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.790%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $309000128.90
- **C.18.a - Value (excl. sponsor support):** $309000128.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 20: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $399967440.00
- **C.18.a - Value (excl. sponsor support):** $399967440.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 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):** $308497926.88
- **C.18.a - Value (excl. sponsor support):** $308497926.88
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 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):** $699994960.00
- **C.18.a - Value (excl. sponsor support):** $699994960.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $100002893.00
- **C.18.a - Value (excl. sponsor support):** $100002893.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.730%, 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):** $84001843.80
- **C.18.a - Value (excl. sponsor support):** $84001843.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $746448059.04
- **C.18.a - Value (excl. sponsor support):** $746448059.04
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 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: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $772084049.78
- **C.18.a - Value (excl. sponsor support):** $772084049.78
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 Floating Rate Notes,  3.850%, 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):** $362815373.22
- **C.18.a - Value (excl. sponsor support):** $362815373.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: 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):** $694774892.89
- **C.18.a - Value (excl. sponsor support):** $694774892.89
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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):** $784329221.40
- **C.18.a - Value (excl. sponsor support):** $784329221.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $714068541.11
- **C.18.a - Value (excl. sponsor support):** $714068541.11
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 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):** $714495695.86
- **C.18.a - Value (excl. sponsor support):** $714495695.86
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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,  3.640%, 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):** $746889096.92
- **C.18.a - Value (excl. sponsor support):** $746889096.92
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $149997724.50
- **C.18.a - Value (excl. sponsor support):** $149997724.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.750%, 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):** $221934411.71
- **C.18.a - Value (excl. sponsor support):** $221934411.71
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: 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):** $375137700.00
- **C.18.a - Value (excl. sponsor support):** $375137700.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 36: 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):** $726099093.63
- **C.18.a - Value (excl. sponsor support):** $726099093.63
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.760%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174949092.01
- **C.18.a - Value (excl. sponsor support):** $174949092.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1048514602.02
- **C.18.a - Value (excl. sponsor support):** $1048514602.02
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1179209785.78
- **C.18.a - Value (excl. sponsor support):** $1179209785.78
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $594647778.45
- **C.18.a - Value (excl. sponsor support):** $594647778.45
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $325336222.59
- **C.18.a - Value (excl. sponsor support):** $325336222.59
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.540%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147330666.00
- **C.18.a - Value (excl. sponsor support):** $147330666.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.539%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98220444.00
- **C.18.a - Value (excl. sponsor support):** $98220444.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $633227202.47
- **C.18.a - Value (excl. sponsor support):** $633227202.47
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $119088697.93
- **C.18.a - Value (excl. sponsor support):** $119088697.93
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 46: 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):** $149608917.00
- **C.18.a - Value (excl. sponsor support):** $149608917.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 47: 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):** $89747299.80
- **C.18.a - Value (excl. sponsor support):** $89747299.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 48: 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):** $993901485.67
- **C.18.a - Value (excl. sponsor support):** $993901485.67
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.605%, 5/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208013786.13
- **C.18.a - Value (excl. sponsor support):** $208013786.13
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $182886342.86
- **C.18.a - Value (excl. sponsor support):** $182886342.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 51: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $140035522.56
- **C.18.a - Value (excl. sponsor support):** $140035522.56
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 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):** $44970412.10
- **C.18.a - Value (excl. sponsor support):** $44970412.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $112934445.79
- **C.18.a - Value (excl. sponsor support):** $112934445.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.795%, 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):** $46013393.36
- **C.18.a - Value (excl. sponsor support):** $46013393.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $176934288.53
- **C.18.a - Value (excl. sponsor support):** $176934288.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $170042387.80
- **C.18.a - Value (excl. sponsor support):** $170042387.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $189971130.84
- **C.18.a - Value (excl. sponsor support):** $189971130.84
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $80002341.60
- **C.18.a - Value (excl. sponsor support):** $80002341.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $99923914.06
- **C.18.a - Value (excl. sponsor support):** $99923914.06
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.790%, 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):** $200090654.00
- **C.18.a - Value (excl. sponsor support):** $200090654.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $357937128.29
- **C.18.a - Value (excl. sponsor support):** $357937128.29
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $251986913.22
- **C.18.a - Value (excl. sponsor support):** $251986913.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $225900528.61
- **C.18.a - Value (excl. sponsor support):** $225900528.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $85034251.60
- **C.18.a - Value (excl. sponsor support):** $85034251.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $384811728.70
- **C.18.a - Value (excl. sponsor support):** $384811728.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $172007451.04
- **C.18.a - Value (excl. sponsor support):** $172007451.04
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $201915734.07
- **C.18.a - Value (excl. sponsor support):** $201915734.07
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.815%, 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):** $178914256.54
- **C.18.a - Value (excl. sponsor support):** $178914256.54
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.805%, 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):** $192974841.34
- **C.18.a - Value (excl. sponsor support):** $192974841.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $80048812.80
- **C.18.a - Value (excl. sponsor support):** $80048812.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.810%, 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):** $106047458.32
- **C.18.a - Value (excl. sponsor support):** $106047458.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $476849802.85
- **C.18.a - Value (excl. sponsor support):** $476849802.85
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $304976859.65
- **C.18.a - Value (excl. sponsor support):** $304976859.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $64898254.84
- **C.18.a - Value (excl. sponsor support):** $64898254.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $82898136.41
- **C.18.a - Value (excl. sponsor support):** $82898136.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 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):** $357834301.12
- **C.18.a - Value (excl. sponsor support):** $357834301.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $300846958.41
- **C.18.a - Value (excl. sponsor support):** $300846958.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 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):** $188997488.19
- **C.18.a - Value (excl. sponsor support):** $188997488.19
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $113932144.98
- **C.18.a - Value (excl. sponsor support):** $113932144.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $264873605.36
- **C.18.a - Value (excl. sponsor support):** $264873605.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $445826614.26
- **C.18.a - Value (excl. sponsor support):** $445826614.26
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $126004291.56
- **C.18.a - Value (excl. sponsor support):** $126004291.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $309938052.70
- **C.18.a - Value (excl. sponsor support):** $309938052.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $424815611.37
- **C.18.a - Value (excl. sponsor support):** $424815611.37
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $193946545.70
- **C.18.a - Value (excl. sponsor support):** $193946545.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.775%, 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):** $559701430.49
- **C.18.a - Value (excl. sponsor support):** $559701430.49
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $214678221.96
- **C.18.a - Value (excl. sponsor support):** $214678221.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.800%, 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):** $464748337.48
- **C.18.a - Value (excl. sponsor support):** $464748337.48
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.695%, 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):** $74999688.75
- **C.18.a - Value (excl. sponsor support):** $74999688.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $35001049.30
- **C.18.a - Value (excl. sponsor support):** $35001049.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 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):** $164993672.25
- **C.18.a - Value (excl. sponsor support):** $164993672.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.780%, 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):** $387815469.71
- **C.18.a - Value (excl. sponsor support):** $387815469.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.820%, 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):** $270001347.30
- **C.18.a - Value (excl. sponsor support):** $270001347.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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,  3.800%, 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):** $45043328.70
- **C.18.a - Value (excl. sponsor support):** $45043328.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.785%, 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):** $231885691.77
- **C.18.a - Value (excl. sponsor support):** $231885691.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 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):** $155998269.96
- **C.18.a - Value (excl. sponsor support):** $155998269.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 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):** $484795505.90
- **C.18.a - Value (excl. sponsor support):** $484795505.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 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):** $244897619.57
- **C.18.a - Value (excl. sponsor support):** $244897619.57
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $150998758.56
- **C.18.a - Value (excl. sponsor support):** $150998758.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 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):** $84998843.15
- **C.18.a - Value (excl. sponsor support):** $84998843.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/11/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304896447.92
- **C.18.a - Value (excl. sponsor support):** $304896447.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 2/17/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $94948608.03
- **C.18.a - Value (excl. sponsor support):** $94948608.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 2/25/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252899554.90
- **C.18.a - Value (excl. sponsor support):** $252899554.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $338988511.71
- **C.18.a - Value (excl. sponsor support):** $338988511.71
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.780%, 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):** $212035897.96
- **C.18.a - Value (excl. sponsor support):** $212035897.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.800%, 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):** $572933755.47
- **C.18.a - Value (excl. sponsor support):** $572933755.47
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.770%, 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):** $731933402.64
- **C.18.a - Value (excl. sponsor support):** $731933402.64
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $551001121.00
- **C.18.a - Value (excl. sponsor support):** $551001121.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.810%, 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):** $483536183.13
- **C.18.a - Value (excl. sponsor support):** $483536183.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.765%, 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):** $399648371.85
- **C.18.a - Value (excl. sponsor support):** $399648371.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.770%, 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):** $350095942.00
- **C.18.a - Value (excl. sponsor support):** $350095942.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.790%, 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):** $105028189.35
- **C.18.a - Value (excl. sponsor support):** $105028189.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $340940944.66
- **C.18.a - Value (excl. sponsor support):** $340940944.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.930%, 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):** $350878901.85
- **C.18.a - Value (excl. sponsor support):** $350878901.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $253218245.39
- **C.18.a - Value (excl. sponsor support):** $253218245.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.810%, 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):** $237023969.77
- **C.18.a - Value (excl. sponsor support):** $237023969.77
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $624773302.30
- **C.18.a - Value (excl. sponsor support):** $624773302.30
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.750%, 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):** $288897249.67
- **C.18.a - Value (excl. sponsor support):** $288897249.67
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 119: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co., REPO,  3.660%, 3/2/2026
- **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):** $1231000000.00
- **C.18.a - Value (excl. sponsor support):** $1231000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $455925371.52      | $467521495.81      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $355823602.88      | $363118543.93      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $507418.20         | $514330.91         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $16188290.12       | $16722193.34       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $245667223.20      | $188827805.83      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $47338991.32       | $35165369.81       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  |  | $6223837.52        | $4791861.15        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $207305794.79      | $179341399.71      | U.S. Treasuries (including strips) |

### Security 120: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  3.930%, 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):** $256524294.60
- **C.18.a - Value (excl. sponsor support):** $256524294.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-01
- **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 121: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.680%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                      | 2026-03-02      | 0.0000%  |  | $1542219.87        | $1542219.87        | Cash                                      |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $77518.40          | $83152.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $95581.42          | $102783.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0325 | 2052-09-01      | 4.5000%  |  | $212994.14         | $213259.74         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $14.25             | $13.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $54.42             | $50.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $54.51             | $53.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2836 | 2042-03-01      | 3.5000%  |  | $67.65             | $65.74             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9591 | 2030-08-01      | 3.7500%  |  | $624609.57         | $624495.47         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8528 | 2033-03-01      | 3.4300%  |  | $102.92            | $99.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3523 | 2042-09-01      | 3.5000%  |  | $1361081.50        | $1314732.28        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109543 | 2030-08-01      | 3.8600%  |  | $968.06            | $959.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $125.10            | $129.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $4539223.37        | $4687475.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $194.36            | $207.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $110.71            | $114.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0511 | 2037-10-01      | 3.5000%  |  | $348262.70         | $340051.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6820 | 2053-02-01      | 5.5000%  |  | $76504.61          | $79973.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $182.77            | $192.11            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $109.70            | $99.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0917 | 2052-02-01      | 3.5000%  |  | $267013.34         | $251594.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $30194.72          | $32026.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $107.91            | $110.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  |  | $89.69             | $93.07             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $99.51             | $101.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $5478627.63        | $5522791.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  |  | $203311.71         | $214606.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9658 | 2055-09-01      | 6.0000%  |  | $193.07            | $204.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $106.69            | $111.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $3978.74           | $4188.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1183 | 2055-09-01      | 6.0000%  |  | $96.58             | $99.53             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4918 | 2032-10-01      | 4.5900%  |  | $96.99             | $100.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2844 | 2056-01-01      | 5.5000%  |  | $752822.70         | $768081.07         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4196 | 2035-06-01      | 5.0800%  |  | $290.97            | $310.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3548 | 2056-01-01      | 5.5000%  |  | $271538.03         | $277032.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6019 | 2055-12-01      | 5.5000%  |  | $470504.07         | $480049.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $86.26             | $86.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0436 | 2051-04-01      | 2.0000%  |  | $1265365.19        | $1054374.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $54.78             | $49.59             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ5533 | 2035-12-01      | 4.4650%  |  | $197.08            | $200.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4043 | 2056-01-01      | 5.5000%  |  | $985409.63         | $1008250.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5097 | 2032-10-01      | 4.4800%  |  | $97.96             | $100.58            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4919 | 2032-10-01      | 4.5900%  |  | $96.99             | $100.26            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4128 | 2035-06-01      | 5.2150%  |  | $933120.68         | $994902.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3754 | 2035-06-01      | 4.9450%  |  | $206.20            | $216.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3261 | 2056-01-01      | 5.5000%  |  | $1464473.04        | $1494174.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1533 | 2055-12-01      | 5.5000%  |  | $1763150.67        | $1798763.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $1072194.77        | $1103570.76        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $290.97            | $298.32            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1277 | 2029-07-01      | 4.8600%  |  | $1550168.62        | $1604192.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6087 | 2053-03-01      | 5.5000%  |  | $1631038.76        | $1667903.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $851846.18         | $869106.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 DLDF1153 | 2055-09-01      | 6.5000%  |  | $33160.25          | $34211.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  |  | $473086.31         | $492550.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7289 | 2055-07-01      | 6.0000%  |  | $144623.00         | $149235.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $96.63             | $101.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7968 | 2055-05-01      | 6.5000%  |  | $80.33             | $84.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $46186.96          | $49262.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7990 | 2054-01-01      | 7.0000%  |  | $33146.51          | $35451.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7178 | 2054-01-01      | 7.0000%  |  | $50195.09          | $53977.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $785.84            | $783.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3103 | 2056-02-01      | 4.8350%  |  | $100.00            | $101.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG1448 | 2056-02-01      | 5.5000%  |  | $495625.67         | $507897.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $105.12            | $110.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  |  | $1566885.05        | $1570189.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  |  | $2516402.35        | $2568449.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3526 | 2055-12-01      | 5.5000%  |  | $2839008.29        | $2896967.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $1410458.92        | $1439036.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $1183.85           | $1228.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4405 | 2055-10-01      | 6.0000%  |  | $732348.98         | $763197.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $79.94             | $82.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $845.70            | $909.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0856 | 2055-08-01      | 5.5000%  |  | $95.64             | $98.44             | Agency Mortgage-Backed Securities         |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $5.28              | $5.49              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3184AE 07/15/36 | 2036-07-15      | 6.0000%  |  | $102.81            | $108.70            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3110CQ 02/15/36 | 2036-02-15      | 5.5000%  |  | $89.09             | $92.85             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2962GB 04/15/35 | 2035-04-15      | 6.0000%  |  | $108224.31         | $113161.00         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43 | 2043-07-15      | 3.5000%  |  | $215736.14         | $208513.25         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3695JG 07/15/40 | 2040-07-15      | 4.5000%  |  | $110918.62         | $112515.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL066MB R13F066 | 2043-07-25      | 3.0000%  |  | $148545.20         | $138389.11         | Agency Collateralized Mortgage Obligation |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $724806.02         | $545979.95         | Agency Debentures and Agency Strips       |
| FMAC FMZC 01/02/34 A      | 2034-01-02      | 0.0000%  |  | $193.98            | $139.27            | Agency Debentures and Agency Strips       |
| FNMA FNRM CL047AY R15F047 | 2045-07-25      | 3.0000%  |  | $146303.77         | $133154.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $20368.47          | $19592.46          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH     | 2051-07-20      | 2.5000%  |  | $1031686.83        | $634070.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC018KY R11F018 | 2041-03-25      | 4.0000%  |  | $101707.04         | $101352.69         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3211HE 09/15/36 | 2036-09-15      | 6.0000%  |  | $89569.24          | $94622.05          | Agency Collateralized Mortgage Obligation |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $9.70              | $9.72              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  |  | $2146300.67        | $2167735.69        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $1260859.87        | $1270250.76        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $48.49             | $49.08             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $9.70              | $9.75              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $356341.14         | $360326.90         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  |  | $9.72              | $9.77              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $9.70              | $9.81              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $29.10             | $29.76             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $4586956.19        | $2656107.90        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $87.29             | $60.66             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $1728700.67        | $1028637.37        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1454820.40        | $977155.26         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $923713.04         | $462827.49         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $19.40             | $13.02             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $9.70              | $6.30              | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  |  | $24.98             | $18.68             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $9.70              | $9.83              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $1718390.64        | $1753385.42        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $58.19             | $59.35             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $38.80             | $39.64             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $9.70              | $9.87              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $684865.55         | $695727.65         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $9.70              | $9.79              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $320.07            | $328.87            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $96.99             | $98.32             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $441935.85         | $453114.08         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $19.40             | $19.89             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $87.29             | $89.03             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $2329931.77        | $2450909.17        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $1761531.77        | $1791956.72        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $1454936.79        | $1500528.47        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $9.70              | $9.92              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $9.70              | $10.05             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $5426132.78        | $5516261.29        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $1163986.29        | $1147174.04        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $9.70              | $10.03             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $9.70              | $9.90              | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $96.99             | $98.37             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $19.40             | $19.82             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $220361.20         | $167687.93         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $1507505.35        | $1193969.72        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $9.70              | $7.45              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $19.40             | $14.32             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $538682.27         | $418739.54         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $3980002.68        | $3064286.32        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $669647.83         | $455793.69         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $659434.78         | $476847.39         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $109540.47         | $87154.97          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $227470.57         | $183134.23         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1696897.66        | $1499101.60        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $12318598.66       | $10246794.06       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $19.40             | $16.20             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $48.49             | $40.99             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $2335760.87        | $2000943.33        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $203775.92         | $203256.48         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $87.29             | $89.27             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  |  | $848448.83         | $902811.14         | U.S. Treasuries (including strips)        |
| USTR BILL 03/12/26        | 2026-03-12      | 0.0000%  |  | $1681873.91        | $1679679.07        | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $38.80             | $38.61             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $9.70              | $9.57              | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $135.79            | $129.23            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $4449996.66        | $4231075.06        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $9.70              | $9.22              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $9.70              | $9.64              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $9.70              | $9.27              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $1454636.12        | $1394060.88        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $9.70              | $9.70              | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $9.70              | $9.22              | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $397.66            | $352.40            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $9.70              | $8.53              | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $29.10             | $28.14             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $67.89             | $66.69             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $48.49             | $45.62             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $4813709.03        | $4814529.81        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $9.70              | $9.67              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $135.79            | $136.52            | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $29.10             | $28.44             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $58.19             | $58.21             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $120674.92         | $119149.47         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $807354.18         | $796163.52         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $77.59             | $77.47             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $10.02             | $10.30             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $484949.83         | $490061.31         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $794066.56         | $815694.99         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $29.10             | $29.87             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $30.67             | $31.23             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $9.70              | $9.87              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $9.70              | $10.12             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $9.70              | $9.74              | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $9.70              | $9.74              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $19.40             | $19.59             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $9.70              | $9.91              | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $2827451.51        | $2903138.50        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $293481.94         | $294396.63         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $9.70              | $9.80              | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $11716494.65       | $11058983.74       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $106.69            | $103.94            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $29.10             | $29.15             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $9.70              | $9.55              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $1465285.62        | $1408417.40        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $19.40             | $19.40             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $9.70              | $9.18              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $5571074.58        | $5655439.00        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $907389.63         | $967635.44         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $1189669.23        | $1219751.69        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $9.70              | $9.91              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $29.10             | $29.62             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $4791.30           | $4906.85           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $4342425.08        | $3967401.98        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $1561363.88        | $1441886.02        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $484930.43         | $438809.53         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $9.70              | $7.08              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $126.09            | $95.47             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $9.70              | $6.11              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $726396.66         | $525380.80         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $9.70              | $9.86              | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $77.59             | $78.38             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $497296.66         | $502892.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  |  | $1066860.54        | $1077654.39        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $20.70             | $20.66             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $22.26             | $22.07             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $9.70              | $9.66              | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  |  | $19.92             | $20.76             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $484901.34         | $451549.63         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $7428742.81        | $7310017.95        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $9.70              | $10.04             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $96.99             | $98.30             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $9.70              | $9.05              | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $9.70              | $9.88              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $9.70              | $9.24              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $1458389.63        | $1432658.00        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE P 27      | 2027-08-31      | 0.5000%  |  | $29.10             | $27.91             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $19.40             | $19.90             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $38.80             | $40.32             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $24.45             | $14.70             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $775832.44         | $688533.18         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1828183.28        | $1886992.55        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $863201.00         | $785681.65         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $19.40             | $16.22             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $44.26             | $39.14             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $630425.08         | $640719.19         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $87.29             | $77.54             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $407.36            | $415.08            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $19.40             | $19.76             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  |  | $19.40             | $18.50             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $2503655.37        | $1872079.47        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $67.89             | $69.19             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $96.99             | $88.30             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $155.18            | $111.45            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $9.70              | $10.31             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $44043.14          | $44643.16          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $768102.34         | $783347.09         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $290.97            | $288.97            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $9.70              | $7.59              | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $9.70              | $9.32              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $9.70              | $6.36              | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $77.59             | $77.33             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $9.70              | $9.84              | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $116.39            | $112.23            | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $9.70              | $9.22              | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $9.70              | $9.28              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $369114.72         | $316861.41         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $29.10             | $29.50             | U.S. Treasuries (including strips)        |
| FNMA FNRA CL005A2 R17M005 | 2029-04-25      | 3.0190%  |  | $43.49             | $42.79             | Agency Mortgage-Backed Securities         |

### Security 122: 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:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9172%  |  | $10341119.69       | $10444501.71       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  |  | $18894.21          | $18174.37          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  |  | $291.02            | $302.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4615%  |  | $41373938.77       | $41682651.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1615%  |  | $748.36            | $762.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  |  | $1696568.46        | $1701750.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.8530%  |  | $1378493.36        | $1399257.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $694.93            | $703.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4058 | 2052-07-01      | 4.0000%  |  | $1066947.85        | $1050659.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $7527937.78        | $7912429.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  |  | $320845.81         | $327346.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  |  | $6916.94           | $7377.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  |  | $5410697.24        | $5366967.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7939 | 2052-09-01      | 5.0000%  |  | $4089093.44        | $4146590.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $621.18            | $635.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  |  | $1090207.31        | $1068968.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA5949 | 2052-05-01      | 4.0000%  |  | $1694989.77        | $1663028.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  |  | $722.11            | $775.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  |  | $482588.87         | $473250.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $22045424.83       | $20339917.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  |  | $43157543.22       | $43570608.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1122527.70        | $1185591.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  |  | $15835353.84       | $16295849.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  |  | $972829.31         | $1030980.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  |  | $1505.01           | $1561.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  |  | $1143016.60        | $1211407.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  |  | $46013387.87       | $47389888.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  |  | $698.51            | $719.44            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3103 | 2056-02-01      | 4.8350%  |  | $846.67            | $862.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4482 | 2056-02-01      | 5.0000%  |  | $3637135.37        | $3677758.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $10834830.15       | $11188698.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  |  | $3266368.52        | $3205316.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  |  | $956.41            | $865.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $645.01            | $535.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $20281427.22       | $20874929.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $15318347.15       | $15843065.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $53284667.84       | $56089063.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  |  | $8783470.23        | $8936654.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  |  | $770.19            | $785.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  |  | $4863310.61        | $5011857.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  |  | $13825904.51       | $14343675.41       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  |  | $344028.87         | $354516.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $9770.76           | $10506.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  |  | $21555262.10       | $21729021.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2133 | 2052-06-01      | 4.0000%  |  | $2663522.25        | $2622860.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  |  | $471057.95         | $460273.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  |  | $2039862.75        | $2003346.95        | Agency Mortgage-Backed Securities         |
| FMAC 3.90 FMNT GB26-29B1  | 2029-02-20      | 3.9000%  |  | $3785446.67        | $3784747.62        | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $16933333.33       | $12478229.78       | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $8306646.67        | $7046736.04        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  |  | $2819400.00        | $2803714.74        | Agency Debentures and Agency Strips       |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $345609.33         | $328585.44         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $4233.33           | $3751.50           | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $84.67             | $81.04             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $24262080.00       | $22821680.93       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $5091853.33        | $5060428.86        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $9649036.67        | $9582585.72        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $31816463.33       | $31720382.19       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $9990.67           | $10044.91          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $10154496.67       | $9923757.72        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $43061636.00       | $42888557.01       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $38888585.33       | $32084876.93       | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $84.67             | $67.06             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $3797462.79        | $2839509.07        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $1100.67           | $847.43            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $84.67             | $57.62             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  |  | $508.00            | $429.36            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $94488.00          | $80943.70          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $2712127.33        | $2505919.13        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $84.67             | $80.25             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  |  | $120812898.67      | $123093853.53      | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $1185.33           | $1330.16           | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $1354.67           | $1350.04           | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $846.67            | $842.57            | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $21001228.00       | $20959204.55       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  |  | $87.44             | $89.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $84.67             | $86.07             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $84.67             | $83.34             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $846582.00         | $801162.91         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $4233502.67        | $4187612.69        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $4745566.67        | $4679788.79        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $1524.00           | $1577.53           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $6647603.33        | $6742146.06        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $37231658.67       | $37779136.91       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $18465884.67       | $18745518.96       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $84.67             | $85.56             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $23705904.67       | $24322046.01       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $84.67             | $77.06             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $84.67             | $56.87             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $84.67             | $86.01             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $19612017.33       | $12736355.03       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $169.33            | $161.47            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $15313152.00       | $15041370.88       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $13528040.00       | $13805386.00       | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $338.67            | $244.90            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $105.40            | $100.17            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $84.67             | $86.18             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $47481574.67       | $45783785.71       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $5877475.33        | $5369881.30        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $10639213.33       | $9133085.15        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $8991684.67        | $4944244.23        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $84.67             | $55.54             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $169.33            | $84.84             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $63498476.00       | $42615300.69       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $30548580.00       | $22868045.89       | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $84.67             | $90.29             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $597831.33         | $608483.07         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $84.67             | $83.31             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $84.67             | $78.98             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $84.67             | $86.71             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $254.00            | $147.08            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $423.33            | $428.47            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  |  | $126999153.33      | $128419670.44      | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $21166497.33       | $21462541.20       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $3894751.33        | $3951821.42        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  |  | $8595190.67        | $8791577.07        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $127000000.00      | $128715425.48      | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $997458.00         | $1017771.09        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $28919678.00       | $29496187.79       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $677.33            | $692.05            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  |  | $85.45             | $87.24             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $50376582.00       | $51271593.79       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $5496306.00        | $5636100.47        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $21166497.33       | $21479493.69       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $84.67             | $87.99             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $169.33            | $172.25            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $84.67             | $86.57             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $84.67             | $85.78             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $9762236.00        | $9977052.66        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  |  | $17876012.00       | $18124749.30       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $84.67             | $84.53             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $84.67             | $86.31             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $846.67            | $867.16            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $9313079.33        | $9561250.05        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $592.67            | $598.66            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $23164969.33       | $23577894.76       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $84.67             | $87.59             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $677.33            | $686.66            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $8436779.33        | $8287921.91        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $12022.67          | $12145.57          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $1309200.67        | $1258390.15        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $11998282.67       | $11729726.16       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $2906860.67        | $2885815.59        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $20426510.67       | $20159376.94       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $35767772.00       | $34008144.23       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $47395892.00       | $45422190.37       | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.670%, 3/23/2026
- **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):** $2950000000.00
- **C.18.a - Value (excl. sponsor support):** $2950000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $1099928032.00     | $1161270082.49     | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $57070464.00       | $57106535.69       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $268618032.00      | $252008530.19      | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $209144144.00      | $107767962.06      | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $437332544.00      | $450307859.36      | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $966709041.00      | $980539058.27      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 3/2/2026
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $49648417.19       | $54708860.21       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $146729719.10      | $151234583.49      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $138303293.33      | $143329384.78      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $154282458.05      | $160727172.86      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 3/2/2026
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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%  |  | $253108426.66      | $255000004.67      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  3.660%, 3/2/2026
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  |  | $81197013.33       | $82896707.74       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $111031466.67      | $115884512.98      | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $34887573.33       | $26698220.50       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $157891813.33      | $158569721.40      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $91132586.67       | $91017499.80       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $47069973.33       | $34933338.55       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.680%, 3/2/2026
- **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):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 CLTA2624 | 2056-01-01      | 6.0000%  |  | $2753633.75        | $2846624.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4592 | 2055-08-01      | 6.0000%  |  | $57480982.71       | $59376897.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ9073 | 2055-11-01      | 7.0000%  |  | $361788.61         | $383602.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4599 | 2055-02-01      | 6.5000%  |  | $6694158.55        | $7112305.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS9882 | 2053-11-01      | 4.5000%  |  | $915325.61         | $917284.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6568 | 2051-03-01      | 2.5000%  |  | $382800.03         | $335707.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4480 | 2056-03-01      | 6.0000%  |  | $4996767.00        | $5165514.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6076 | 2053-04-01      | 5.5000%  |  | $759395.86         | $786424.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA8630 | 2051-01-01      | 3.5000%  |  | $559716.77         | $539631.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8368 | 2053-10-01      | 6.0000%  |  | $2743875.47        | $2834295.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0593 | 2054-08-01      | 6.5000%  |  | $1144658.76        | $1213590.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $103916.14         | $106526.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4415 | 2051-09-01      | 3.0000%  |  | $837534.79         | $760847.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5010 | 2055-02-01      | 7.0000%  |  | $4036226.93        | $4285361.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0222 | 2054-12-01      | 6.5000%  |  | $1648426.44        | $1744485.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG1241 | 2056-02-01      | 6.5000%  |  | $274644.00         | $286529.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2528 | 2056-01-01      | 6.5000%  |  | $228444.04         | $242335.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4146 | 2053-06-01      | 6.0000%  |  | $3417516.57        | $3552888.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF7742 | 2055-11-01      | 7.0000%  |  | $167753.48         | $178499.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5165 | 2042-07-01      | 2.5000%  |  | $176483.96         | $161563.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2256 | 2054-08-01      | 6.5000%  |  | $1184073.20        | $1254908.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0353 | 2052-09-01      | 5.0000%  |  | $1700272.93        | $1738541.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQE7986 | 2052-08-01      | 5.5000%  |  | $4561055.62        | $4717231.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6915 | 2054-06-01      | 6.5000%  |  | $1374188.64        | $1458402.27        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.670%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 CLQH9506 | 2054-02-01      | 6.0000%  |  | $7620123.31        | $7986920.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6101 | 2051-02-01      | 2.5000%  |  | $251405.27         | $220579.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1993 | 2054-08-01      | 7.0000%  |  | $851979.13         | $916516.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $157345.90         | $145406.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $579647.86         | $533355.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ0038 | 2054-07-01      | 6.5000%  |  | $814984.81         | $863746.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4592 | 2055-08-01      | 6.0000%  |  | $29383669.87       | $30352841.24       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3503 | 2055-12-01      | 5.0000%  |  | $27279124.27       | $27783654.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1480 | 2054-05-01      | 6.0000%  |  | $443344.86         | $458317.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4914 | 2055-10-01      | 6.0000%  |  | $3029714.24        | $3127917.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9029 | 2055-03-01      | 6.5000%  |  | $41407.15          | $43924.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $109522.71         | $110501.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS4270 | 2052-03-01      | 2.0000%  |  | $162314.40         | $136083.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $344371.49         | $326676.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6505 | 2053-06-01      | 4.5000%  |  | $599452.89         | $602835.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8108 | 2050-12-01      | 2.0000%  |  | $300627.56         | $252236.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU1028 | 2051-11-01      | 2.0000%  |  | $526147.56         | $443865.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0765 | 2055-02-01      | 6.5000%  |  | $1055453.53        | $1100539.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5873 | 2053-12-01      | 7.0000%  |  | $919374.24         | $978799.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAL3443 | 2034-11-01      | 5.5000%  |  | $1889066.17        | $1943320.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.400 MY470975 | 2027-08-01      | 3.4000%  |  | $914287.14         | $911608.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  |  | $165323.14         | $156851.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ6606 | 2054-10-01      | 5.5000%  |  | $1750276.50        | $1815360.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR5017 | 2051-02-01      | 3.0000%  |  | $261005.68         | $238239.90         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U89009 G | 2032-09-01      | 3.5000%  |  | $151212.58         | $149899.57         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  3.670%, 3/2/2026
- **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:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 MNAR XX.XXX HXBS9961 | 2028-11-01      | 5.3500%  |  | $8882020.40        | $9240178.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA4768 | 2055-10-01      | 6.5000%  |  | $1000.00           | $1051.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3124 | 2056-03-01      | 5.5000%  |  | $3411683.00        | $3521161.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1330 | 2056-03-01      | 5.0000%  |  | $1000.00           | $1014.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1316 | 2056-03-01      | 5.0000%  |  | $584210.00         | $588824.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9106 M     | 2053-08-20      | 5.5000%  |  | $643286.60         | $659452.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $151049.17         | $140497.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6899 | 2056-01-01      | 5.5000%  |  | $1000.00           | $1035.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6501 | 2056-01-01      | 5.5000%  |  | $1515994.00        | $1564636.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1408 | 2052-04-01      | 3.5000%  |  | $996793.22         | $947394.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA4762 | 2055-05-01      | 6.5000%  |  | $468642.00         | $492026.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3918 | 2056-02-01      | 5.5000%  |  | $1001.00           | $1037.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3125 | 2056-03-01      | 5.5000%  |  | $4257401.00        | $4401902.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3123 | 2056-02-01      | 5.5000%  |  | $2349673.00        | $2422933.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3121 | 2056-02-01      | 5.5000%  |  | $4701781.00        | $4838608.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3474 | 2056-01-01      | 5.5000%  |  | $347310.00         | $357416.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1333 | 2056-03-01      | 5.0000%  |  | $1006.00           | $1018.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1317 | 2056-02-01      | 5.0000%  |  | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1344 | 2056-03-01      | 5.0000%  |  | $2032.00           | $2054.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5391 | 2046-03-01      | 5.0000%  |  | $20424664.00       | $20713246.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL3538 | 2042-08-01      | 3.5000%  |  | $70921.80          | $68746.54          | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $600.00            | $604.04            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $8410600.00        | $8004758.21        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $34061500.00       | $35287470.52       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $207000.00         | $197294.60         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11500600.00       | $11760516.93       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $8027400.00        | $8152627.00        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $39233800.00       | $31249835.50       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $7700400.00        | $7676718.72        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $600.00            | $571.14            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $1442400.00        | $1472939.11        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $999000.00         | $988394.90         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $3999400.00        | $4156402.02        | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $90404000.00       | $89807333.60       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $999000.00         | $1009598.61        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $4155000.00        | $4221156.69        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $4600200.00        | $4674277.37        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $3199400.00        | $3246270.07        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $155800.00         | $160460.82         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $298500.00         | $266347.05         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $999700.00         | $953870.52         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $24093600.00       | $23748438.28       | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $3997600.00        | $4055228.25        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $200.00            | $205.35            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $3952000.00        | $4119197.74        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26      | 2026-09-30      | 1.6250%  |  | $200.00            | $199.02            | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $58458200.00       | $60894797.53       | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $78000.00          | $77593.00          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $5764800.00        | $5906285.96        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32      | 2032-10-31      | 3.7500%  |  | $24999900.00       | $25364007.25       | U.S. Treasuries (including strips) |
| USTR BILL 08/13/26        | 2026-08-13      | 0.0000%  |  | $100.00            | $98.40             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  |  | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  |  | $676500.00         | $341313.30         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $214100.00         | $218343.82         | U.S. Treasuries (including strips) |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  |  | $500.00            | $499.60            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1352700.00        | $912898.38         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $47200200.00       | $47608160.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $999500.00         | $1025626.73        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $115500.00         | $120494.06         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $500.00            | $456.45            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $11175000.00       | $11259311.94       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $300.00            | $314.70            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $800900.00         | $820730.52         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $24895500.00       | $16264948.54       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $999200.00         | $981819.70         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1044488.20        | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $2000.00           | $1999.40           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $2489600.00        | $2581946.60        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $1500.00           | $1159.31           | U.S. Treasuries (including strips) |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $91563000.00       | $89971726.62       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $400.00            | $400.14            | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $436900.00         | $305095.18         | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $293000.00         | $291880.45         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $10983100.00       | $11199383.67       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $998200.00         | $1022690.02        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $959900.00         | $972840.72         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $529900.00         | $539531.39         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $4496500.00        | $2752919.10        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $482500.00         | $505302.52         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $600.00            | $574.82            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $69451600.00       | $70001415.70       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1604200.00        | $934750.88         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $273200800.00      | $280176938.66      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $900.00            | $893.02            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $5999600.00        | $5915880.99        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $50000100.00       | $45307167.96       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $500.00            | $491.57            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $141400.00         | $134019.49         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $100.00            | $88.86             | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $1400.00           | $1382.90           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $5667100.00        | $5396235.85        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $500.00            | $475.74            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $17885700.00       | $15829977.82       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $4827300.00        | $4564332.14        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $146799100.00      | $145657727.26      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $3999900.00        | $3977791.72        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $100.00            | $96.22             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $2023300.00        | $1784953.61        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $1024200.00        | $1028114.72        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  |  | $1200.00           | $1216.64           | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $11379900.00       | $11602336.37       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $16780000.00       | $16905330.83       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  |  | $300.00            | $303.74            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $38292800.00       | $38879410.35       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  |  | $45811000.00       | $46481869.45       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $8626700.00        | $8682934.50        | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $3399700.00        | $3470918.36        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $25170900.00       | $25627807.04       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $200700.00         | $206654.61         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $19315600.00       | $19588521.47       | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $10928500.00       | $11275011.82       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $20963100.00       | $21540219.59       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $33149600.00       | $33655805.93       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $3300000.00        | $3369078.79        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $24179000.00       | $25209645.02       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $500.00            | $523.09            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $11000.00          | $11613.46          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $269200.00         | $274573.06         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $999700.00         | $1012168.65        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $400.00            | $415.74            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $170604500.00      | $179620085.38      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $999300.00         | $1032447.63        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $91304400.00       | $94861888.29       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $189628000.00      | $197141835.59      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $19104700.00       | $19798985.49       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  |  | $22001000.00       | $22301689.36       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $109924000.00      | $110527712.93      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $35505200.00       | $35580809.40       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $228148800.00      | $234905348.56      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  |  | $20537500.00       | $20664876.07       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $2119500.00        | $2156243.28        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $1378400.00        | $1423202.68        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $44934600.00       | $47853449.58       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $5060900.00        | $5250788.14        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1044247.73        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  |  | $42000000.00       | $42282298.94       | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $130555200.00      | $132347588.01      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $460300.00         | $471119.55         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $789800.00         | $801754.64         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $11076800.00       | $11247308.36       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $999500.00         | $1014520.72        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $69922000.00       | $74105165.93       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $100.00            | $104.56            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $400.00            | $401.82            | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  |  | $1300.00           | $1330.16           | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $9424400.00        | $9611171.25        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $300.00            | $305.72            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $202.04            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $999300.00         | $1011171.21        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $999300.00         | $1018590.67        | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $400.00            | $412.43            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $7020000.00        | $7050140.35        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $980000.00         | $993899.89         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $999300.00         | $1019894.14        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $16607400.00       | $16888871.98       | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $700.00            | $722.12            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $1479600.00        | $1523898.35        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $5198400.00        | $5224374.71        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $500.00            | $488.01            | U.S. Treasuries (including strips) |
| USTR BILL 05/26/26        | 2026-05-26      | 0.0000%  |  | $408700.00         | $405255.89         | U.S. Treasuries (including strips) |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  |  | $200000.00         | $198586.80         | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27        | 2027-01-21      | 0.0000%  |  | $2100.00           | $2036.25           | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $609000.00         | $605122.50         | U.S. Treasuries (including strips) |
| USTR BILL 06/25/26        | 2026-06-25      | 0.0000%  |  | $300.00            | $296.59            | U.S. Treasuries (including strips) |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $440000.00         | $435289.36         | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $200.00            | $194.41            | U.S. Treasuries (including strips) |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  |  | $1700.00           | $1696.25           | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  |  | $37000.00          | $36679.58          | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26        | 2026-10-29      | 0.0000%  |  | $168300.00         | $164441.22         | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $2800.00           | $2793.26           | U.S. Treasuries (including strips) |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  |  | $36000.00          | $35265.17          | U.S. Treasuries (including strips) |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $175900.00         | $172754.38         | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $200.00            | $197.45            | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $114800.00         | $114604.15         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $998900.00         | $961426.37         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27      | 2027-05-31      | 0.5000%  |  | $999800.00         | $964933.50         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $14249700.00       | $12689408.87       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $1000.00           | $928.38            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  |  | $620300.00         | $587220.41         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $200.00            | $195.76            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $900.00            | $889.62            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $700.00            | $690.90            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $20599800.00       | $20263958.50       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $25700.00          | $25457.86          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $100.00            | $102.04            | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $200.00            | $214.30            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $2987900.00        | $3067045.25        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $100.00            | $98.51             | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $400.00            | $367.56            | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $9817700.00        | $8337606.76        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $130300.00         | $109524.92         | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $1124800.00        | $1073749.50        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $700.00            | $637.11            | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $600.00            | $447.39            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $12296500.00       | $9033939.36        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  |  | $279200.00         | $202983.52         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $402.34            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $500.00            | $404.63            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $214800.00         | $136042.69         | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $900.00            | $654.11            | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $14751300.00       | $8832325.88        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $2760100.00        | $1830755.57        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $929800.00         | $543264.05         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $410900.00         | $227448.97         | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $200.00            | $165.86            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $10032800.00       | $7445918.79        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $314.74            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $100.00            | $77.40             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $298000.00         | $203996.16         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $400.00            | $355.08            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $200.00            | $159.61            | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $353600.00         | $328255.05         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $500.00            | $500.80            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1258619.54        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $178600.00         | $183439.47         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $26442000.00       | $27224549.82       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $500.00            | $500.83            | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $55600.00          | $37536.57          | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $43216200.00       | $41665890.93       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  3.660%, 3/2/2026
- **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):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $225993400.00      | $226857196.72      | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7219%  |  | $1138000.00        | $1141133.48        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $400.00            | $404.48            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $337023000.00      | $341881426.74      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $104850000.00      | $105867284.82      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $177011400.00      | $180265178.82      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $148137400.00      | $154451849.46      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $292622100.00      | $308941385.55      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $2384900.00        | $2510929.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $551168200.00      | $552341929.43      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $5000.00           | $5148.07           | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $10000.00          | $10211.72          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $904392400.00      | $939895582.82      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 3.7729%  |  | $1748959.00        | $1754198.44        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $9600.00           | $9731.80           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $566000.00         | $570480.76         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $318081600.00      | $313524805.17      | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  |  | $100.00            | $95.40             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $207420000.00      | $196120765.70      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  |  | $250000000.00      | $239960046.96      | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $200.00            | $200.33            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $3908400.00        | $4030628.99        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $54117300.00       | $54048957.92       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $345018900.00      | $341461471.12      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $9500.00           | $8912.58           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $30332000.00       | $31636652.38       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $800.00            | $823.93            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  |  | $3400.00           | $3349.30           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $5799900.00        | $4925520.79        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $10000.00          | $9101.60           | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $42512000.00       | $31698752.90       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $646600.00         | $561658.76         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $208574400.00      | $153234536.75      | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $100.00            | $76.08             | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $55019800.00       | $39987997.60       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $54947400.00       | $38370764.54       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $100.00            | $59.87             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $130776200.00      | $72389662.67       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $117394800.00      | $71873320.83       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $600.00            | $380.01            | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $5431100.00        | $4057235.65        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $125122000.00      | $126677047.32      | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $20290200.00       | $11855169.15       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $100.00            | $102.65            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $4629400.00        | $4606653.11        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $25500000.00       | $26437230.80       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $10787000.00       | $10939998.10       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $5002800.00        | $4936719.12        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  |  | $17109200.00       | $12375045.51       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $375559200.00      | $385370837.64      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $140431200.00      | $128199292.57      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $626900.00         | $642422.23         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $27043600.00       | $28046726.76       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $7677000.00        | $6140500.53        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $200.00            | $154.58            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $1786700.00        | $1178471.66        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1013300.00        | $967310.08         | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 3.7819%  |  | $20569300.00       | $20652862.77       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $112574600.00      | $112228395.79      | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $900.00            | $677.55            | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $28248400.00       | $21617497.00       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $1200.00           | $995.15            | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $9382200.00        | $7215094.52        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $2251400.00        | $1670893.63        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $621300.00         | $488868.53         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $160900.00         | $125778.66         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $100.00            | $68.46             | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $454700.00         | $367966.79         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $478000.00         | $391836.16         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $14679200.00       | $13030867.60       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $32170400.00       | $28686752.88       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $1930500.00        | $1613807.10        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $18141300.00       | $14535019.14       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $2137000.00        | $1792438.21        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $5782400.00        | $4977749.55        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $287300.00         | $266707.22         | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  |  | $8129800.00        | $8235983.81        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $873600.00         | $891030.12         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $312700.00         | $317578.10         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  |  | $134000000.00      | $135288863.54      | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8049%  |  | $3539700.00        | $3551790.73        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $200.00            | $207.20            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $66656700.00       | $48959861.36       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $21800400.00       | $22017379.62       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $400.00            | $348.87            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  3.660%, 3/2/2026
- **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:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $2000.00           | $2087.42           | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $42999800.00       | $43590142.83       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $48604000.00       | $49534690.07       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $246101000.00      | $234818933.39      | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $12000000.00       | $10954770.10       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $125000000.00      | $119938639.50      | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $8000000.00        | $7281277.70        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $66400000.00       | $50813561.15       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $1414978000.00     | $1499630723.99     | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $25000000.00       | $24055252.47       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $2000.00           | $2030.57           | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.670%, 3/2/2026
- **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):** $4650000000.00
- **C.18.a - Value (excl. sponsor support):** $4650000000.00
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $2393011900.00     | $2436506968.73     | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $2256700.00        | $1381632.94        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $115728600.00      | $116644768.98      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $15137400.00       | $13058295.25       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $157968700.00      | $160282885.04      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $3415300.00        | $3586126.68        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $231600.00         | $235614.98         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $1400.00           | $1374.86           | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $1000.00           | $1013.73           | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $1463300.00        | $1372965.87        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $659800.00         | $643463.49         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $100.00            | $98.70             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $1222000.00        | $1151526.86        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $10843900.00       | $7318236.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  |  | $4000.00           | $4172.95           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $265189000.00      | $277042190.83      | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $100.00            | $98.80             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $295300.00         | $310303.23         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $978600.00         | $968325.89         | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  |  | $9994800.00        | $10614586.27       | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $100.00            | $110.40            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $7366700.00        | $7309098.67        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $10007700.00       | $9844543.03        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $317869500.00      | $341347834.76      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $14445000.00       | $14510555.40       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  |  | $200.00            | $203.20            | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $154700.00         | $157321.95         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $3000.00           | $3108.76           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $1000.00           | $1027.42           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $1283200.00        | $1215236.08        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  |  | $1500.00           | $1499.12           | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $1000.00           | $955.43            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $1302900.00        | $1284438.32        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  |  | $6220000.00        | $5928369.25        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $400.00            | $396.89            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $73000.00          | $65136.80          | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  |  | $600100.00         | $574918.42         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $264380300.00      | $235431603.66      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $500.00            | $497.01            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $500.00            | $496.81            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $31300.00          | $31351.80          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $19473300.00       | $19289827.19       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $656342000.00      | $671175521.39      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $2323700.00        | $2155253.90        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $13283900.00       | $8631372.48        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $8276400.00        | $6142393.18        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  |  | $20612900.00       | $14985955.94       | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $400.00            | $319.94            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $94599900.00       | $79081061.84       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $192958000.00      | $154600178.74      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $877800.00         | $879203.55         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $12225000.00       | $12674319.47       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  |  | $100.00            | $106.82            | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  |  | $99997800.00       | $112418806.84      | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  |  | $823400.00         | $855992.67         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $3000.00           | $3063.70           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $3505000.00        | $3568228.38        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  |  | $7502000.00        | $7704181.10        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $100.00            | $102.36            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  3.660%, 3/2/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $901931900.00      | $910908838.17      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $1600.00           | $1628.86           | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  |  | $44861000.00       | $46283415.41       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $200.00            | $207.18            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $200.00            | $195.20            | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  |  | $100.00            | $97.95             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $20433500.00       | $20089149.80       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $21317800.00       | $20454623.43       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $400.00            | $352.88            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  |  | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $49617500.00       | $49396653.33       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $70390700.00       | $66331245.39       | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  |  | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  |  | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $280500.00         | $280948.50         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $1200.00           | $1224.25           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  |  | $2160000.00        | $2216320.72        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $4810000.00        | $4880464.78        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $200.00            | $204.22            | U.S. Treasuries (including strips) |
| USTR BILL 04/23/26    | 2026-04-23      | 0.0000%  |  | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $914861600.00      | $918789555.75      | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  |  | $700.00            | $727.71            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $346700.00         | $363692.83         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.680%, 3/2/2026
- **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:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.500 CLCB7241 | 2053-10-01      | 6.5000%  |  | $18810653.28       | $19747281.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  |  | $760.33            | $790.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  |  | $873.69            | $884.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  |  | $686.45            | $726.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  |  | $751.12            | $792.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  |  | $24036504.39       | $25007199.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  |  | $14750269.72       | $15605319.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $13445.42          | $13884.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $11142460.84       | $11526833.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $15809494.30       | $16102572.46       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  |  | $813.95            | $830.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  |  | $27399255.14       | $25278927.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $771.31            | $803.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $785.00            | $840.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  |  | $2917754.30        | $3059864.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2235 | 2053-01-01      | 6.0000%  |  | $13056960.43       | $13534784.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS6337 | 2037-03-01      | 2.0000%  |  | $16134857.09       | $15048520.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 ZLSI2108 | 2051-04-01      | 2.5000%  |  | $909.10            | $787.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3980 | 2055-09-01      | 6.0000%  |  | $1676186.64        | $1732337.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $8282745.89        | $8533467.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  |  | $785.18            | $812.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $175650161.03      | $183827437.12      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  |  | $27739479.83       | $28160041.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  |  | $994.97            | $1008.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  |  | $2023545.36        | $2085947.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2879 | 2055-09-01      | 6.0000%  |  | $71530467.29       | $74407589.56       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7342 | 2055-02-01      | 6.0000%  |  | $1631232.62        | $1682814.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  |  | $33261710.77       | $34276935.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6193 | 2056-03-01      | 5.0000%  |  | $72121216.00       | $72950690.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5275 | 2055-11-01      | 6.0000%  |  | $500702.14         | $517974.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CIRC3542 | 2040-06-01      | 5.5000%  |  | $7951921.95        | $8239799.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $1699001.66        | $1737926.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $17978113.78       | $18565444.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6479 | 2056-02-01      | 5.5000%  |  | $1666700.00        | $1747746.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ1226 | 2055-08-01      | 6.5000%  |  | $1600072.93        | $1669336.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7735 | 2055-07-01      | 6.0000%  |  | $1579367.52        | $1648417.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  |  | $14538180.32       | $15059668.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $739.46            | $721.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $654.54            | $623.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  |  | $14731075.90       | $14649333.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  |  | $13840161.90       | $14580296.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $701.58            | $753.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $15304028.71       | $15283919.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  |  | $12801567.94       | $13484996.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6188 | 2053-05-01      | 5.5000%  |  | $808.49            | $836.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  |  | $28830992.22       | $29961231.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  |  | $1054008.63        | $1068127.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $717.48            | $738.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  |  | $22889047.42       | $24071983.90       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $48971693.26       | $50660988.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  |  | $27428670.78       | $28152025.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $223590155.85      | $231302972.73      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1976 | 2054-07-01      | 6.5000%  |  | $31724445.95       | $33838894.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $15282667.54       | $15907991.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3671 | 2055-07-01      | 6.0000%  |  | $796629.67         | $820503.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSL2952 | 2052-05-01      | 2.5000%  |  | $994.07            | $876.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  |  | $9368502.03        | $9674544.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3527 | 2048-04-01      | 3.5000%  |  | $1028.60           | $976.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  |  | $36917359.35       | $38705390.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $197796959.80      | $206719668.48      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1079 | 2054-12-01      | 5.5000%  |  | $996.26            | $1035.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9672 | 2055-11-01      | 5.5000%  |  | $1620622.66        | $1670518.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  |  | $9114190.82        | $9366665.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3324 | 2055-09-01      | 6.0000%  |  | $1340287.82        | $1381184.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3351 | 2052-04-01      | 2.5000%  |  | $742.60            | $654.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  |  | $729.36            | $632.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  |  | $8411464.46        | $8080059.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $8694066.13        | $8045590.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $699.00            | $581.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  |  | $20314604.36       | $17108074.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $14740950.79       | $12868961.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $1263.09           | $1052.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  |  | $27123758.93       | $22842529.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $606.54            | $505.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  |  | $20451223.49       | $16918324.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  |  | $15647697.20       | $13174444.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6931 | 2050-09-01      | 2.5000%  |  | $37753368.50       | $32970906.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6601 | 2050-08-01      | 2.5000%  |  | $474.62            | $416.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $255933914.20      | $223646457.62      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  |  | $193462150.63      | $168974979.95      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6565 | 2050-08-01      | 2.5000%  |  | $543.21            | $478.34            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1171 | 2055-04-01      | 6.5000%  |  | $1531309.19        | $1611158.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX7524 | 2055-02-01      | 6.5000%  |  | $1853122.54        | $1969986.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $66.02             | $66.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $48519146.34       | $49973232.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1751918.44        | $1742370.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  |  | $100.07            | $100.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $4.95              | $5.23              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $11.68             | $12.27             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  |  | $37821.25          | $38491.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $9.61              | $10.26             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $4.56              | $4.65              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $157980.78         | $160287.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  |  | $0.57              | $0.57              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $168113816.00      | $170646637.41      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0338 | 2052-01-01      | 3.0000%  |  | $1807378.63        | $1656113.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  |  | $1593081.43        | $1632942.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  |  | $746.68            | $783.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1089 | 2052-03-01      | 2.5000%  |  | $2168600.90        | $1907641.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4096 | 2053-07-01      | 5.5000%  |  | $1968884.93        | $2026719.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  |  | $2055.42           | $1865.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  |  | $798.54            | $673.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  |  | $804.08            | $683.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  |  | $705.16            | $716.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0341 | 2059-01-01      | 5.5000%  |  | $464.72            | $480.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $810284.66         | $757525.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $12533552.50       | $12531095.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0130 | 2056-08-01      | 3.5000%  |  | $162916.55         | $152309.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF2455 | 2055-12-01      | 5.0000%  |  | $6665581.87        | $6791488.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAS0725 | 2033-10-01      | 3.5000%  |  | $1956457.32        | $1931674.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTRB5392 | 2046-03-01      | 5.5000%  |  | $23885410.00       | $24475265.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7546 | 2053-02-01      | 5.5000%  |  | $987488.44         | $1026676.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQE0312 | 2052-04-01      | 2.0000%  |  | $176991.38         | $146299.74         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q13699 G | 2042-12-01      | 3.5000%  |  | $1649507.59        | $1606989.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $13974.25          | $14109.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  |  | $1843524.85        | $1694856.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $801.68            | $832.95            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC C91484 G | 2032-08-01      | 3.0000%  |  | $417264.85         | $409572.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2009 | 2055-12-01      | 5.5000%  |  | $1938092.80        | $1997205.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0662 | 2037-04-01      | 2.5000%  |  | $18846.41          | $18091.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  |  | $8655568.80        | $9078119.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $8318997.22        | $8528870.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  |  | $1613376.22        | $1659667.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  |  | $27796118.21       | $29232491.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  |  | $1403371.91        | $1501104.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  |  | $16240626.12       | $16523718.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  |  | $1080979.27        | $1109897.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  |  | $801.16            | $856.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  |  | $13773967.32       | $14745547.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  |  | $2458832.96        | $2613888.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  |  | $9136389.94        | $9481748.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $905.86            | $900.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8673 | 2054-06-01      | 5.0000%  |  | $11342218.90       | $11569041.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  |  | $644.64            | $673.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  |  | $791791.00         | $821230.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $935.07            | $947.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  |  | $766.13            | $806.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA2019 | 2055-12-01      | 4.5000%  |  | $1986772.43        | $1971881.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA2684 | 2055-12-01      | 6.5000%  |  | $1910102.20        | $2030275.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $238355358.85      | $245498709.97      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6159 | 2056-02-01      | 5.0000%  |  | $1024.00           | $1039.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5965 | 2055-10-01      | 5.5000%  |  | $1995821.65        | $2036001.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  |  | $986.90            | $1004.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5200 | 2055-11-01      | 6.0000%  |  | $48047377.58       | $50385523.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  |  | $164069486.79      | $168991115.61      | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4800 | 2055-09-01      | 6.0000%  |  | $195620341.57      | $205110731.97      | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $73.22             | $74.77             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $156804.06         | $160861.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  |  | $181789.37         | $188966.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  |  | $1828808.31        | $1723955.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0238 | 2052-09-01      | 5.5000%  |  | $1787045.50        | $1838730.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9447 | 2053-12-01      | 6.0000%  |  | $1706928.42        | $1768468.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $9284155.86        | $8734866.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0224 | 2047-04-01      | 4.0000%  |  | $1866380.38        | $1852875.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  |  | $25367520.50       | $22148751.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  |  | $5906198.00        | $6322800.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $775.20            | $784.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4926 | 2052-10-01      | 6.0000%  |  | $710.08            | $752.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  |  | $29107187.80       | $24421962.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $10090206.23       | $10572904.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  |  | $13049675.36       | $13247901.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  |  | $20170985.18       | $19937362.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG3607 | 2053-05-01      | 5.5000%  |  | $2066267.01        | $2124643.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  |  | $21503898.46       | $22011266.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $653.03            | $550.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $761.82            | $772.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $734.01            | $639.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  |  | $18739834.27       | $17424312.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  |  | $726.99            | $765.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $175268089.28      | $178859371.34      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  |  | $2595061.74        | $2679549.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  |  | $10475816.87       | $11326804.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  |  | $14798486.85       | $14946621.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6571 | 2050-08-01      | 2.5000%  |  | $210148617.59      | $183549593.46      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  |  | $333.98            | $312.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  |  | $764.37            | $815.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA0251 | 2055-12-01      | 6.0000%  |  | $1687997.16        | $1747109.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1509 | 2055-11-01      | 5.0000%  |  | $1010.47           | $1029.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7467 | 2056-02-01      | 5.5000%  |  | $1601020.00        | $1652638.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL4348 | 2052-06-01      | 3.0000%  |  | $12130345.00       | $11172492.52       | Agency Mortgage-Backed Securities  |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $3543700.00        | $2064877.63        | U.S. Treasuries (including strips) |
| USTR BILL 12/24/26        | 2026-12-24      | 0.0000%  |  | $1990000.00        | $1934347.66        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.680%, 3/2/2026
- **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:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 NP891142 | 2036-06-01      | 6.0000%  |  | $107835.58         | $109921.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $80718.98          | $86359.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $199646.25         | $208608.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $552576.32         | $534102.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004635 M     | 2040-02-20      | 4.0000%  |  | $43.37             | $42.96             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004616 M     | 2040-01-20      | 4.0000%  |  | $55.96             | $55.39             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004597 M     | 2039-12-20      | 4.0000%  |  | $51.22             | $50.79             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DO5669       | 2061-01-15      | 5.6500%  |  | $999.28            | $1067.01           | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MB0756 M     | 2055-11-20      | 5.0000%  |  | $993.47            | $1018.37           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  |  | $9748174.02        | $9821491.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $82945594.80       | $83573585.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8002 C     | 2056-02-20      | 5.5000%  |  | $6737648.00        | $7002156.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6483 C     | 2056-01-20      | 5.5000%  |  | $8033435.98        | $8251963.28        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8162       | 2060-12-15      | 5.4300%  |  | $998.49            | $1055.57           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0385       | 2061-01-15      | 5.0000%  |  | $999.17            | $1036.73           | Agency Mortgage-Backed Securities |
| GNMA GNHA AL DJ0285 H     | 2075-04-20      | 6.2700%  |  | $944.69            | $999.49            | Agency Mortgage-Backed Securities |
| GNMA GNHA AL CW9906 H     | 2073-11-20      | 6.3730%  |  | $3283586.71        | $3472926.34        | Agency Mortgage-Backed Securities |
| GNMA GNHA AL CW9880 H     | 2073-09-20      | 6.4140%  |  | $4118996.49        | $4380521.87        | Agency Mortgage-Backed Securities |
| GNMA GNHA AL CR2654 H     | 2073-04-20      | 6.3480%  |  | $3124886.20        | $3310983.58        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CG6125       | 2065-12-15      | 5.8500%  |  | $1000.00           | $1061.15           | Agency Mortgage-Backed Securities |
| GNMA GNHA AL BU5932 H     | 2070-10-20      | 6.4240%  |  | $647.98            | $686.59            | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA8672 M     | 2052-12-20      | 5.1250%  |  | $413572.89         | $419808.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $85.10             | $83.06             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5468 M     | 2048-09-20      | 5.0000%  |  | $73.18             | $75.02             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5192 M     | 2048-05-20      | 4.0000%  |  | $87.05             | $85.45             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB895834 | 2036-04-01      | 6.1200%  |  | $25.46             | $26.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  |  | $912005.48         | $906522.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $7780673.12        | $7878912.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  |  | $949.72            | $970.87            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS8404 | 2033-06-01      | 4.3400%  |  | $1000.00           | $1018.79           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS8401 | 2033-06-01      | 4.3400%  |  | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $51709883.35       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS6037 | 2037-07-01      | 4.2700%  |  | $951.84            | $955.67            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBQ9235 | 2050-11-01      | 2.4750%  |  | $452995.38         | $430754.89         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBP8002 | 2053-09-01      | 5.0600%  |  | $967.60            | $992.41            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBO3264 | 2049-07-01      | 3.1000%  |  | $250.83            | $244.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $232836.13         | $235353.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $490454.53         | $494137.36         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBN4641 | 2049-04-01      | 3.5910%  |  | $191079.83         | $188631.38         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBN0300 | 2048-12-01      | 5.9640%  |  | $52.43             | $54.66             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7351 | 2053-11-01      | 5.2570%  |  | $666.04            | $684.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  |  | $541677.75         | $535317.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $2112881.41        | $2037345.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  |  | $657659.11         | $690322.05         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB822313 | 2035-09-01      | 6.5540%  |  | $14.81             | $15.36             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB801941 | 2034-11-01      | 6.0400%  |  | $116110.65         | $119773.39         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB745860 | 2036-08-01      | 5.9900%  |  | $3.50              | $3.59              | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB722547 | 2033-08-01      | 5.5080%  |  | $32.09             | $32.61             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB686007 | 2033-01-01      | 6.1050%  |  | $2.42              | $2.48              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV5576 | 2044-02-01      | 4.5000%  |  | $2156109.06        | $2182299.31        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAQ0486 | 2042-11-01      | 6.1650%  |  | $71477.07          | $75080.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $121241.88         | $120328.19         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX JUAL7034 | 2043-11-01      | 5.8930%  |  | $105.12            | $109.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1173 | 2049-06-01      | 4.0000%  |  | $2739669.24        | $2707118.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  |  | $5101144.59        | $5141382.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  |  | $1312021.83        | $1404567.18        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAL3950 | 2043-08-01      | 6.2190%  |  | $138615.04         | $143566.85         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAJ9274 | 2042-01-01      | 6.0910%  |  | $13.00             | $13.65             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  |  | $165.44            | $153.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  |  | $635544.59         | $621676.30         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 779214 X     | 2042-05-15      | 3.5000%  |  | $385719.81         | $369320.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  |  | $1883283.53        | $1969257.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $926.95            | $956.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  |  | $7915278.13        | $8199209.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $1807.53           | $1822.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $666256.12         | $670430.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  |  | $849788.86         | $887348.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $125.70            | $131.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  |  | $565173.80         | $543825.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $247923.02         | $246665.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $597248.34         | $627986.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  |  | $455705.03         | $462174.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  |  | $731383.78         | $763710.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  |  | $18188.95          | $18378.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $6.15              | $6.32              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  |  | $9.25              | $9.74              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $15.94             | $17.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $417533.66         | $438652.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $131938.94         | $134177.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $3.75              | $3.85              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  |  | $14.19             | $15.11             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  |  | $147670.46         | $148269.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1199067.15        | $1233217.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  |  | $1033732.52        | $1065593.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  |  | $701289.91         | $718694.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  |  | $725497.29         | $745627.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  |  | $483.60            | $516.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  |  | $739973.48         | $751952.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $670.08            | $701.55            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBCA3138 | 2049-02-01      | 5.5610%  |  | $83.32             | $86.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  |  | $14517135.63       | $14364239.55       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6158 | 2033-01-01      | 4.4100%  |  | $26143000.00       | $26722721.03       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6077 | 2033-01-01      | 4.5800%  |  | $17662000.00       | $18234068.26       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5879 | 2031-01-01      | 3.9000%  |  | $8675000.00        | $8734290.74        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5065 | 2032-09-01      | 4.4800%  |  | $11625000.00       | $11945356.59       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4904 | 2030-10-01      | 4.3600%  |  | $1000.00           | $1023.23           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4914 | 2035-11-01      | 4.7400%  |  | $25570000.00       | $26569795.51       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4707 | 2035-09-01      | 4.8400%  |  | $19305000.00       | $20192577.41       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4619 | 2035-08-01      | 4.9600%  |  | $21175000.00       | $22335627.63       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4298 | 2035-07-01      | 4.9600%  |  | $10955000.00       | $11505063.94       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $21056331.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG7990 | 2053-07-01      | 6.5000%  |  | $957460.16         | $1023095.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  |  | $860033.42         | $917607.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  |  | $960640.23         | $1019213.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  |  | $830677.37         | $862543.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF8716 | 2053-03-01      | 6.5000%  |  | $10796308.98       | $11582727.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $1012990.81        | $1025131.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  |  | $970067.39         | $983674.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  |  | $955315.55         | $954391.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  |  | $6144300.00        | $6223906.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4289 | 2049-11-01      | 3.5000%  |  | $2198375.48        | $2115272.00        | Agency Mortgage-Backed Securities |
| FMAC FKAR W9WV7003        | 2035-07-01      | 4.2280%  |  | $1024.00           | $1023.31           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  |  | $2137427.34        | $2126173.55        | Agency Mortgage-Backed Securities |
| FMAC FMAR 2B4626 G        | 2045-09-01      | 6.3800%  |  | $45.50             | $46.93             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  |  | $660987.60         | $669875.90         | Agency Mortgage-Backed Securities |
| FMAC FMAR 849012 G        | 2043-03-01      | 6.0420%  |  | $10.63             | $11.12             | Agency Mortgage-Backed Securities |
| FMAC FMAR 1B7650 G        | 2038-02-01      | 5.3710%  |  | $23.06             | $23.31             | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G07539 G | 2043-11-01      | 4.5000%  |  | $3229575.84        | $3272474.30        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  |  | $1638679.54        | $1589676.11        | Agency Mortgage-Backed Securities |
| FMAC FMAR 842010 G        | 2055-08-01      | 5.6330%  |  | $93719.76          | $96455.09          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $74.19             | $77.11             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3625 | 2035-05-01      | 4.6800%  |  | $617000.00         | $637659.01         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $16183552.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $890378.94         | $952696.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  |  | $956482.03         | $1012441.44        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY0363 | 2053-06-01      | 4.4580%  |  | $5618795.99        | $5666891.01        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBY0346 | 2053-06-01      | 4.4710%  |  | $956.66            | $965.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX9742 | 2053-04-01      | 4.5000%  |  | $3317493.30        | $3313130.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  |  | $825529.63         | $853552.51         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBX7051 | 2053-05-01      | 5.1720%  |  | $812.43            | $833.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  |  | $950089.49         | $945693.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $995230.23         | $1005019.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9958 | 2052-09-01      | 5.0000%  |  | $845228.22         | $857393.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  |  | $14241.76          | $14190.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $961398.78         | $1028630.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  |  | $36.99             | $38.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $242015.47         | $248408.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $570773.89         | $609173.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  |  | $354312.19         | $373904.71         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LB973870 | 2038-05-01      | 6.7710%  |  | $174409.20         | $181316.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  |  | $471791.98         | $503548.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  |  | $8.97              | $9.50              | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9244 | 2028-08-01      | 4.4300%  |  | $1000.00           | $1015.65           | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX HYAN5478 | 2027-05-01      | 3.1200%  |  | $937.69            | $931.66            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7054 M     | 2050-12-20      | 3.5000%  |  | $360.74            | $342.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  |  | $888131.58         | $935573.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  |  | $323.54            | $310.42            | Agency Mortgage-Backed Securities |
| FMAC FMAR 840633 G        | 2045-05-01      | 6.2310%  |  | $77763.14          | $81114.74          | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAO9624 | 2042-07-01      | 6.3620%  |  | $19.40             | $20.38             | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13799878.39       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10269375.56       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0311 | 2034-01-01      | 4.5700%  |  | $5466000.00        | $5644396.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  |  | $868096.23         | $930107.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4504 | 2053-08-01      | 6.5000%  |  | $916576.94         | $981142.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  |  | $1022121.88        | $1093889.60        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBL3399 | 2029-08-01      | 2.5600%  |  | $932.94            | $900.07            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $10135356.25       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4804 | 2035-09-01      | 4.8500%  |  | $14263000.00       | $14857236.20       | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.650 WNWN4078 | 2035-02-01      | 4.6500%  |  | $1000.00           | $1026.21           | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4830 | 2035-09-01      | 4.7600%  |  | $18743000.00       | $19392628.22       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SOBM7838 | 2054-11-01      | 6.2540%  |  | $1041158.87        | $1091395.07        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13580596.64       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4940 | 2035-09-01      | 4.8200%  |  | $2862000.00        | $2984522.54        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ4292 | 2030-07-01      | 4.5200%  |  | $3053214.00        | $3140030.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0122 M     | 2040-01-20      | 5.5000%  |  | $373842.60         | $385436.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8004 C     | 2056-02-20      | 6.0000%  |  | $2857140.00        | $2999155.10        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0386       | 2061-01-15      | 5.0000%  |  | $1002.17           | $1039.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $4467552.75        | $4569905.37        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5438 | 2032-11-01      | 4.4400%  |  | $1000.00           | $1024.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  |  | $1871.08           | $1935.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7829 C     | 2056-01-20      | 5.5000%  |  | $35338026.12       | $36644374.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $62889707.16       | $63348243.00       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  |  | $1600000.00        | $1652683.20        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ6183 | 2036-01-01      | 4.6400%  |  | $19536000.00       | $20129877.03       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBAJ5356 | 2041-11-01      | 6.3100%  |  | $18.48             | $19.31             | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX AM462406 | 2037-09-01      | 6.3910%  |  | $114.87            | $116.77            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX AM462212 | 2036-03-01      | 5.7000%  |  | $67.02             | $65.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  |  | $826876.63         | $849714.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  |  | $833.96            | $824.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  |  | $89761.18          | $89749.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $136.04            | $131.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  |  | $755983.16         | $808897.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  |  | $248625.61         | $239223.78         | Agency Mortgage-Backed Securities |
| GNMA GNAR AT MA8005 M     | 2052-04-20      | 2.0000%  |  | $336861.74         | $336938.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  |  | $937355.63         | $925496.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF8046 C     | 2051-07-20      | 3.0000%  |  | $1338712.38        | $1214305.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $783369.87         | $821106.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $294755.85         | $298152.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1529 | 2054-05-01      | 6.0000%  |  | $10097850.72       | $10517803.50       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ1585 | 2029-08-01      | 4.6500%  |  | $13623000.00       | $14027961.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $765.37            | $802.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  |  | $601.57            | $599.35            | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBO8856 | 2049-11-01      | 2.9720%  |  | $64138.71          | $62567.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  |  | $1063841.13        | $1074362.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  |  | $1056041.87        | $1091775.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  |  | $841654.73         | $878923.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  |  | $917628.24         | $877940.62         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  |  | $158012.66         | $156813.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  |  | $805165.41         | $840606.64         | Agency Mortgage-Backed Securities |
| FMAC FKAR 04.500 WNWN2380 | 2029-12-01      | 4.5000%  |  | $19974577.80       | $20438007.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $172722578.88      | $171267544.70      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  |  | $716272.93         | $767430.17         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBH5454 | 2047-06-01      | 3.5640%  |  | $835127.74         | $846142.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  |  | $827339.54         | $871508.99         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0709 | 2034-04-01      | 4.9300%  |  | $193000.00         | $202963.93         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX LBBN5994 | 2049-01-01      | 3.8440%  |  | $521892.02         | $520530.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  |  | $993939.74         | $1019863.78        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q43258 G | 2046-09-01      | 3.5000%  |  | $8438859.78        | $8186240.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV8313 | 2052-04-01      | 3.5000%  |  | $14412349.76       | $13679824.47       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $4161626.31        | $4251177.11        | Agency Mortgage-Backed Securities |
| GNMA GNHA ML DQ3815 H     | 2076-01-20      | 5.8920%  |  | $1001.00           | $1028.60           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.670%, 3/2/2026
- **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):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 E 34 | 2034-08-15      | 3.8750%  |  | $389251300.00      | $388626368.87      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  |  | $453550000.00      | $401812316.14      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27 | 2027-06-30      | 0.5000%  |  | $397674000.00      | $382473350.77      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43   | 2043-11-15      | 4.7500%  |  | $169708800.00      | $176212619.73      | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  |  | $194181900.00      | $134930421.58      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47   | 2047-08-15      | 2.7500%  |  | $546228900.00      | $403155493.17      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27   | 2027-01-15      | 2.3750%  |  | $373633722.02      | $379971346.76      | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26   | 2026-05-28      | 0.0000%  |  | $418255600.00      | $414495482.16      | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28 | 2028-07-15      | 0.7500%  |  | $378456650.00      | $378322632.44      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.680%, 3/2/2026
- **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:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 03.000 CNMA2915 | 2027-02-01      | 3.0000%  |  | $24.37             | $24.28             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $8691.91           | $8888.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $1652642.67        | $1716587.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8893 | 2051-02-01      | 2.0000%  |  | $1308546.85        | $1091921.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $625.14            | $524.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7628 | 2050-11-01      | 2.0000%  |  | $663.89            | $560.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $55753.56          | $52116.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2773 | 2036-10-01      | 3.0000%  |  | $158.86            | $152.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $43059.63          | $40695.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $53637.21          | $52301.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA3586 | 2029-02-01      | 4.0000%  |  | $89210.41          | $89415.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $91381.35          | $92038.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  |  | $109629.57         | $105494.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8971 | 2051-02-01      | 3.0000%  |  | $507.78            | $463.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  |  | $4366046.97        | $4498440.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $27567.39          | $28136.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $234491.90         | $236682.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $1220.89           | $1261.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS7354 | 2053-02-01      | 7.0000%  |  | $1859240.86        | $2025833.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  |  | $37511856.03       | $37960802.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  |  | $79806.19          | $80343.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  |  | $112018.00         | $113270.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  |  | $1381640.01        | $1215639.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $59462.03          | $50227.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $327101.95         | $274335.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $539497.23         | $492578.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8689 | 2054-06-01      | 5.5000%  |  | $48397630.48       | $49473133.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $505373.74         | $516783.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $125868.68         | $127074.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  |  | $949.91            | $962.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $576.85            | $617.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $102103.52         | $104442.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7289 | 2053-10-01      | 5.0000%  |  | $747.04            | $763.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  |  | $2522410.23        | $2654035.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  |  | $830.63            | $840.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $27357.12          | $26653.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1311896.98        | $1328411.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  |  | $805.30            | $817.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $69093215.38       | $71747792.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7561 | 2053-02-01      | 4.0000%  |  | $743512.21         | $729606.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $82382955.09       | $80944292.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $221049.72         | $203265.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $1331503.09        | $1223800.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP8110 | 2050-08-01      | 2.0000%  |  | $553.34            | $462.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0318 | 2056-02-01      | 5.5000%  |  | $9006.00           | $9205.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9693 | 2056-01-01      | 5.0000%  |  | $998.52            | $1006.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  |  | $998.04            | $1010.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $1000.75           | $1029.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $16506.71          | $14284.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  |  | $22593799.18       | $24275284.93       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  |  | $6727785.49        | $6929406.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $9240.46           | $9158.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  |  | $24508.18          | $25007.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $423806.59         | $432359.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $26136394.45       | $26674574.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $38044.96          | $38923.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $21758.47          | $22511.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $2451558.87        | $2481372.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $665.76            | $689.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $975617.93         | $997639.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $986837.49         | $1019541.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $104584843.03      | $106993664.35      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  |  | $853.29            | $830.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $408485.30         | $420487.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $739781.43         | $735437.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $84090666.47       | $87330707.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $2822030.00        | $2856349.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $1567050.41        | $1606256.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  |  | $360442.33         | $312242.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9491 | 2054-11-01      | 5.5000%  |  | $1005611.87        | $1030807.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  |  | $7112342.59        | $7351162.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $611532.00         | $621345.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9138 | 2054-09-01      | 5.5000%  |  | $891.44            | $921.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $1880.10           | $1898.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  |  | $828.56            | $875.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $595722.38         | $624710.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $570140.06         | $589252.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $28842.66          | $29688.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  |  | $790.30            | $828.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $11659647.54       | $11178509.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $26.08             | $26.72             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $11.01             | $11.33             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $12.65             | $12.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC9872 | 2054-12-01      | 4.0000%  |  | $3869132.64        | $3767079.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC8501 | 2054-12-01      | 5.5000%  |  | $144278.82         | $147239.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $1654020.04        | $1610393.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5981 | 2054-11-01      | 5.5000%  |  | $70204.67          | $71624.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  |  | $986.15            | $1043.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $5461073.88        | $5574916.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX6919 | 2055-02-01      | 5.0000%  |  | $1676101.51        | $1690712.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  |  | $5639305.21        | $5768604.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  |  | $926.78            | $957.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX3039 | 2055-01-01      | 6.5000%  |  | $703.20            | $733.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX1669 | 2054-12-01      | 5.0000%  |  | $1449607.06        | $1468766.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  |  | $233.40            | $232.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NPAE0287 | 2038-02-01      | 5.5000%  |  | $55478.24          | $56552.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0113 | 2040-07-01      | 4.0000%  |  | $42097.15          | $42169.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  |  | $1319757.10        | $1378101.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0927 | 2040-03-01      | 5.5000%  |  | $2926295.17        | $3055664.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $298477.62         | $314470.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA6007 | 2046-03-01      | 4.5000%  |  | $3268691.00        | $3272090.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  |  | $999.08            | $1005.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  |  | $947163.90         | $991412.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  |  | $994.95            | $1010.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  |  | $21573645.29       | $22495259.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  |  | $4264183.52        | $4350031.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2061 | 2052-06-01      | 4.0000%  |  | $170001.63         | $166109.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2026 | 2052-05-01      | 3.5000%  |  | $705.34            | $677.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  |  | $37219154.90       | $37970320.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $3947523.33        | $4028807.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $621181.09         | $615010.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  |  | $165519.21         | $161253.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFS7510 | 2039-04-01      | 5.5000%  |  | $5399.99           | $5568.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  |  | $19893489.62       | $19821873.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2622020.83        | $2724301.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  |  | $1806121.32        | $1856996.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  |  | $4989756.82        | $5149470.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2401565.18        | $2450274.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  |  | $10584965.49       | $10798371.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  |  | $24700.13          | $25599.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0803 | 2055-02-01      | 4.5000%  |  | $30104178.04       | $29957179.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $269893.50         | $268174.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1037461.43        | $1058424.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  |  | $36889.17          | $36725.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $275185.25         | $278589.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  |  | $2981513.32        | $2935994.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW0922 | 2052-06-01      | 4.0000%  |  | $599714.59         | $588059.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9941 | 2052-06-01      | 3.5000%  |  | $725.09            | $690.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $700.52            | $638.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  |  | $709950.81         | $617203.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6358 | 2055-12-01      | 4.5000%  |  | $920.62            | $919.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $61692.16          | $60542.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $268390.22         | $243187.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  |  | $41121.86          | $41101.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $59364.70          | $51628.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8252 | 2052-02-01      | 2.0000%  |  | $1873282.56        | $1574876.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $702.65            | $686.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1245881.35        | $1300127.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4142 | 2056-03-01      | 5.5000%  |  | $639503.00         | $665008.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG1128 | 2056-02-01      | 6.0000%  |  | $1000.00           | $1046.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  |  | $654.20            | $551.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  |  | $8289185.18        | $6911285.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  |  | $5753168.77        | $4827181.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $103774833.08      | $87394436.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $23509882.19       | $19799069.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  |  | $77171389.05       | $64399635.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $991162.25         | $831286.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  |  | $110001087.26      | $92257410.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $622.33            | $521.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8024 | 2050-12-01      | 2.5000%  |  | $684.04            | $602.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  |  | $982668.90         | $1002471.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $906571.03         | $924912.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  |  | $62849.11          | $65533.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2680 | 2054-10-01      | 6.5000%  |  | $18227.35          | $19099.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  |  | $790.56            | $826.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1696000.44        | $1778589.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  |  | $41529.91          | $42413.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  |  | $3598816.49        | $3882545.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1885 | 2052-02-01      | 2.5000%  |  | $814.71            | $706.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1871 | 2052-05-01      | 3.0000%  |  | $805.39            | $736.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  |  | $1306.43           | $1288.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  |  | $249551.70         | $254585.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2600 | 2052-05-01      | 3.0000%  |  | $11929914.88       | $10911263.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  |  | $723971.60         | $721622.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS1492 | 2033-11-01      | 3.0000%  |  | $420.59            | $412.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $688.25            | $657.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $34902.73          | $31608.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4801 | 2055-08-01      | 5.5000%  |  | $994.49            | $1014.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $10933109.26       | $11290230.77       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  |  | $722.80            | $747.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $19151586.88       | $19552778.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1109 | 2054-03-01      | 5.5000%  |  | $769.53            | $785.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $19657267.52       | $20360866.64       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $65452729.72       | $66800481.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  |  | $885.36            | $898.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1121473.28        | $1158105.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  |  | $4533584.73        | $4785160.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  |  | $798.46            | $816.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $2992277.69        | $3094775.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  |  | $38663356.07       | $41803885.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0093 | 2053-10-01      | 6.0000%  |  | $801.28            | $831.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL3898 | 2053-04-01      | 4.5000%  |  | $1001.35           | $997.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL3247 | 2053-07-01      | 4.5000%  |  | $979.45            | $978.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5018 | 2050-12-01      | 2.5000%  |  | $575.82            | $507.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4967 | 2050-12-01      | 2.5000%  |  | $17413.13          | $15365.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4947 | 2050-12-01      | 2.0000%  |  | $459402.06         | $385293.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $53871.69          | $55822.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  |  | $6967565.54        | $6670000.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $760208.15         | $642576.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $43951.78          | $40213.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $1820616.57        | $1506120.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  |  | $92922453.43       | $77965417.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $91206612.93       | $80376151.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $566.04            | $498.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS9581 | 2051-11-01      | 2.0000%  |  | $926.44            | $768.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  |  | $906.41            | $899.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS9876 | 2052-01-01      | 3.5000%  |  | $8326537.69        | $7873755.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  |  | $2595351.02        | $2658966.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8840 | 2036-01-01      | 3.0000%  |  | $1602673.45        | $1558165.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $967589.89         | $1015867.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $93299.08          | $80737.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $85534.92          | $87830.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8362 | 2054-06-01      | 5.5000%  |  | $4358133.30        | $4480192.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $97889201.47       | $92357265.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  |  | $51101.49          | $52801.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $86912.43          | $79601.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $146.08            | $145.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $835.96            | $868.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $12619811.83       | $13620405.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $347997.94         | $344918.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $25247.04          | $25911.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $101794.90         | $94537.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $648218.58         | $655472.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $23091429.70       | $21972991.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5543 | 2053-01-01      | 6.0000%  |  | $384335.85         | $399328.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $159409.15         | $144481.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3462 | 2033-12-01      | 3.5000%  |  | $1117309.38        | $1111636.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $102763.63         | $96844.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1138232.35        | $1183786.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $44549.28          | $43753.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  |  | $590.40            | $618.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $1696101.37        | $1477178.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $94383.78          | $88934.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $132.82            | $134.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $91.17             | $89.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $78.18             | $75.49             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $19708.68          | $19558.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1471 | 2033-06-01      | 2.5000%  |  | $239737.78         | $230473.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $35382.71          | $35163.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $648774.05         | $650044.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4544 | 2050-10-01      | 2.0000%  |  | $176459.41         | $147218.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $24339.72          | $24508.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $68658.92          | $65249.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $24029.20          | $23431.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  |  | $3212667.64        | $3193645.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $63035.90          | $55311.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  |  | $7418279.07        | $7323947.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  |  | $39286.06          | $41374.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $34922.69          | $34641.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  |  | $41182.04          | $41799.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  |  | $878.79            | $906.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $941698.08         | $959712.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0230 | 2054-11-01      | 5.0000%  |  | $445650.99         | $451884.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $23807577.53       | $24416152.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  |  | $852.07            | $887.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $384.29            | $375.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  |  | $38243279.75       | $39120130.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0705 | 2052-10-01      | 4.5000%  |  | $916.96            | $913.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $14245072.26       | $14738882.43       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0446 | 2054-05-01      | 6.0000%  |  | $981.10            | $1012.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8760 | 2051-09-01      | 3.5000%  |  | $547.02            | $519.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $791513.96         | $722910.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $158702.80         | $151575.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8944 | 2051-09-01      | 3.5000%  |  | $289700.69         | $275486.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $48474.62          | $46282.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7774 | 2036-07-01      | 2.0000%  |  | $99961.85          | $93073.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  |  | $26626.48          | $26108.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $477223.13         | $394487.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM7043 | 2036-03-01      | 2.5000%  |  | $42993.68          | $41160.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM6893 | 2049-04-01      | 5.5000%  |  | $2676501.36        | $2789319.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM6627 | 2049-09-01      | 4.5000%  |  | $358.27            | $360.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $11330.68          | $10557.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  |  | $136623.66         | $138611.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7145 | 2034-07-01      | 4.5000%  |  | $193.68            | $196.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM5837 | 2050-05-01      | 4.5000%  |  | $29800.49          | $29769.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $14538.26          | $14258.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM6213 | 2050-12-01      | 3.5000%  |  | $45138.39          | $42928.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7277217.72        | $7022135.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7525 | 2045-03-01      | 4.0000%  |  | $844739.90         | $840850.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL7349 | 2039-10-01      | 6.5000%  |  | $252529.78         | $267393.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  |  | $2977566.18        | $2962466.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $28565.14          | $28454.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $16.48             | $16.78             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $30672.17          | $30737.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  |  | $3953776.97        | $3804382.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  |  | $29702.55          | $27987.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $55926.09          | $55370.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB6801 | 2042-11-01      | 3.5000%  |  | $160.70            | $155.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $61330.95          | $60760.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  |  | $159.55            | $154.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $35611.65          | $31214.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $312578.94         | $301103.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  |  | $1242.80           | $1085.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $3538802.99        | $3096164.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $21447.13          | $20983.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4831 | 2049-12-01      | 4.5000%  |  | $75742.55          | $75805.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $32510.64          | $32043.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1634042.62        | $1558087.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4016 | 2049-08-01      | 3.0000%  |  | $66053.89          | $60792.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3955 | 2049-08-01      | 3.5000%  |  | $127104.64         | $121001.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  |  | $7335.55           | $7262.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $132.25            | $132.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7503 | 2056-02-01      | 5.5000%  |  | $33981908.00       | $34672224.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA6785 | 2056-02-01      | 6.5000%  |  | $1000.00           | $1053.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA6734 | 2056-02-01      | 4.5000%  |  | $934072.00         | $927280.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6448 | 2056-01-01      | 5.0000%  |  | $1000.00           | $1017.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $77892.43          | $78742.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $570821.30         | $583357.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7061 | 2052-04-01      | 3.0000%  |  | $31263.85          | $28294.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $4430688.53        | $4407019.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $352112.25         | $353516.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $20843.94          | $21109.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $761.53            | $758.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $4955430.09        | $4929959.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $43348.48          | $43530.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $87951729.55       | $87473008.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $230771.43         | $235804.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  |  | $2654228.06        | $2675199.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $172872.48         | $180256.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4342.96           | $4380.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL2377 | 2041-06-01      | 4.5000%  |  | $740169.28         | $749376.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL0913 | 2041-07-01      | 6.0000%  |  | $636787.76         | $675786.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL3070 | 2050-09-01      | 3.0000%  |  | $287158.44         | $267512.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2900 | 2055-09-01      | 6.0000%  |  | $23953212.14       | $24948715.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  |  | $60588235.43       | $63067337.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1219 | 2051-07-01      | 3.5000%  |  | $489919.54         | $465883.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $3132.12           | $2859.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $201752.32         | $170519.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  |  | $714.83            | $677.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  |  | $254621.15         | $210472.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $4709777.51        | $4572618.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $829488.75         | $806526.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $64.15             | $66.23             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $59356.18          | $57559.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $6164.18           | $6428.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  |  | $22567.26          | $24142.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8216 | 2054-06-01      | 5.5000%  |  | $746.45            | $764.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $735767.69         | $788365.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5070 | 2054-05-01      | 6.0000%  |  | $875.14            | $904.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $368.95            | $351.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $1430034.53        | $1450614.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  |  | $5691443.11        | $5886308.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1678 | 2052-04-01      | 4.0000%  |  | $733.71            | $714.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $770615.50         | $703145.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0629 | 2052-02-01      | 3.0000%  |  | $693.26            | $636.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0454 | 2052-01-01      | 3.0000%  |  | $47929.83          | $43714.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  |  | $39129.73          | $34921.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2696587.49        | $2480608.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  |  | $612.25            | $593.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $966315.10         | $886596.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  |  | $305607.07         | $279519.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0840 | 2052-03-01      | 3.0000%  |  | $687.51            | $626.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9499 | 2051-11-01      | 2.5000%  |  | $96120.89          | $84684.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $534533.67         | $490395.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $167574.59         | $163850.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9080 | 2051-10-01      | 2.0000%  |  | $748756.72         | $630351.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $109.34            | $105.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $9967128.77        | $9637334.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $9904761.30        | $9573850.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS9327 | 2032-03-01      | 3.0000%  |  | $240519.95         | $236068.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $9483.39           | $7886.24           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $222.92            | $225.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $110399.86         | $111412.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $42108.19          | $41127.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $91064.62          | $88094.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $232750.11         | $202562.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $258681.08         | $214387.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4516 | 2037-01-01      | 2.0000%  |  | $607.37            | $564.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2329308.93        | $2385345.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $26438.23          | $26679.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $16901.60          | $17314.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $2817242.83        | $2803942.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  |  | $2289693.77        | $2310459.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  |  | $6852.25           | $6969.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $3051420.21        | $2559108.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  |  | $23786.78          | $24302.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $53941.79          | $44607.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $210749.91         | $216280.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $48048.85          | $48814.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  |  | $768.49            | $811.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $3355152.10        | $3426972.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5716 | 2049-04-01      | 3.5000%  |  | $1595.21           | $1515.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  |  | $991807.10         | $1027762.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $41134.88          | $35596.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5054 | 2052-12-01      | 5.5000%  |  | $90504.59          | $92633.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5027 | 2053-02-01      | 4.0000%  |  | $843.66            | $822.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  |  | $36645.14          | $31949.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4798 | 2038-04-01      | 3.0000%  |  | $147418.28         | $142609.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $142640.24         | $149051.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $176256.30         | $184676.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $28.32             | $28.36             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.250 CA994977 | 2036-06-01      | 5.2500%  |  | $26150.89          | $26346.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $1963234.17        | $2051360.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $64740.93          | $59422.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  |  | $11945133.66       | $12447227.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $295.69            | $294.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $21606.57          | $22485.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4905 | 2053-10-01      | 6.0000%  |  | $8020369.66        | $8314727.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $62658061.54       | $64790078.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $499766.59         | $532423.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  |  | $391565.83         | $386180.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $299338.71         | $277547.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $262.70            | $243.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $213.16            | $204.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7928 | 2046-09-01      | 3.0000%  |  | $173.90            | $161.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $341072.15         | $316629.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $22412055.59       | $20867274.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5713 | 2045-09-01      | 3.5000%  |  | $4476983.37        | $4315972.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $76755.43          | $74191.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $18290726.52       | $17808288.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $32736.60          | $32369.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  |  | $162224.54         | $156511.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $172.69            | $166.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $646592.61         | $625659.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $707880.98         | $702546.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2246 | 2053-09-01      | 4.5000%  |  | $5092195.46        | $5075671.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2127 | 2055-08-01      | 6.0000%  |  | $1009.03           | $1061.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  |  | $1085.45           | $1134.41           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1450 | 2055-05-01      | 5.0000%  |  | $2291001.74        | $2323261.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  |  | $921.86            | $917.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  |  | $2189047.61        | $2292086.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  |  | $1048.67           | $1064.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  |  | $974690.64         | $998098.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8352 | 2053-03-01      | 6.0000%  |  | $3417570.42        | $3592117.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7042 | 2053-02-01      | 5.0000%  |  | $2629.90           | $2686.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $11769278.67       | $12078448.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  |  | $1649.75           | $1728.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  |  | $6615655.17        | $6839087.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  |  | $9294936.01        | $9875529.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1429 | 2046-12-01      | 3.0000%  |  | $13378.75          | $12584.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM1056 | 2049-06-01      | 5.5000%  |  | $82390.52          | $86247.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  |  | $5081508.77        | $5247471.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $26254.67          | $26582.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $36071.29          | $35959.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $31919.43          | $31169.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  |  | $721.03            | $682.96            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  |  | $19134473.24       | $19585094.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  |  | $947.39            | $962.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3056 | 2054-12-01      | 5.0000%  |  | $956.80            | $972.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3076 | 2054-12-01      | 5.5000%  |  | $8035459.88        | $8310692.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6501 | 2053-11-01      | 5.5000%  |  | $93271.27          | $96987.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLAB3658 | 2041-10-01      | 3.5000%  |  | $26556.18          | $25508.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  |  | $64626155.35       | $66219139.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $162.27            | $163.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CLAL7426 | 2038-03-01      | 8.0000%  |  | $235765.51         | $250628.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFS3009 | 2042-05-01      | 2.0000%  |  | $74391.92          | $65758.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0357 | 2051-12-01      | 3.0000%  |  | $59992.42          | $55778.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2516 | 2052-07-01      | 4.0000%  |  | $44131.65          | $43104.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $85487.96          | $87663.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $185160.49         | $166669.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  |  | $135193.85         | $138824.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB3899 | 2026-11-01      | 3.0000%  |  | $48400.13          | $48256.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  |  | $1550.88           | $1570.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $1643745.70        | $1724220.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $72758.83          | $60328.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  |  | $144507.55         | $121247.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1045060.07        | $985353.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $49212851.60       | $51226258.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $54.17             | $53.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1386707.40        | $1421974.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD7772 | 2052-03-01      | 2.0000%  |  | $805.26            | $665.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $768.17            | $777.63            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  |  | $90364.10          | $78954.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $29662611.59       | $30695859.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $43968.07          | $37023.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  |  | $115877.42         | $110575.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM5267 | 2050-12-01      | 2.5000%  |  | $342170.65         | $299253.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2889028.90        | $2921241.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  |  | $1532529.42        | $1643889.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $654.18            | $545.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4460 | 2048-11-01      | 3.5000%  |  | $244056.58         | $233217.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $529935.99         | $522014.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  |  | $545.21            | $476.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  |  | $11466665.80       | $11411281.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  |  | $897.40            | $926.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  |  | $705.42            | $754.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $83885.86          | $82632.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $34399.31          | $34690.71          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  |  | $820.28            | $862.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $5506873.84        | $5336754.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3014 | 2054-12-01      | 5.0000%  |  | $1012.37           | $1028.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  |  | $50206825.57       | $51874506.63       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  |  | $933.97            | $968.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $927.42            | $964.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3481 | 2055-02-01      | 5.5000%  |  | $4403.74           | $4553.26           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $808.34            | $838.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $227.19            | $232.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN7488 | 2036-09-01      | 2.5000%  |  | $38041.62          | $36525.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6926 | 2054-10-01      | 4.0000%  |  | $3754807.60        | $3655770.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  |  | $5193.38           | $5405.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4019 | 2054-09-01      | 5.5000%  |  | $297426.43         | $308194.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $138769.22         | $137541.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  |  | $1388.84           | $1466.51           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6303 | 2053-06-01      | 6.0000%  |  | $791.76            | $821.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  |  | $196244.76         | $202917.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  |  | $917.58            | $950.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1976 | 2054-07-01      | 6.5000%  |  | $921.11            | $982.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $7948939.69        | $8345579.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1957 | 2054-07-01      | 5.5000%  |  | $876.53            | $904.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $2754084.92        | $2824265.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $49386007.81       | $50444953.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $940574.77         | $972241.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $2259680.25        | $2352140.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $9254386.23        | $9682386.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $951739.46         | $1010433.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $52332.10          | $53548.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $810.62            | $819.91            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $80946.91          | $83395.02          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ9419 | 2055-11-01      | 5.5000%  |  | $142294.22         | $146637.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ7816 | 2055-11-01      | 5.0000%  |  | $967.04            | $979.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ6882 | 2055-11-01      | 5.5000%  |  | $5107.14           | $5296.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ6291 | 2055-10-01      | 6.0000%  |  | $992.00            | $1026.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4964 | 2055-10-01      | 5.5000%  |  | $988.41            | $1014.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ4763 | 2055-10-01      | 5.5000%  |  | $1061155.91        | $1090551.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  |  | $8642455.01        | $8902768.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ3177 | 2055-09-01      | 5.0000%  |  | $984.43            | $1000.82           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ2341 | 2055-09-01      | 6.5000%  |  | $229135.76         | $239455.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  |  | $95562.64          | $97525.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  |  | $1804648.46        | $1933100.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  |  | $989.12            | $1011.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $81073.77          | $70674.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1538240.93        | $1290707.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $764.49            | $725.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY5616 | 2045-06-01      | 3.5000%  |  | $30793400.70       | $29765109.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $904.26            | $911.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $659539.46         | $643432.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $689.82            | $710.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8954 | 2051-10-01      | 2.5000%  |  | $584098.45         | $508616.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ6847 | 2054-10-01      | 4.0000%  |  | $1096926.19        | $1067993.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $75747.66          | $71866.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6798160.36        | $6966599.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  |  | $8796.06           | $8990.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  |  | $5535.34           | $5215.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  |  | $2575990.12        | $2566471.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  |  | $359.02            | $335.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  |  | $6146543.79        | $6242067.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  |  | $2097078.82        | $2017846.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  |  | $832.45            | $860.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $38171894.60       | $37967942.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $1885388.04        | $1903054.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $3832611.29        | $3911916.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $528627.80         | $509617.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $75905.26          | $78082.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $142725.90         | $141464.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3174 | 2043-05-01      | 3.0000%  |  | $1847919.93        | $1742373.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3884 | 2052-02-01      | 3.0000%  |  | $1207054.30        | $1096146.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $33357.06          | $31451.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $826.38            | $858.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $399.10            | $378.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKDA9397 | 2054-02-01      | 6.0000%  |  | $1183032.50        | $1202612.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  |  | $926738.32         | $927588.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $4874955.41        | $4605968.92        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60506 G | 2046-04-01      | 3.5000%  |  | $32878.31          | $31722.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $26177.86          | $25965.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  |  | $317951.17         | $317349.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1921 | 2051-10-01      | 3.5000%  |  | $5124148.05        | $4887216.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  |  | $182.27            | $184.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $1930768.24        | $1608010.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  |  | $4049473.19        | $4233746.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $49.76             | $49.24             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  |  | $985.44            | $1009.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4189 | 2055-06-01      | 5.5000%  |  | $382806.25         | $393844.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4202 | 2055-06-01      | 6.0000%  |  | $3479519.75        | $3626074.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2561338.57        | $2268758.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  |  | $33854.73          | $31516.82          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G61996 G | 2046-01-01      | 4.0000%  |  | $67936.97          | $67498.02          | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  |  | $137.21            | $144.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  |  | $2357714.91        | $1962855.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $566.79            | $495.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $510.22            | $474.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  |  | $426751.72         | $397217.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4237 | 2051-01-01      | 2.0000%  |  | $1156790.45        | $964617.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  |  | $285375.23         | $226203.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $907.69            | $867.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $426929.61         | $373026.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $292.51            | $267.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $28641.38          | $28183.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $16062.98          | $15840.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  |  | $150.16            | $146.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  |  | $6679447.95        | $6910130.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $25112.50          | $23864.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3265 | 2036-04-01      | 1.5000%  |  | $4243125.09        | $3870537.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  |  | $58323.04          | $59208.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $1000273.62        | $1027133.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9672 | 2055-10-01      | 6.5000%  |  | $1047993.05        | $1097278.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8526 | 2055-09-01      | 5.5000%  |  | $1435969.46        | $1476955.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8242 | 2055-09-01      | 5.5000%  |  | $1241151.53        | $1290661.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6508 | 2055-08-01      | 6.0000%  |  | $1101872.99        | $1151369.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3345 | 2055-11-01      | 6.0000%  |  | $3072930.70        | $3191543.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0230 | 2055-10-01      | 5.5000%  |  | $6929398.66        | $7166364.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  |  | $4208785.58        | $4160114.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $30161.32          | $29824.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  |  | $2038192.20        | $1778925.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $283.12            | $272.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1371287.78        | $1265152.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  |  | $1127817.89        | $938586.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7123 | 2053-09-01      | 6.0000%  |  | $560242.83         | $586394.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $4939823.90        | $5061986.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6031 | 2053-04-01      | 5.0000%  |  | $775.20            | $786.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $361177.91         | $365812.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $416856.60         | $428050.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8087 | 2052-06-01      | 4.0000%  |  | $4407100.39        | $4305353.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA4741 | 2037-08-01      | 4.0000%  |  | $25074.15          | $24926.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5694 | 2048-06-01      | 4.0000%  |  | $132.40            | $130.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9777 | 2051-12-01      | 3.0000%  |  | $5740319.14        | $5208516.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $116667.66         | $110717.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $121784.91         | $124311.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAW3585 | 2044-06-01      | 3.5000%  |  | $2005935.88        | $1936098.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $42532.03          | $41471.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $368737.22         | $343222.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7274 | 2053-02-01      | 6.0000%  |  | $3080283.52        | $3244719.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  |  | $403.23            | $377.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  |  | $4064711.57        | $3928985.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $433574.06         | $459494.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $3490426.78        | $3604442.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $68108.14          | $56999.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  |  | $1768037.21        | $1558340.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $88089.92          | $83993.54          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49036 G | 2047-07-01      | 4.0000%  |  | $2769038.77        | $2746470.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $6535624.44        | $6282419.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  |  | $25841.36          | $25159.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $73390.64          | $71818.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $14217138.64       | $11870222.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $71971.47          | $70073.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  |  | $538.02            | $563.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  |  | $3514913.63        | $3715173.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $55042.34          | $54119.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $5274343.82        | $5384958.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $220913.00         | $211094.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $801.58            | $697.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $110278.78         | $96659.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  |  | $714639.91         | $769137.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $590074.33         | $520458.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  |  | $194732.58         | $179102.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $38122.51          | $31690.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $58809.11          | $58110.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIZS8481 | 2028-02-01      | 2.0000%  |  | $41970.21          | $41282.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  |  | $55978.22          | $58369.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $781097.99         | $790079.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $165838.88         | $167016.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  |  | $83164.37          | $82745.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1884037.65        | $1992628.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $1791745.55        | $1866907.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5191438.76        | $5202776.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  |  | $6438508.28        | $6662067.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $75687.01          | $78639.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $125078.09         | $127158.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $309625.24         | $317560.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  |  | $4048913.54        | $4148420.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4641 | 2052-08-01      | 6.0000%  |  | $1049554.49        | $1121491.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $12948559.68       | $13320017.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $22146175.92       | $23186209.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $56127.83          | $55940.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  |  | $1137.39           | $1152.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0563 | 2055-06-01      | 5.5000%  |  | $10118299.62       | $10496695.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $308567.20         | $321875.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $981.67            | $1040.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0238 | 2055-04-01      | 5.5000%  |  | $3045289.38        | $3155922.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0213 | 2055-04-01      | 5.0000%  |  | $4850686.96        | $4915885.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  |  | $954.33            | $999.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0831 | 2055-08-01      | 5.0000%  |  | $5917745.61        | $6009483.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9651 | 2054-11-01      | 5.5000%  |  | $3566670.50        | $3646108.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  |  | $8067097.90        | $7854319.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $53076.86          | $52026.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $34841.33          | $32785.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA3720 | 2034-05-01      | 4.5000%  |  | $163863.94         | $166360.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $95.13             | $93.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3669 | 2049-05-01      | 5.0000%  |  | $82963.89          | $85227.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $6057015.12        | $5912790.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  |  | $721.51            | $717.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3893 | 2055-11-01      | 5.5000%  |  | $161282.24         | $164551.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS2920 | 2036-07-01      | 3.0000%  |  | $134052.25         | $130330.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS2769 | 2051-06-01      | 2.0000%  |  | $789.50            | $657.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  |  | $305086.42         | $265422.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $87.39             | $89.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $5563730.78        | $5290767.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $2569902.43        | $2599865.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2098500.88        | $2076615.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $32879.01          | $31973.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  |  | $51405488.19       | $47721599.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $932714.01         | $809442.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $84250.82          | $74349.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  |  | $9109662.20        | $8424512.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $267659.87         | $245300.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $2258223.68        | $2246855.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  |  | $1279973.06        | $1115757.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9776 | 2046-08-01      | 3.5000%  |  | $5793.86           | $5573.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $694.47            | $551.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $63439.69          | $59169.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9335 | 2051-10-01      | 2.5000%  |  | $72907.18          | $63407.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $1307896.18        | $1199832.13        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  |  | $2452754.98        | $2475509.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $88679.50          | $85680.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ2763 | 2048-05-01      | 4.5000%  |  | $81477.09          | $82216.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $61636.26          | $64661.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  |  | $63658.38          | $57688.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $1540.48           | $1595.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5622 | 2052-06-01      | 3.0000%  |  | $2906173.73        | $2632896.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  |  | $698.48            | $693.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM5066 | 2050-10-01      | 3.0000%  |  | $374567.14         | $340358.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3526 | 2048-11-01      | 4.5000%  |  | $199593.95         | $194623.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $10123850.51       | $9162415.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $815.76            | $827.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0645 | 2052-02-01      | 3.0000%  |  | $177161.66         | $161694.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  |  | $760.56            | $722.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2114185.53        | $1916755.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  |  | $15270951.98       | $15825995.09       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $687200.41         | $727265.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4489149.77        | $4672806.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $62490.93          | $55076.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFM4860 | 2040-11-01      | 2.5000%  |  | $275944.58         | $254226.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  |  | $2894067.81        | $2886300.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS2857 | 2050-04-01      | 5.5000%  |  | $33684.77          | $34904.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $48073.73          | $49013.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $214314.84         | $205178.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6221 | 2051-11-01      | 3.0000%  |  | $2205902.76        | $1999246.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $72136.91          | $73636.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  |  | $711.33            | $591.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $22518.05          | $22046.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2880 | 2050-04-01      | 3.5000%  |  | $744.90            | $713.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF6838 | 2055-12-01      | 6.0000%  |  | $4683781.53        | $4871616.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5934 | 2055-12-01      | 5.5000%  |  | $988.62            | $1008.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5324 | 2055-12-01      | 6.0000%  |  | $998.32            | $1028.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4064 | 2055-11-01      | 5.5000%  |  | $1993788.72        | $2035355.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE4781 | 2055-08-01      | 6.5000%  |  | $1223062.18        | $1301387.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4298 | 2055-07-01      | 6.0000%  |  | $1678499.90        | $1760186.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1378504.29        | $1450356.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $940407.21         | $1007824.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9902 | 2055-07-01      | 5.5000%  |  | $408200.20         | $416523.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $915.43            | $951.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9868 | 2055-09-01      | 6.0000%  |  | $981.29            | $1038.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $279578.33         | $288475.44         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46715 G | 2047-03-01      | 4.0000%  |  | $2599656.05        | $2582989.37        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  |  | $2699015.48        | $2599267.37        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  |  | $1435426.42        | $1458020.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $45501.77          | $39813.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $273103.31         | $266301.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  |  | $2014.89           | $2000.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1665 | 2055-12-01      | 4.5000%  |  | $59551027.52       | $59383034.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  |  | $3176610.89        | $2941232.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $372340.05         | $356669.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  |  | $1563112.75        | $1550271.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $280737.97         | $286518.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1170307.51        | $1203632.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  |  | $363840.31         | $372289.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $762963.82         | $772516.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6261 | 2056-02-01      | 5.5000%  |  | $646054.00         | $669509.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3362 | 2056-01-01      | 4.5000%  |  | $1004.83           | $1000.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  |  | $1119.16           | $1137.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $1378.14           | $1442.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  |  | $926.33            | $982.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  |  | $1005.77           | $1040.46           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  |  | $902.90            | $923.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4168 | 2055-05-01      | 6.0000%  |  | $929.88            | $968.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  |  | $961.82            | $991.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3985 | 2055-04-01      | 5.5000%  |  | $948.35            | $973.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  |  | $17704860.99       | $18111350.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  |  | $128868.94         | $117832.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $67195.08          | $66614.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $1005077.08        | $924587.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  |  | $504273.21         | $514435.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $178575.58         | $157681.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $107102.05         | $107223.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  |  | $70793.03          | $75066.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $579311.65         | $592978.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $66007.67          | $68610.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $1585.48           | $1584.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $727.89            | $764.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $377990.94         | $404653.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS3983 | 2041-06-01      | 5.5000%  |  | $335486.32         | $349506.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $306.71            | $302.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $645294.40         | $667563.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $70508.45          | $65742.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $29597833.96       | $28216614.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5372 | 2039-05-01      | 6.0000%  |  | $32090.22          | $33349.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  |  | $42270.14          | $43681.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA5746 | 2051-08-01      | 3.5000%  |  | $641.87            | $611.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2734 | 2055-09-01      | 5.5000%  |  | $1064887.77        | $1100159.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $2819.90           | $2985.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2505 | 2055-09-01      | 5.5000%  |  | $3762409.10        | $3894082.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1488644.29        | $1478603.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1596 | 2055-05-01      | 5.5000%  |  | $220115.96         | $226903.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  |  | $888.23            | $921.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  |  | $2190851.38        | $2263743.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $23351.13          | $24061.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  |  | $1622146.09        | $1519977.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $10921.75          | $10833.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $66964.66          | $60794.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  |  | $1436.21           | $1492.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE7459 | 2055-09-01      | 5.0000%  |  | $11416811.36       | $11526140.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  |  | $22594116.34       | $23418784.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1161804.82        | $1176056.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $1654371.79        | $1734928.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $3540.57           | $3227.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $94812.63          | $94177.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $382257.93         | $337952.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  |  | $671.58            | $613.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $257038.40         | $250561.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4676 | 2052-09-01      | 4.5000%  |  | $6218.46           | $6196.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  |  | $143884.55         | $126255.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM0057 | 2032-05-01      | 2.5000%  |  | $119453.99         | $116193.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4137 | 2054-11-01      | 5.5000%  |  | $994.92            | $1015.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3611 | 2055-09-01      | 6.0000%  |  | $6739278.14        | $7017457.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3601 | 2055-11-01      | 6.0000%  |  | $979.47            | $1020.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA3326 | 2055-08-01      | 4.5000%  |  | $12999044.95       | $12966287.35       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3241 | 2054-05-01      | 6.0000%  |  | $12989970.63       | $13667051.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3190 | 2055-10-01      | 6.0000%  |  | $3151881.66        | $3310022.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3162 | 2055-10-01      | 5.0000%  |  | $977.24            | $993.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA2771 | 2053-09-01      | 4.0000%  |  | $2582672.42        | $2544717.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $71269.19          | $66932.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $894.49            | $920.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA2121 | 2055-02-01      | 4.5000%  |  | $3086106.49        | $3074416.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $13027982.13       | $13427854.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  |  | $889079.14         | $897889.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $681.13            | $649.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $804486.92         | $763898.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $624.99            | $582.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1180184.42        | $1044704.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $27773973.57       | $27215324.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $420631.43         | $381351.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2165 | 2051-11-01      | 3.0000%  |  | $1307115.34        | $1200958.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $693.23            | $636.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $850261.72         | $870280.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  |  | $1105719.36        | $1144334.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  |  | $2082008.02        | $2154210.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $900827.63         | $939305.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9587 | 2055-01-01      | 5.5000%  |  | $4254379.41        | $4366049.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  |  | $2266025.02        | $2311645.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  |  | $928.72            | $958.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA5828 | 2040-09-01      | 4.5000%  |  | $1074269.45        | $1081410.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $88418513.39       | $91114688.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5757 | 2055-07-01      | 4.0000%  |  | $2980.34           | $2901.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  |  | $912195.56         | $951159.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $2706.32           | $2760.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5652 | 2040-03-01      | 5.5000%  |  | $111169.39         | $114561.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  |  | $23885.03          | $24608.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $2319442.99        | $2258265.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $89034.61          | $90831.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $28411.08          | $23732.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA0849 | 2055-12-01      | 5.0000%  |  | $997.80            | $1009.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $11342.21          | $10794.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $603681.10         | $597073.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $787.06            | $804.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $418213.86         | $394365.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $176769.79         | $168013.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1512276.73        | $1495715.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  |  | $7187772.16        | $7476319.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  |  | $71483.88          | $66114.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5543.15           | $5538.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $238006.09         | $188460.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $815217.05         | $822161.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $38409.16          | $39178.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  |  | $61092.27          | $60740.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7185 | 2034-01-01      | 4.5000%  |  | $327191.35         | $331790.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4359 | 2054-02-01      | 6.0000%  |  | $756.13            | $780.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $465526.49         | $405438.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $705.44            | $594.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $84008585.96       | $86826672.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  |  | $617841.03         | $630372.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  |  | $4099781.85        | $4156363.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $15880.56          | $15162.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $514965.63         | $531837.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $81956.26          | $81699.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1518848.16        | $1287371.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  |  | $7020187.43        | $7139398.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA8825 | 2054-04-01      | 6.0000%  |  | $200399.86         | $206979.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $57301.78          | $52514.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $642121.77         | $586382.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $36037.01          | $35036.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $3124.56           | $3227.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $274236.08         | $277614.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $77250.71          | $68207.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $948087.95         | $974901.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $2829437.23        | $2384396.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8676 | 2055-09-01      | 6.5000%  |  | $1521374.58        | $1616412.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  |  | $1173.36           | $1184.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  |  | $16903708.04       | $17448805.67       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1354 | 2055-04-01      | 6.0000%  |  | $850.81            | $888.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5789 | 2055-08-01      | 4.0000%  |  | $17461.76          | $17001.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  |  | $626430.48         | $639056.95         | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $1972000.00        | $2045147.29        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $48321200.00       | $49158887.78       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $4081300.00        | $4213956.09        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1797400.00        | $1875962.10        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $100.00            | $101.46            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $945200.00         | $964164.77         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $54200.00          | $55234.03          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $3000000.00        | $3035638.57        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $58640000.00       | $60945695.64       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $33425000.00       | $32225933.89       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $1036000.00        | $938762.64         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $300.00            | $299.08            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $238000.00         | $223307.51         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $22377900.00       | $20367463.03       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $868000.00         | $887617.05         | U.S. Treasuries (including strips) |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $25200.00          | $24999.38          | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $219200.00         | $168569.07         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $1959900.00        | $2059476.11        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $25500000.00       | $26402007.72       | U.S. Treasuries (including strips) |
| FMAC FEPC 06.000 CLRQ0086 | 2056-01-01      | 6.0000%  |  | $4802218.64        | $4949038.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  |  | $10559.83          | $10645.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ5753 | 2056-01-01      | 6.5000%  |  | $998.82            | $1066.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5677 | 2056-01-01      | 5.0000%  |  | $8139181.58        | $8312970.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  |  | $785789.88         | $780596.59         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T65441 G | 2047-10-01      | 3.5000%  |  | $70.65             | $67.00             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  |  | $1479420.31        | $1495414.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  |  | $308.96            | $312.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $397.63            | $385.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $81894.83          | $82832.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $301898.46         | $305007.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1021031.13        | $1033608.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $154449.00         | $156306.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $896145.45         | $945638.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $72740.31          | $73449.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6116 | 2053-01-01      | 6.0000%  |  | $11112662.55       | $11609068.88       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $24900.18          | $26976.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4593 | 2053-08-01      | 6.0000%  |  | $8549228.35        | $8867245.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  |  | $2050993.08        | $2119597.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  |  | $1470692.82        | $1516013.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $798.26            | $777.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6197 | 2052-08-01      | 5.0000%  |  | $1933215.22        | $1992797.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  |  | $997.43            | $1012.89           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4381 | 2055-06-01      | 6.0000%  |  | $6787386.01        | $7134060.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4758 | 2036-01-01      | 2.5000%  |  | $266358.82         | $255234.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $203633.80         | $192009.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $860.43            | $872.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $24404.47          | $23185.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $560856.28         | $567707.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $155176.96         | $158090.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $850062.20         | $769345.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1631484.54        | $1353663.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $755733.77         | $697598.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $292927.31         | $254220.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  |  | $58803.46          | $54094.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  |  | $620.85            | $537.83            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  |  | $119.77            | $117.77            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  |  | $123.67            | $117.54            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC T30397 G | 2037-11-01      | 5.5000%  |  | $93.53             | $97.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1444 | 2055-11-01      | 5.5000%  |  | $998.07            | $1024.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3181 | 2055-09-01      | 5.0000%  |  | $972.15            | $980.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4836 | 2055-09-01      | 5.5000%  |  | $1010.25           | $1042.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  |  | $832925.17         | $870958.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1561 | 2055-09-01      | 5.5000%  |  | $1922377.76        | $1973044.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  |  | $712008.81         | $736054.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  |  | $973.48            | $1009.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0495 | 2055-04-01      | 6.5000%  |  | $752.04            | $797.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0573 | 2055-06-01      | 5.5000%  |  | $7379623.23        | $7682440.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $934.20            | $949.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3115 | 2055-10-01      | 5.5000%  |  | $23119129.70       | $23744784.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $6184402.80        | $6418410.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  |  | $32583.17          | $33428.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  |  | $931.83            | $939.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLMA5796 | 2055-08-01      | 7.5000%  |  | $326677.69         | $351352.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  |  | $962927.25         | $937528.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  |  | $893787.05         | $922984.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  |  | $1521369.16        | $1552311.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6425 | 2054-11-01      | 5.0000%  |  | $3652341.70        | $3681491.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5886 | 2040-11-01      | 5.0000%  |  | $3246155.89        | $3307122.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2511 | 2055-09-01      | 5.5000%  |  | $1373454.87        | $1422299.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1097 | 2055-10-01      | 5.5000%  |  | $1367175.63        | $1413093.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQZ4410 | 2055-10-01      | 6.5000%  |  | $986.73            | $1034.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  |  | $23916489.22       | $24791888.53       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  |  | $957.23            | $1004.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ4669 | 2055-08-01      | 4.5000%  |  | $986.47            | $980.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  |  | $30731948.95       | $31613747.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  |  | $2819857.34        | $2932748.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8003 | 2055-09-01      | 6.0000%  |  | $2860322.31        | $2980805.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $8616619.42        | $8906527.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6572 | 2054-11-01      | 4.0000%  |  | $31909.73          | $31068.08          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8380 | 2040-04-01      | 6.0000%  |  | $6193.71           | $6432.42           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $8558047.74        | $8766480.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  |  | $947170.94         | $989292.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $29128.49          | $30013.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  |  | $968.28            | $1003.09           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0281 | 2055-01-01      | 5.5000%  |  | $447238.59         | $456264.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  |  | $174528.18         | $178050.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $598883.40         | $611097.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0874 | 2055-08-01      | 6.0000%  |  | $5017565.48        | $5231415.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0616 | 2055-03-01      | 6.0000%  |  | $2516640.20        | $2611777.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  |  | $11581725.67       | $11915837.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1207 | 2055-10-01      | 5.0000%  |  | $1046.91           | $1058.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  |  | $1013.25           | $1042.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1164 | 2055-10-01      | 6.0000%  |  | $995.88            | $1036.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  |  | $970.46            | $1000.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1002 | 2055-09-01      | 5.0000%  |  | $5629217.88        | $5735576.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1725 | 2055-12-01      | 6.0000%  |  | $1004.02           | $1041.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1302 | 2052-07-01      | 5.0000%  |  | $274421.91         | $280245.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $782.12            | $745.39            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1904.07           | $1973.18           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $277208.46         | $258366.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $568.14            | $564.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $112550.76         | $111458.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $282831.40         | $288567.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $31213.82          | $31845.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $2234.50           | $2252.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $588780.14         | $600784.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $823.08            | $839.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $263524.58         | $261193.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1187 | 2049-11-01      | 5.0000%  |  | $6704970.34        | $6833538.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1124 | 2054-07-01      | 5.5000%  |  | $3260998.19        | $3343864.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  |  | $10301233.86       | $10802639.55       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $38.97             | $38.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZT0657 | 2040-07-01      | 6.0000%  |  | $270989.53         | $289160.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $122022.64         | $123153.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4759 | 2048-03-01      | 3.5000%  |  | $317804.98         | $303816.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  |  | $30028.14          | $27834.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS3998 | 2044-08-01      | 4.0000%  |  | $112439.15         | $111730.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $152479.57         | $150044.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  |  | $41326.79          | $40621.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K2918243 | 2037-05-01      | 6.0000%  |  | $14724.75          | $15110.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.600 CA913105 | 2037-02-01      | 5.6000%  |  | $64.62             | $65.44             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.350 CA903598 | 2036-08-01      | 5.3500%  |  | $62339.26          | $63377.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $43616.56          | $44443.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CT890756 | 2035-12-01      | 3.0000%  |  | $127665.80         | $121810.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $41131.91          | $39838.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $342003.24         | $359928.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  |  | $3400665.56        | $3470941.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB3898 | 2026-11-01      | 3.0000%  |  | $39562.02          | $39444.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $2439935.53        | $2444778.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $780.07            | $803.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2523 | 2052-08-01      | 3.0000%  |  | $800408.13         | $735808.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3989 | 2055-01-01      | 5.5000%  |  | $937.98            | $964.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA7091 | 2056-03-01      | 5.0000%  |  | $1000.00           | $1013.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $1033.66           | $1060.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  |  | $892.51            | $929.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2319 | 2055-07-01      | 5.5000%  |  | $5661272.38        | $5887945.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $20217.14          | $20375.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  |  | $1866.18           | $1926.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $97822.25          | $97241.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0212 | 2055-04-01      | 5.0000%  |  | $981.19            | $993.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9662 | 2054-10-01      | 5.5000%  |  | $2334133.84        | $2407080.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  |  | $5530458.35        | $5643214.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  |  | $1710.47           | $1766.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $851247.74         | $877321.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0326 | 2055-02-01      | 5.0000%  |  | $935.43            | $947.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9294 | 2055-04-01      | 5.5000%  |  | $458694.31         | $467999.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0498 | 2055-04-01      | 6.5000%  |  | $797.52            | $847.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9632 | 2054-09-01      | 6.5000%  |  | $685.83            | $720.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7399 | 2055-12-01      | 5.0000%  |  | $2984.33           | $3018.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  |  | $717942.95         | $651119.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  |  | $850288.51         | $910706.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2929 | 2055-10-01      | 5.5000%  |  | $999.17            | $1026.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1699 | 2055-12-01      | 5.5000%  |  | $25549147.44       | $26376000.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $5666024.50        | $5780094.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL2313 | 2055-09-01      | 6.0000%  |  | $4062439.01        | $4263811.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $356217.10         | $361407.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  |  | $2873680.81        | $2797884.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  |  | $259853.01         | $268342.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  |  | $1664465.23        | $1681321.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  |  | $363301.45         | $366193.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSL1033 | 2054-01-01      | 4.0000%  |  | $933.43            | $910.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA6447 | 2056-02-01      | 6.0000%  |  | $1000.00           | $1050.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ5582 | 2055-12-01      | 5.5000%  |  | $1100.38           | $1130.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  |  | $352572.06         | $355389.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF3510 | 2055-11-01      | 5.5000%  |  | $2965170.99        | $3025065.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG0404 | 2056-02-01      | 6.0000%  |  | $9000.00           | $9541.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4638 | 2051-03-01      | 4.5000%  |  | $4182060.00        | $4185414.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF8544 | 2055-12-01      | 5.5000%  |  | $996.34            | $1025.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  |  | $1014.05           | $1033.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $47057.42          | $48070.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL995113 | 2036-09-01      | 5.5000%  |  | $220307.26         | $228119.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $30845.38          | $31266.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL974966 | 2038-04-01      | 5.5000%  |  | $136124.59         | $141899.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CZ947554 | 2047-10-01      | 7.0000%  |  | $34470.98          | $35490.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $53891.50          | $54869.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $62184.78          | $61922.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $16491350.39       | $16170905.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  |  | $72382.40          | $73271.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4113 | 2053-03-01      | 4.5000%  |  | $772.87            | $772.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS4049 | 2036-09-01      | 2.5000%  |  | $262617.97         | $251791.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $765.40            | $788.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $71584.07          | $72473.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3856 | 2050-07-01      | 3.5000%  |  | $1685931.94        | $1625232.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $742.44            | $743.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $685.99            | $654.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  |  | $794.58            | $776.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  |  | $64529.91          | $66803.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  |  | $1029.85           | $1002.68           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $727540.10         | $758121.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $48706.50          | $51540.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5371 | 2053-01-01      | 5.0000%  |  | $7741019.97        | $7962143.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $6866174.71        | $7056678.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  |  | $1961403.50        | $2008116.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9306 | 2052-09-01      | 5.0000%  |  | $1913113.23        | $1953478.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $777.89            | $774.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  |  | $4504838.39        | $4557189.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  |  | $105031.05         | $99838.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD9791 | 2052-04-01      | 2.0000%  |  | $31130.40          | $25740.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD8677 | 2052-03-01      | 2.5000%  |  | $33718.48          | $29305.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $692.82            | $610.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $720497.03         | $709483.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9555 | 2049-07-01      | 3.5000%  |  | $2260220.64        | $2161896.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  |  | $4320472.69        | $4279056.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $175423.19         | $165299.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $34782.29          | $35722.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $92.15             | $91.06             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $161.73            | $162.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4673247.77        | $4633174.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $1363461.56        | $1201376.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ7683 | 2055-11-01      | 5.5000%  |  | $1947.78           | $1996.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4124 | 2052-09-01      | 3.5000%  |  | $27861099.98       | $26445192.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4353 | 2055-11-01      | 5.5000%  |  | $19437675.41       | $19968095.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA1667 | 2055-12-01      | 5.0000%  |  | $1019.15           | $1030.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1677 | 2055-12-01      | 5.0000%  |  | $988.90            | $1003.80           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL3531 | 2054-08-01      | 6.5000%  |  | $965.16            | $1014.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $844.89            | $746.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $289673.30         | $275823.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  |  | $37061411.60       | $39289518.95       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6430 | 2054-05-01      | 5.5000%  |  | $9980036.21        | $10328261.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7088 | 2054-11-01      | 5.0000%  |  | $882.57            | $891.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $69769.59          | $57689.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5214 | 2054-04-01      | 5.0000%  |  | $222665.88         | $225119.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  |  | $3843466.99        | $4024261.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  |  | $93640.83          | $96391.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3510 | 2053-06-01      | 6.0000%  |  | $1118457.54        | $1159161.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2473 | 2053-02-01      | 5.0000%  |  | $1963722.44        | $1988703.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  |  | $726.48            | $722.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1850 | 2052-03-01      | 3.0000%  |  | $74317.83          | $68084.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $649556.90         | $627359.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA2356 | 2045-07-01      | 3.0000%  |  | $46849.79          | $42866.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $424459.36         | $412714.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  |  | $18256.16          | $17320.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $581621.67         | $506820.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  |  | $522.54            | $498.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  |  | $1982820.21        | $2074421.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1037920.77        | $1089387.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU3612 | 2051-11-01      | 4.0000%  |  | $1641072.12        | $1600463.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU1416 | 2052-01-01      | 3.0000%  |  | $49285.32          | $45053.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $76471.07          | $77409.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $3208103.12        | $2788019.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  |  | $40733.50          | $39659.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $3235228.51        | $3220605.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $19347.99          | $17533.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $11293.52          | $10995.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $16166.97          | $14060.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $46818.37          | $44146.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  |  | $35903.21          | $29727.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $566770.26         | $494232.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3393 | 2033-06-01      | 4.0000%  |  | $80891.75          | $81451.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3372 | 2033-05-01      | 4.0000%  |  | $53837.71          | $54201.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $52819.38          | $51847.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  |  | $118.32            | $115.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $135.39            | $129.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  |  | $222.98            | $218.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $132087.20         | $129628.61         | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  3.670%, 3/2/2026
- **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:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $55060082.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $52560082.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $39950000.00       | $40174349.51       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $47224792.82       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $29463500.00       | $27828153.66       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $30000000.00       | $29627809.16       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $50000000.00       | $50950707.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  |  | $40000000.00       | $40760566.30       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $444200.00         | $422167.07         | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  |  | $50000000.00       | $50280787.87       | U.S. Treasuries (including strips) |

### Security 139: 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):** $1750992731.92
- **C.18.a - Value (excl. sponsor support):** $1750992731.92
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **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 140: 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):** $1779943010.84
- **C.18.a - Value (excl. sponsor support):** $1779943010.84
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.1300%
- **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 141: 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):** $1815741840.00
- **C.18.a - Value (excl. sponsor support):** $1815741840.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 142: 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):** $640304580.60
- **C.18.a - Value (excl. sponsor support):** $640304580.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 143: 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):** $159827965.08
- **C.18.a - Value (excl. sponsor support):** $159827965.08
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 144: 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):** $1656850147.32
- **C.18.a - Value (excl. sponsor support):** $1656850147.32
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 145: 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):** $1784911063.44
- **C.18.a - Value (excl. sponsor support):** $1784911063.44
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 146: 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):** $867240876.00
- **C.18.a - Value (excl. sponsor support):** $867240876.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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 147: 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):** $1683234600.85
- **C.18.a - Value (excl. sponsor support):** $1683234600.85
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 148: 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):** $1833442152.22
- **C.18.a - Value (excl. sponsor support):** $1833442152.22
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **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 149: 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):** $1858198913.76
- **C.18.a - Value (excl. sponsor support):** $1858198913.76
- **C.19 - Percentage of Net Assets:** 0.9300%
- **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 150: 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):** $663390035.00
- **C.18.a - Value (excl. sponsor support):** $663390035.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **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 151: 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):** $899198492.06
- **C.18.a - Value (excl. sponsor support):** $899198492.06
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 152: 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):** $1858813746.79
- **C.18.a - Value (excl. sponsor support):** $1858813746.79
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 2.5000%
- **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 153: 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):** $809771789.22
- **C.18.a - Value (excl. sponsor support):** $809771789.22
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 154: 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):** $1780328590.74
- **C.18.a - Value (excl. sponsor support):** $1780328590.74
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 155: 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):** $1184044972.95
- **C.18.a - Value (excl. sponsor support):** $1184044972.95
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 2.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: 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):** $1834934541.09
- **C.18.a - Value (excl. sponsor support):** $1834934541.09
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.2300%
- **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 157: 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):** $646440927.30
- **C.18.a - Value (excl. sponsor support):** $646440927.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 158: 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):** $1357614860.00
- **C.18.a - Value (excl. sponsor support):** $1357614860.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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 159: 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):** $2729257925.90
- **C.18.a - Value (excl. sponsor support):** $2729257925.90
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924931574.40
- **C.18.a - Value (excl. sponsor support):** $924931574.40
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $222110259.32
- **C.18.a - Value (excl. sponsor support):** $222110259.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $68273933.01
- **C.18.a - Value (excl. sponsor support):** $68273933.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247369322.50
- **C.18.a - Value (excl. sponsor support):** $247369322.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3233611783.72
- **C.18.a - Value (excl. sponsor support):** $3233611783.72
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2916803886.00
- **C.18.a - Value (excl. sponsor support):** $2916803886.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1954556605.54
- **C.18.a - Value (excl. sponsor support):** $1954556605.54
- **C.19 - Percentage of Net Assets:** 0.9700%
- **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 167: 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):** $511299725.65
- **C.18.a - Value (excl. sponsor support):** $511299725.65
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 168: 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):** $180515675.00
- **C.18.a - Value (excl. sponsor support):** $180515675.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: 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):** $107064717.19
- **C.18.a - Value (excl. sponsor support):** $107064717.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 170: 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):** $344685215.28
- **C.18.a - Value (excl. sponsor support):** $344685215.28
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 171: 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):** $616152343.75
- **C.18.a - Value (excl. sponsor support):** $616152343.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 172: 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):** $25590175.00
- **C.18.a - Value (excl. sponsor support):** $25590175.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 173: 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):** $208508294.28
- **C.18.a - Value (excl. sponsor support):** $208508294.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 174: 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):** $268368882.91
- **C.18.a - Value (excl. sponsor support):** $268368882.91
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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 175: 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):** $268350122.88
- **C.18.a - Value (excl. sponsor support):** $268350122.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: 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):** $150903516.00
- **C.18.a - Value (excl. sponsor support):** $150903516.00
- **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 177: 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):** $278495367.88
- **C.18.a - Value (excl. sponsor support):** $278495367.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 178: 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):** $250458985.00
- **C.18.a - Value (excl. sponsor support):** $250458985.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.773%, 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):** $769125862.23
- **C.18.a - Value (excl. sponsor support):** $769125862.23
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 180: 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):** $353086250.88
- **C.18.a - Value (excl. sponsor support):** $353086250.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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 181: 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):** $211077477.09
- **C.18.a - Value (excl. sponsor support):** $211077477.09
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: 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):** $362677412.79
- **C.18.a - Value (excl. sponsor support):** $362677412.79
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 183: 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):** $441371563.60
- **C.18.a - Value (excl. sponsor support):** $441371563.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 184: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.828%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $720232738.80
- **C.18.a - Value (excl. sponsor support):** $720232738.80
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 185: 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):** $824867681.74
- **C.18.a - Value (excl. sponsor support):** $824867681.74
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 186: 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):** $640440280.83
- **C.18.a - Value (excl. sponsor support):** $640440280.83
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 187: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.721%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1755601543.80
- **C.18.a - Value (excl. sponsor support):** $1755601543.80
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 188: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.783%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2130533703.20
- **C.18.a - Value (excl. sponsor support):** $2130533703.20
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **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 189: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  3.670%, 3/2/2026
- **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):** $229319000.00
- **C.18.a - Value (excl. sponsor support):** $229319000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $8496463.76        | $8694110.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $9133189.40        | $9076271.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $9312174.94        | $9066555.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $8037714.28        | $8136313.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $178.72            | $177.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $12695853.05       | $12685836.02       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7145 | 2056-03-01      | 5.5000%  |  | $4689321.07        | $4783924.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  |  | $179.47            | $184.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0008 | 2055-04-01      | 5.5000%  |  | $1444951.83        | $1474114.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  |  | $4149462.62        | $4342638.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4629 | 2055-08-01      | 5.5000%  |  | $14236240.65       | $14688258.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4579 | 2055-08-01      | 5.5000%  |  | $797875.43         | $816363.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $578579.29         | $609181.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $3676765.21        | $3847828.35        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  |  | $2850357.40        | $3050222.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0453 | 2054-04-01      | 5.5000%  |  | $3236358.53        | $3304355.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7176 | 2055-11-01      | 5.5000%  |  | $4625400.15        | $4745504.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  |  | $3843592.69        | $3962234.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  |  | $1206307.46        | $1242459.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $354960.33         | $363299.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $14425.71          | $14315.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  |  | $20455.83          | $19270.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $234770.50         | $203162.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  |  | $4023624.75        | $3694599.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  |  | $41858.71          | $40085.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  |  | $498051.47         | $526494.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  |  | $706940.98         | $739256.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  |  | $2097716.14        | $2228744.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  |  | $4317076.86        | $4541449.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $3062361.99        | $3109648.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  |  | $2944584.12        | $2976415.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0133 | 2053-05-01      | 5.5000%  |  | $3685114.69        | $3775850.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $6425.85           | $6354.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $134350.67         | $132908.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  |  | $228988.70         | $238834.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  |  | $1468900.80        | $1527041.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  |  | $2481933.71        | $2533039.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $3912.99           | $3765.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $242135.63         | $232987.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $64281.96          | $63761.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0538 | 2041-07-01      | 4.5000%  |  | $2070665.68        | $2096644.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK0861 | 2042-01-01      | 3.5000%  |  | $3179566.37        | $3093536.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  |  | $702135.39         | $712366.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  |  | $1483358.36        | $1521595.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8667 | 2053-03-01      | 4.5000%  |  | $4099658.10        | $4077753.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  |  | $2018079.99        | $2057071.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  |  | $148720.36         | $155422.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $726283.25         | $741695.79         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  |  | $14312.19          | $13347.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $4653277.71        | $4747191.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $8732326.14        | $8921444.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  |  | $501111.60         | $515284.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8088 | 2046-10-01      | 3.0000%  |  | $3694203.30        | $3463565.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $3584880.10        | $3660063.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $7383310.57        | $7549968.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $4838752.92        | $4952034.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $4435593.77        | $4497847.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  |  | $182869.03         | $190613.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $4873566.46        | $4430786.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $9316689.55        | $9426683.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $3815835.17        | $4090531.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1967 | 2054-10-01      | 5.0000%  |  | $3579731.08        | $3608555.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  |  | $1209532.30        | $1271335.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  |  | $328565.09         | $344156.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  |  | $4171945.39        | $4345291.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  |  | $5075997.60        | $5285074.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  |  | $544653.30         | $552491.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $3925236.59        | $4057961.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  |  | $242867.94         | $254321.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  |  | $4311077.45        | $4369419.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6906 | 2056-01-01      | 5.5000%  |  | $1607777.52        | $1657906.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2528 | 2056-01-01      | 6.5000%  |  | $209546.69         | $222289.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $479682.03         | $474235.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $5332057.60        | $5381891.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2429 | 2048-10-01      | 4.0000%  |  | $5166885.12        | $5107139.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4478 | 2054-09-01      | 5.5000%  |  | $4502396.03        | $4631579.77        | Agency Mortgage-Backed Securities |

### Security 190: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  3.670%, 3/2/2026
- **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:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/30/2030 | 2030-11-30      | 3.5000%  |  | $50000000.00       | $50275539.62       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2026 | 2026-05-15      | 1.6250%  |  | $50000000.00       | $50008815.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2026 | 2026-05-15      | 1.6250%  |  | $50000000.00       | $50008815.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2026 | 2026-05-15      | 1.6250%  |  | $50000000.00       | $50008815.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2026 | 2026-05-15      | 1.6250%  |  | $50000000.00       | $50008815.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2026 | 2026-05-15      | 1.6250%  |  | $50000000.00       | $50008815.41       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/30/2027 | 2027-11-30      | 3.3750%  |  | $50000000.00       | $50338383.02       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/30/2027 | 2027-11-30      | 3.3750%  |  | $50000000.00       | $50338383.02       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/30/2027 | 2027-11-30      | 3.3750%  |  | $50000000.00       | $50338383.02       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/30/2027 | 2027-11-30      | 3.3750%  |  | $50000000.00       | $50338383.02       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 11/30/2027 | 2027-11-30      | 3.3750%  |  | $50000000.00       | $50338383.02       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $50686364.34       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $50686364.34       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $50686364.34       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $50686364.34       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 09/30/2031 | 2031-09-30      | 3.6250%  |  | $50000000.00       | $50686364.34       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $51350117.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $51350117.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $51350117.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $51350117.79       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/31/2032 | 2032-08-31      | 3.8750%  |  | $50000000.00       | $51350117.79       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51521820.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51521820.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51521820.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51521820.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/29/2028 | 2028-02-29      | 4.0000%  |  | $50000000.00       | $51521820.14       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $51031078.30       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $51031078.30       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $51031078.30       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 10/15/2027 | 2027-10-15      | 3.8750%  |  | $50000000.00       | $51031078.30       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $52341343.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $52341343.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $52341343.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $52341343.04       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 01/31/2028 | 2028-01-31      | 0.7500%  |  | $50000000.00       | $47543594.61       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 01/31/2028 | 2028-01-31      | 0.7500%  |  | $50000000.00       | $47543594.61       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 01/31/2028 | 2028-01-31      | 0.7500%  |  | $50000000.00       | $47543594.61       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 01/31/2028 | 2028-01-31      | 0.7500%  |  | $50000000.00       | $47543594.61       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51877285.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51877285.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51877285.14       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51877285.14       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51289257.98       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51289257.98       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51289257.98       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51289257.98       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $51194040.44       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $51194040.44       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $51194040.44       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $51194040.44       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $50000000.00       | $50910891.27       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $50000000.00       | $50910891.27       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $50000000.00       | $50910891.27       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 07/31/2032 | 2032-07-31      | 4.0000%  |  | $50000000.00       | $50910891.27       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $49194731.05       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $49194731.05       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $49194731.05       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2033 | 2033-02-15      | 3.5000%  |  | $50000000.00       | $49194731.05       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 10/15/2026 | 2026-10-15      | 0.1250%  |  | $59296000.00       | $59392978.54       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 10/15/2026 | 2026-10-15      | 0.1250%  |  | $59296000.00       | $59392978.54       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 10/15/2026 | 2026-10-15      | 0.1250%  |  | $59296000.00       | $59392978.54       | U.S. Treasuries (including strips) |
| UST - 0.1250 - 10/15/2026 | 2026-10-15      | 0.1250%  |  | $59296000.00       | $59392978.54       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 01/15/2035 | 2035-01-15      | 2.1250%  |  | $51342500.00       | $55579497.26       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 01/15/2035 | 2035-01-15      | 2.1250%  |  | $51342500.00       | $55579497.26       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 01/15/2035 | 2035-01-15      | 2.1250%  |  | $51342500.00       | $55579497.26       | U.S. Treasuries (including strips) |
| UST - 2.1250 - 01/15/2035 | 2035-01-15      | 2.1250%  |  | $51342500.00       | $55579497.26       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/31/2028 | 2028-01-31      | 3.5000%  |  | $50000000.00       | $52130524.86       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/31/2028 | 2028-01-31      | 3.5000%  |  | $50000000.00       | $50181304.86       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/31/2028 | 2028-01-31      | 3.5000%  |  | $50000000.00       | $50181304.86       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/31/2028 | 2028-01-31      | 3.5000%  |  | $50000000.00       | $50181304.86       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2027 | 2027-10-15      | 1.6250%  |  | $54698000.00       | $55856666.95       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2027 | 2027-10-15      | 1.6250%  |  | $54698000.00       | $55856666.95       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2027 | 2027-10-15      | 1.6250%  |  | $54698000.00       | $55856666.95       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2027 | 2027-10-15      | 1.6250%  |  | $53266881.53       | $54395233.12       | U.S. Treasuries (including strips) |

### Security 191: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  3.670%, 3/2/2026
- **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):** $330382000.00
- **C.18.a - Value (excl. sponsor support):** $330382000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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%  |  | $4599713.14        | $4508515.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDG1645 | 2056-02-01      | 5.5000%  |  | $439014.17         | $455131.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9177 | 2056-02-01      | 5.0000%  |  | $377151.24         | $385236.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $414713.48         | $376562.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 GLCB1000 | 2051-07-01      | 2.5000%  |  | $5048234.55        | $4397393.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  |  | $95365.72          | $83469.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5368 | 2050-03-01      | 4.0000%  |  | $6950.21           | $6831.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4346 | 2049-10-01      | 3.0000%  |  | $223.11            | $202.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  |  | $1272.55           | $1273.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  |  | $353.32            | $349.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7224 | 2055-12-01      | 5.5000%  |  | $2508393.76        | $2594173.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6153 | 2056-02-01      | 5.0000%  |  | $596673.20         | $601331.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6057 | 2055-12-01      | 4.5000%  |  | $424256.14         | $421774.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF5092 | 2055-11-01      | 6.5000%  |  | $388291.36         | $414145.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4497 | 2055-12-01      | 6.0000%  |  | $399836.37         | $420753.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8855 | 2055-07-01      | 6.0000%  |  | $434116.97         | $448127.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2495 | 2054-05-01      | 6.0000%  |  | $188077.36         | $193902.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3467 | 2044-10-01      | 4.0000%  |  | $153375.07         | $152123.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CZ257393 | 2048-09-01      | 6.5000%  |  | $6408.31           | $6538.49           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7562 G        | 2037-11-01      | 5.6990%  |  | $629.20            | $639.24            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1920 G        | 2038-10-01      | 6.2580%  |  | $108.64            | $112.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2761 | 2056-02-01      | 5.5000%  |  | $468298.13         | $478713.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CNMA3624 | 2029-03-01      | 4.0000%  |  | $10420.09          | $10444.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $79.69             | $79.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA1958 | 2044-07-01      | 4.0000%  |  | $5281.39           | $5239.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2683 | 2046-07-01      | 4.0000%  |  | $1512971.28        | $1498832.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1547 | 2043-08-01      | 4.0000%  |  | $19345.98          | $19247.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4705 | 2053-05-01      | 6.0000%  |  | $1485083.41        | $1557114.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3154 | 2052-07-01      | 4.5000%  |  | $289314.04         | $289131.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1924 | 2051-03-01      | 2.5000%  |  | $52574.09          | $45866.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1831 | 2052-05-01      | 4.0000%  |  | $262381.93         | $258485.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4627 | 2050-04-01      | 4.0000%  |  | $5111065.34        | $5038380.31        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1370 G        | 2056-03-01      | 4.7560%  |  | $1942920.74        | $1971180.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTAE0594 | 2027-07-01      | 6.0000%  |  | $4254.10           | $4377.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  |  | $1821648.52        | $1833758.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  |  | $68480.51          | $69016.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $323.61            | $326.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $547.55            | $559.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $623.48            | $607.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4802 | 2052-11-01      | 3.0000%  |  | $646.86            | $585.79            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC C91179 G | 2028-03-01      | 5.5000%  |  | $1327.72           | $1354.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  |  | $367054.60         | $341413.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM6304 | 2034-10-01      | 4.0000%  |  | $434.01            | $436.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA3788 | 2039-09-01      | 2.5000%  |  | $1252.18           | $1161.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW5479 | 2044-08-01      | 4.0000%  |  | $676.80            | $674.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB6890 | 2053-08-01      | 3.5000%  |  | $262326.45         | $250146.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBQ4157 | 2050-10-01      | 4.0000%  |  | $74246.82          | $72713.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKBM4914 | 2046-10-01      | 3.0000%  |  | $123392.87         | $112909.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $57878.01          | $59631.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1110 | 2055-10-01      | 5.5000%  |  | $2886.75           | $2959.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2657 | 2055-07-01      | 6.0000%  |  | $2120625.83        | $2206626.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  |  | $197088.90         | $195344.66         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7950 | 2056-02-01      | 0.0000%  |  | $5873457.78        | $5853493.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3739 | 2055-10-01      | 6.5000%  |  | $366600.09         | $387801.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7383 | 2055-12-01      | 5.5000%  |  | $585338.65         | $604957.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1627 | 2056-02-01      | 6.0000%  |  | $423676.51         | $444871.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDG3115 | 2041-03-01      | 6.0000%  |  | $636585.54         | $663035.25         | Agency Mortgage-Backed Securities         |
| FHLB FHOR 22-27 T5        | 2027-02-18      | 2.6000%  |  | $770891.33         | $763059.08         | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-26 S1        | 2026-04-30      | 2.0000%  |  | $165191.00         | $165770.82         | Agency Debentures and Agency Strips       |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $367.09            | $366.50            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $55063666.67       | $57446965.14       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $20140637.36       | $20888247.80       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $54735009.99       | $52610726.11       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $154178.27         | $156739.18         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $58069959.32       | $60109663.43       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  |  | $34255290.58       | $35515063.90       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $32047.05          | $25800.76          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $36.71             | $37.89             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $18354555.56       | $19027238.86       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $7341822.22        | $7400385.42        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $21662707.23       | $20820701.61       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $3290604.72        | $2002375.69        | U.S. Treasuries (including strips)        |
| FNMA MNRA CL001A2 R22M001 | 2031-10-25      | 1.6684%  |  | $23020283.58       | $20461341.19       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL011A2 R22M011 | 2027-10-25      | 2.9669%  |  | $272165.00         | $269192.64         | Agency Mortgage-Backed Securities         |

### Security 192: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.680%, 3/3/2026
- **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:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **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 06.500 CLFA3930 | 2055-11-01      | 6.5000%  |  | $51957713.95       | $55576435.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  |  | $297428545.09      | $299849646.46      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3438 | 2037-05-01      | 2.5000%  |  | $19011.55          | $18191.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2935 | 2040-11-01      | 5.0000%  |  | $997303.25         | $1024251.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  |  | $1555984.05        | $1628235.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  |  | $1109680.33        | $1157650.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  |  | $13779747.19       | $14376251.00       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM8828 | 2046-10-01      | 4.0000%  |  | $380764.91         | $376020.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  |  | $323692187.34      | $315154446.28      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $2125534.07        | $2117882.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $43072.15          | $40584.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  |  | $109438876.90      | $110293278.36      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  |  | $7391844.15        | $7326426.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  |  | $153171749.91      | $156298325.67      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  |  | $520887.79         | $544041.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  |  | $488916153.65      | $500450772.09      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  |  | $969460.49         | $965859.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  |  | $10051.27          | $9600.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4695 | 2051-01-01      | 3.5000%  |  | $4940357.05        | $4727436.45        | Agency Mortgage-Backed Securities         |
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4672%  |  | $236154.67         | $236868.84         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  |  | $18772135.58       | $18954921.14       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC035HF R25F035 | 2055-05-25      | 5.3672%  |  | $27149882.97       | $27539678.70       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.1172%  |  | $27571514.76       | $27880158.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6672%  |  | $87753544.86       | $88269824.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7672%  |  | $60393726.53       | $60785430.88       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  |  | $31799807.24       | $32180491.92       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6672%  |  | $35829134.92       | $36114452.72       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0672%  |  | $3271763.25        | $3299208.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7172%  |  | $49461236.29       | $50237808.51       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6672%  |  | $16414459.88       | $16709901.20       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7672%  |  | $56998508.12       | $57341801.30       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0672%  |  | $30924703.97       | $31266808.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.0172%  |  | $18596847.00       | $18790769.98       | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6672%  |  | $541707.86         | $545700.94         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0672%  |  | $11519084.64       | $11643876.78       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7672%  |  | $67301528.68       | $68369227.12       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9672%  |  | $10640323.89       | $10751621.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  |  | $68018549.60       | $68728682.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.1172%  |  | $522263.39         | $528194.89         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.4172%  |  | $50916061.39       | $50770003.58       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.7172%  |  | $48992880.84       | $49271261.67       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.8172%  |  | $57144934.41       | $57572985.51       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2672%  |  | $57454420.66       | $58057038.42       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6672%  |  | $67301528.68       | $68294013.90       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1672%  |  | $32940748.93       | $33263109.31       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1672%  |  | $21769278.60       | $21988736.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.0172%  |  | $14919450.47       | $15094019.00       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6672%  |  | $30168868.56       | $30583082.45       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 5.0172%  |  | $25192055.41       | $25434723.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  |  | $62980138.52       | $63433074.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.1172%  |  | $72760215.43       | $73421917.86       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0672%  |  | $14552043.09       | $14675015.30       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.0172%  |  | $19611173.59       | $19764194.35       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0672%  |  | $17548876.95       | $17716389.97       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1672%  |  | $33137572.22       | $33461925.00       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1672%  |  | $16731404.90       | $16897180.80       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1672%  |  | $109496663.04      | $110568533.22      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1672%  |  | $18438517.18       | $18616966.40       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.9172%  |  | $25451869.39       | $25655667.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  |  | $47651510.38       | $48215786.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.1172%  |  | $109058775.16      | $110043389.41      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL067FA R24F067 | 2054-09-25      | 4.8372%  |  | $36093852.09       | $36385083.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  |  | $6541885.78        | $6594131.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  |  | $129681039.75      | $109231932.01      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6672%  |  | $115346756.25      | $116264488.38      | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  |  | $173684.21         | $160566.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $12566488.65       | $11824226.67       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.5600%  |  | $3061958.41        | $3059190.74        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  |  | $250508.40         | $233845.63         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0060%  |  | $6801840.20        | $6262323.53        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  |  | $7017234.27        | $6930677.46        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  |  | $131939.16         | $124741.99         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1814%  |  | $12051513.36       | $12185464.52       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  |  | $11016081.45       | $10395323.42       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2081%  |  | $2241438.97        | $2092207.20        | Agency Mortgage-Backed Securities         |

### Security 193: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  3.670%, 3/2/2026
- **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):** $868000000.00
- **C.18.a - Value (excl. sponsor support):** $868000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 MB0937 M | 2056-02-20      | 5.5000%  |  | $93651768.80       | $95459175.08       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  |  | $127007763.19      | $127933790.89      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0739 M | 2055-09-20      | 2.0000%  |  | $56274.49          | $47565.64          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  |  | $2295553.01        | $2324022.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  |  | $3057415.36        | $3095334.10        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0626 M | 2055-09-20      | 7.0000%  |  | $17410726.18       | $18088100.16       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0620 M | 2055-09-20      | 4.0000%  |  | $786953.87         | $757642.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  |  | $954036.33         | $995196.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  |  | $532166.73         | $553062.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $5856615.27        | $5926292.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $68711.34          | $63002.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  |  | $206472.86         | $189339.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  |  | $52035448.03       | $43984598.65       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  |  | $125191.75         | $97839.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7827 M | 2052-01-20      | 2.5000%  |  | $25810916.00       | $22768984.85       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $56784728.51       | $50092395.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  |  | $106885.62         | $92173.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  |  | $41315.89          | $41177.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  |  | $379478.38         | $390974.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  |  | $228310.22         | $230900.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9418 M | 2054-01-20      | 3.0000%  |  | $30794.83          | $28360.64          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9357 M | 2053-12-20      | 3.0000%  |  | $24478.23          | $22567.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  |  | $7815.16           | $8064.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  |  | $2170.74           | $2240.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  |  | $71139.17          | $74354.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9106 M | 2053-08-20      | 5.5000%  |  | $105.51            | $108.16            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9017 M | 2053-07-20      | 5.5000%  |  | $2711254.56        | $2781772.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9848 M | 2054-08-20      | 4.0000%  |  | $252109.25         | $243115.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9822 M | 2039-08-20      | 4.5000%  |  | $13388.73          | $13493.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004945 M | 2041-02-20      | 4.0000%  |  | $2286.81           | $2260.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  |  | $20321.67          | $21206.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  |  | $255893.98         | $220042.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  |  | $226819.49         | $195600.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  |  | $188827.96         | $195186.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $3330.42           | $3097.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  |  | $777127.67         | $670164.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8181 M | 2037-09-20      | 6.5000%  |  | $2350.50           | $2451.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  |  | $136114.78         | $117717.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8149 M | 2052-07-20      | 3.5000%  |  | $562547.08         | $532516.50         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  |  | $8489.27           | $8216.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BS1471 C | 2050-03-20      | 3.5000%  |  | $102084.40         | $98067.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  |  | $120965.15         | $116001.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  |  | $134147.12         | $110900.96         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  |  | $89.67             | $89.53             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  |  | $8644.06           | $8097.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3597 M | 2046-04-20      | 3.5000%  |  | $553642.01         | $531860.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  |  | $10438.44          | $9348.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  |  | $38929.93          | $37701.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  |  | $262210.22         | $257183.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7995 C | 2042-12-20      | 3.0000%  |  | $5343.93           | $4888.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5960 C | 2043-01-20      | 3.0000%  |  | $63667.94          | $58384.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  |  | $103412.02         | $100261.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4902 M | 2047-12-20      | 4.5000%  |  | $196378.27         | $198384.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784101 M | 2044-08-20      | 3.5000%  |  | $2484016.48        | $2393361.74        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  |  | $2265.86           | $2196.84           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1678 C | 2054-01-20      | 7.5000%  |  | $679345.11         | $741051.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4585 M | 2047-07-20      | 3.0000%  |  | $1498.51           | $1390.25           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  |  | $153280.15         | $148354.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  |  | $7311.44           | $7075.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  |  | $6025.36           | $6005.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  |  | $274748.62         | $278191.53         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  |  | $13246.51          | $12600.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  |  | $245898.15         | $237640.12         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  |  | $3881.20           | $3657.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6479 M | 2050-02-20      | 5.5000%  |  | $2398.48           | $2495.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6932 M | 2050-10-20      | 3.0000%  |  | $6764394.32        | $6219560.69        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6886 C | 2053-12-20      | 7.0000%  |  | $106878.35         | $111919.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7888 M | 2052-02-20      | 6.0000%  |  | $34570.08          | $35805.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  |  | $9354.34           | $8269.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC0462 C | 2047-11-20      | 3.5000%  |  | $142294.76         | $134583.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4514 M | 2047-06-20      | 5.5000%  |  | $155511.79         | $161657.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  |  | $18309.31          | $16397.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BA8388 C | 2047-11-20      | 3.5000%  |  | $134102.44         | $126835.66         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  |  | $6497.15           | $6086.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  |  | $135955.16         | $127360.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1884 C | 2054-01-20      | 6.5000%  |  | $102283.15         | $107242.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784899 C | 2048-02-20      | 4.0000%  |  | $6718.13           | $6468.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  |  | $32072.57          | $30045.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  |  | $6708.33           | $6752.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  |  | $95850.14          | $89663.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  |  | $9670.26           | $8998.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  |  | $921443.22         | $966173.24         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  |  | $157448.46         | $157221.27         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  |  | $66291.61          | $64271.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  |  | $3926.46           | $3600.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BP5514 C | 2049-09-20      | 3.5000%  |  | $1009936.53        | $933987.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  |  | $231246.55         | $242472.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  |  | $893816.06         | $935888.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  |  | $147348.86         | $154284.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BO1539 C | 2049-07-20      | 3.5000%  |  | $347053.54         | $329542.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  |  | $27149.48          | $26273.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  |  | $415918.95         | $411175.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  |  | $638.13            | $655.66            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  |  | $115.41            | $117.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  |  | $3166.90           | $3175.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  |  | $1694.86           | $1717.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004695 M | 2040-05-20      | 4.0000%  |  | $2809.74           | $2784.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  |  | $616.02            | $616.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  |  | $473.73            | $484.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  |  | $140.60            | $142.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  |  | $730.64            | $740.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  |  | $160.81            | $166.86            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  |  | $1098.70           | $1120.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  |  | $2678.28           | $2720.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  |  | $230.64            | $235.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  |  | $111941.00         | $115820.00         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  |  | $2839.67           | $2916.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  |  | $79.21             | $81.75             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  |  | $54539.63          | $57115.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM9743 C | 2049-11-20      | 4.0000%  |  | $95851.20          | $93108.79          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  |  | $205853.02         | $213673.40         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  |  | $119106.55         | $124745.66         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  |  | $12783.39          | $13080.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  |  | $36721.44          | $36668.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  |  | $4549.10           | $4550.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CP8516 C | 2052-10-20      | 5.5000%  |  | $28462.82          | $29371.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7002 C | 2042-05-20      | 3.5000%  |  | $143336.83         | $134713.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  |  | $77915.33          | $81582.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  |  | $225106.08         | $236033.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  |  | $682319.86         | $715442.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  |  | $79932.18          | $82208.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  |  | $124335.03         | $130370.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  |  | $299097.70         | $308158.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9713 C | 2055-08-20      | 7.0000%  |  | $202617.39         | $212696.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0710 C | 2055-05-20      | 7.0000%  |  | $161400.44         | $169206.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  |  | $382529.54         | $394379.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0337 M | 2040-05-20      | 3.5000%  |  | $87527.93          | $85356.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  |  | $403199.28         | $414679.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9491 C | 2055-08-20      | 6.0000%  |  | $480735.16         | $503754.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  |  | $309411.60         | $324431.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5370 C | 2055-11-20      | 5.0000%  |  | $161918.18         | $163943.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  |  | $1395472.97        | $1463215.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6532 C | 2056-02-20      | 5.0000%  |  | $499987.63         | $506873.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO2384 C | 2055-12-20      | 5.0000%  |  | $404266.66         | $408083.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL2020 C | 2055-07-20      | 7.5000%  |  | $106800.52         | $111849.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  |  | $612.99            | $596.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  |  | $34198.90          | $32207.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7828 C | 2043-08-20      | 3.0000%  |  | $12094.08          | $11105.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7992 C | 2043-11-20      | 4.5000%  |  | $40934.61          | $40940.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  |  | $2864.13           | $2788.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  |  | $130081.46         | $107698.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3718 C | 2054-01-20      | 7.5000%  |  | $78873.44          | $82357.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  |  | $189422.55         | $173686.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  |  | $45428.01          | $45028.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  |  | $152000.53         | $139434.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1677 M | 2044-02-20      | 3.5000%  |  | $35000.55          | $33803.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  |  | $3789.85           | $3800.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  |  | $139983.61         | $135718.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4382 M | 2047-04-20      | 3.5000%  |  | $337005.74         | $323395.35         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  |  | $21788.36          | $20087.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  |  | $134.58            | $135.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  |  | $6185.51           | $6042.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  |  | $2170.39           | $2018.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  |  | $37498.34          | $30626.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BY5698 C | 2050-10-20      | 2.0000%  |  | $178402.41         | $149369.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7666 C | 2053-04-20      | 7.0000%  |  | $92292.82          | $96799.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  |  | $14025.29          | $12929.65          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785018 C | 2050-05-20      | 3.5000%  |  | $3013721.31        | $2848601.87        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8566 M | 2053-01-20      | 3.5000%  |  | $81300.52          | $76977.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  |  | $83389.86          | $79650.97          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  |  | $16903.22          | $16109.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  |  | $338.65            | $341.62            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  |  | $181.53            | $183.06            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  |  | $9222.94           | $9449.37           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL0482 C | 2055-08-20      | 6.0000%  |  | $395524.73         | $413142.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  |  | $132682.23         | $138927.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK9705 C | 2055-07-20      | 6.0000%  |  | $326037.84         | $337691.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  |  | $2370488.66        | $2484202.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  |  | $164271.16         | $131073.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  |  | $373031.21         | $391139.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  |  | $88.57             | $91.14             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  |  | $497.25            | $517.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  |  | $32294.24          | $32650.10          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  |  | $97.17             | $99.78             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  |  | $301.98            | $310.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  |  | $278.13            | $282.79            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7345 C | 2055-07-20      | 6.0000%  |  | $172924.91         | $181908.07         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  |  | $1142.09           | $1166.42           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0784 M | 2043-02-20      | 4.0000%  |  | $92691.26          | $91528.62          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  |  | $4954.06           | $4750.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  |  | $2852.06           | $2638.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  |  | $11217.29          | $10508.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  |  | $1990.95           | $2055.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  |  | $12552.74          | $12979.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  |  | $309.68            | $322.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  |  | $484.27            | $498.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  |  | $178.09            | $181.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  |  | $2682.61           | $2747.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  |  | $667.40            | $680.79            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  |  | $392.13            | $399.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  |  | $1644.24           | $1541.70           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  |  | $40074.46          | $37712.54          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  |  | $3330.28           | $3117.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  |  | $16820.04          | $15756.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  |  | $24746.25          | $24319.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7797 C | 2042-11-20      | 3.5000%  |  | $139707.31         | $130248.11         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  |  | $18593.02          | $18714.40          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  |  | $10116.13          | $9479.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  |  | $6329.31           | $5939.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  |  | $19568.14          | $19402.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  |  | $6459.68           | $6391.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  |  | $6195.38           | $5803.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  |  | $2698.49           | $2586.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  |  | $5114.10           | $4790.92           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  |  | $5850.00           | $5487.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  |  | $6344.35           | $6578.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  |  | $347.43            | $356.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  |  | $5501.79           | $5669.18           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  |  | $110.84            | $113.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  |  | $1155.07           | $1191.02           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  |  | $722.29            | $739.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  |  | $91.75             | $95.05             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  |  | $446.68            | $455.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  |  | $466.42            | $475.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  |  | $238.59            | $249.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  |  | $18055.54          | $18766.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  |  | $11673.51          | $12049.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  |  | $95586.25          | $97604.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003598 M | 2034-08-20      | 6.0000%  |  | $264.06            | $280.52            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  |  | $620.07            | $627.19            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  |  | $1262.66           | $1285.95           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  |  | $540.04            | $550.13            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  |  | $3083.71           | $3145.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3254 C | 2055-06-20      | 7.0000%  |  | $202427.54         | $212109.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  |  | $58257.20          | $60999.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  |  | $123451.11         | $129443.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  |  | $77447.39          | $81092.89          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  |  | $303784.48         | $318531.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $435914.57         | $419467.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $14831236.21       | $15094375.29       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  |  | $341962.73         | $351699.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  |  | $296266.75         | $310648.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0732 C | 2055-05-20      | 6.0000%  |  | $483637.59         | $500294.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3341 C | 2065-05-20      | 6.5000%  |  | $840647.86         | $881456.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  |  | $133083.50         | $139347.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  |  | $1020272.32        | $1069799.85        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3901 C | 2055-01-20      | 7.0000%  |  | $146936.43         | $154729.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  |  | $31691.74          | $33230.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  |  | $133835.61         | $139643.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  |  | $736862.69         | $772632.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  |  | $101320.51         | $106239.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8555 C | 2056-02-20      | 6.5000%  |  | $170858.86         | $179923.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0939 M | 2056-02-20      | 6.5000%  |  | $983437.80         | $1030563.59        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3235 C | 2055-07-20      | 6.0000%  |  | $704809.03         | $728120.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  |  | $3361161.38        | $3517224.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788418 C | 2055-12-20      | 6.5000%  |  | $8825637.43        | $9305729.55        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  |  | $10470.34          | $10090.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  |  | $198.58            | $205.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  |  | $257.07            | $269.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  |  | $716.65            | $742.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  |  | $847.42            | $864.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  |  | $242.97            | $247.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  |  | $450.58            | $461.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  |  | $1843.97           | $1903.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  |  | $1503.24           | $1539.29           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  |  | $419.86            | $435.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  |  | $315.02            | $324.69            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  |  | $460.95            | $468.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  |  | $579.35            | $594.19            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  |  | $270938.81         | $278653.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0617 C | 2054-06-20      | 6.5000%  |  | $1750374.26        | $1843216.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  |  | $253431.16         | $267109.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD9128 C | 2054-08-20      | 6.5000%  |  | $388957.16         | $409354.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD7840 C | 2054-08-20      | 6.5000%  |  | $902490.49         | $943285.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP6962 C | 2056-01-20      | 5.5000%  |  | $351088.89         | $363934.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4670 C | 2056-02-20      | 6.5000%  |  | $185127.72         | $194949.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4262 C | 2056-01-20      | 6.0000%  |  | $1202415.15        | $1247583.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4255 C | 2056-01-20      | 5.5000%  |  | $1697243.39        | $1743415.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4272 C | 2056-01-20      | 6.5000%  |  | $475740.76         | $500977.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  |  | $154153.11         | $161636.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $15277801.23       | $12921039.12       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $3416.13           | $3059.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6656 M | 2050-05-20      | 3.0000%  |  | $1350649.73        | $1242404.15        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6605 M | 2050-04-20      | 6.0000%  |  | $1575.28           | $1667.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  |  | $61215.85          | $60331.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6433 M | 2034-11-20      | 2.0000%  |  | $8016.00           | $7456.93           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $1220246.61        | $1120043.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  |  | $137060.62         | $113308.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB4905 C | 2054-04-20      | 6.5000%  |  | $114060.74         | $120867.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA9997 C | 2054-04-20      | 6.5000%  |  | $355780.15         | $374306.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8531 C | 2054-03-20      | 7.0000%  |  | $180071.49         | $189621.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8869 C | 2054-03-20      | 6.0000%  |  | $642484.92         | $665447.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7209 C | 2054-05-20      | 7.0000%  |  | $111669.85         | $117124.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7167 C | 2054-05-20      | 7.0000%  |  | $248296.70         | $261657.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2059 C | 2054-04-20      | 6.0000%  |  | $254267.26         | $263299.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA1949 C | 2054-02-20      | 6.5000%  |  | $346184.41         | $364547.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ7891 C | 2054-02-20      | 6.5000%  |  | $293003.78         | $309746.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  |  | $381445.85         | $393001.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  |  | $1130996.38        | $1182145.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  |  | $486621.04         | $510243.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6065 C | 2055-11-20      | 7.5000%  |  | $266531.22         | $288028.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8465 C | 2056-01-20      | 6.0000%  |  | $550703.33         | $569251.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO5366 C | 2056-01-20      | 5.0000%  |  | $153692.43         | $155993.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN8786 C | 2056-01-20      | 5.0000%  |  | $259550.23         | $262001.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  |  | $191801.70         | $201112.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ4009 C | 2054-01-20      | 7.5000%  |  | $145338.18         | $153330.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  |  | $175860.04         | $180867.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  |  | $19862.50          | $18966.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  |  | $101267.51         | $87078.47          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  |  | $248581.60         | $229782.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3027 M | 2045-08-20      | 4.0000%  |  | $392.95            | $380.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ5226 C | 2054-01-20      | 7.5000%  |  | $19929.38          | $20819.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3708 C | 2054-01-20      | 7.0000%  |  | $521800.37         | $547288.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3600 C | 2053-12-20      | 7.5000%  |  | $106552.74         | $112266.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $1938549.36        | $1784137.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  |  | $1344.18           | $1244.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  |  | $1129133.53        | $984911.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783324 M | 2041-05-20      | 4.0000%  |  | $12280.86          | $12133.21          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  |  | $1295.42           | $1278.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8071 C | 2065-06-20      | 6.5000%  |  | $292654.81         | $306861.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  |  | $337496.72         | $347106.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  |  | $153634.41         | $161092.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  |  | $254728.21         | $266718.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  |  | $54094.41          | $56720.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1306 C | 2056-02-20      | 6.5000%  |  | $2501557.55        | $2687084.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  |  | $305174.03         | $319538.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  |  | $174379.08         | $179344.24         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  |  | $168425.08         | $176601.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  |  | $905696.33         | $948327.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  |  | $145584.89         | $149730.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  |  | $267965.59         | $275595.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  |  | $154779.98         | $159187.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  |  | $208977.26         | $219121.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3277 C | 2055-06-20      | 6.0000%  |  | $321660.20         | $331907.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  |  | $925404.90         | $970328.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  |  | $778445.95         | $800610.91         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  |  | $89.71             | $91.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  |  | $318.82            | $325.16            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  |  | $354125.40         | $371316.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  |  | $17517.12          | $17264.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK1315 C | 2055-06-20      | 6.0000%  |  | $160479.33         | $167091.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK0640 C | 2055-06-20      | 6.0000%  |  | $481353.18         | $492715.20         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  |  | $59699.98          | $57216.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  |  | $14111.50          | $13541.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M | 2051-01-20      | 3.0000%  |  | $90941.18          | $83755.62          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  |  | $4805.33           | $4471.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5930 M | 2049-05-20      | 3.5000%  |  | $91782.80          | $87688.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5815 M | 2049-03-20      | 3.0000%  |  | $770199.96         | $715709.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  |  | $2625.11           | $2628.94           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5565 M | 2033-11-20      | 4.0000%  |  | $8717.36           | $8796.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5529 M | 2048-10-20      | 4.5000%  |  | $11651.26          | $11745.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5465 M | 2048-09-20      | 3.5000%  |  | $39979.81          | $38210.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  |  | $915.93            | $968.97            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  |  | $23875.24          | $24998.37          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  |  | $490.75            | $519.13            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  |  | $97806.93          | $90171.40          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  |  | $7396.03           | $7849.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  |  | $192.23            | $198.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  |  | $4068.08           | $4193.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  |  | $10846.62          | $11612.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  |  | $1032.89           | $1078.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  |  | $362.26            | $373.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  |  | $1503.33           | $1561.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  |  | $2053.57           | $2134.01           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  |  | $16352.69          | $15681.54          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  |  | $367.15            | $366.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  |  | $49486.74          | $47428.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  |  | $118.16            | $123.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  |  | $1647.30           | $1736.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  |  | $233.01            | $233.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  |  | $221296.27         | $231712.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  |  | $250733.93         | $262905.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  |  | $1695257.97        | $1773971.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5401 M | 2048-08-20      | 5.5000%  |  | $144324.30         | $149767.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M | 2049-11-20      | 3.0000%  |  | $4070393.81        | $3741818.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  |  | $16331.24          | $14792.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6209 M | 2049-10-20      | 3.0000%  |  | $32864.83          | $29646.92          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  |  | $1159.43           | $1143.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  |  | $1797.42           | $1782.75           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  |  | $854.32            | $842.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  |  | $15769.02          | $15882.80          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  |  | $28062.55          | $28335.58          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  |  | $24824.76          | $24869.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  |  | $9651.07           | $9486.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  |  | $21168.77          | $21292.01          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  |  | $3231.71           | $3224.13           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  |  | $53962.67          | $51912.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1302 C | 2056-02-20      | 6.5000%  |  | $500867.74         | $538014.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  |  | $150451.62         | $155009.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN9907 C | 2050-11-20      | 6.5000%  |  | $197014.73         | $210088.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  |  | $508289.94         | $532215.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6512 C | 2056-02-20      | 5.0000%  |  | $3274172.91        | $3305091.29        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  |  | $76688.99          | $77618.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  |  | $1145.73           | $1128.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  |  | $5166.96           | $5206.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  |  | $4372.61           | $4275.74           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738134 X | 2026-04-15      | 3.5000%  |  | $501.61            | $502.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  |  | $193.88            | $196.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  |  | $11521.25          | $11532.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  |  | $12604.13          | $12087.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  |  | $13682.07          | $13172.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  |  | $11526.79          | $11108.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  |  | $2512.27           | $2496.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  |  | $14479.98          | $13940.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  |  | $57509.90          | $55307.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  |  | $5412.39           | $5083.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  |  | $113138.04         | $108568.82         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  |  | $38909.92          | $37291.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  |  | $22362.99          | $21445.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  |  | $539.27            | $555.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520046 X | 2031-06-15      | 7.0000%  |  | $72.03             | $74.85             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  |  | $1578.36           | $1608.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  |  | $388.53            | $402.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  |  | $112.54            | $115.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  |  | $317.15            | $323.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  |  | $735.99            | $750.43            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  |  | $75.76             | $77.28             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  |  | $249.16            | $260.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7155 C | 2055-11-20      | 6.0000%  |  | $2308049.66        | $2402895.11        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6066 C | 2055-11-20      | 7.5000%  |  | $397854.66         | $429947.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5966 C | 2055-10-20      | 5.5000%  |  | $626785.11         | $643835.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6263 C | 2056-01-20      | 5.0000%  |  | $335772.92         | $340902.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  |  | $560056.74         | $588088.95         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  |  | $758.52            | $748.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1872 C | 2054-01-20      | 6.5000%  |  | $85769.91          | $89073.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1894 C | 2054-01-20      | 6.5000%  |  | $111127.65         | $116646.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9181 C | 2054-04-20      | 6.5000%  |  | $418678.50         | $440884.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9130 C | 2054-04-20      | 6.0000%  |  | $404566.05         | $417368.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY3693 C | 2053-11-20      | 7.0000%  |  | $45364.20          | $47597.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY2884 C | 2054-04-20      | 7.0000%  |  | $350731.47         | $371012.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY1831 C | 2054-05-20      | 6.0000%  |  | $155321.59         | $162522.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  |  | $182064.07         | $182777.24         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU2460 C | 2053-10-20      | 7.0000%  |  | $2277401.86        | $2459538.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU0339 C | 2053-08-20      | 7.0000%  |  | $3676625.96        | $3899571.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  |  | $48543.29          | $50702.03          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  |  | $124380.01         | $133174.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  |  | $452349.52         | $394708.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ6219 C | 2052-12-20      | 5.5000%  |  | $21676.38          | $22368.42          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  |  | $136835.50         | $131161.99         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  |  | $28662.16          | $26422.97          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  |  | $62170.88          | $59086.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5021 M | 2048-02-20      | 4.5000%  |  | $839100.32         | $847675.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5019 M | 2048-02-20      | 3.5000%  |  | $35810.60          | $34246.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M | 2048-01-20      | 4.0000%  |  | $11837.10          | $11602.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4899 M | 2047-12-20      | 3.0000%  |  | $1942327.29        | $1802951.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  |  | $8045.11           | $8018.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4838 M | 2047-11-20      | 4.0000%  |  | $94192.74          | $92356.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  |  | $587116.18         | $615616.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  |  | $186469.40         | $195521.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  |  | $72281.54          | $75790.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  |  | $1049313.21        | $1098704.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  |  | $6367528.26        | $6548833.01        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  |  | $221897.35         | $228215.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  |  | $225882.09         | $236847.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  |  | $312637.52         | $327814.33         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  |  | $83973.07          | $82112.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  |  | $9772.56           | $9612.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  |  | $6371.92           | $6230.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  |  | $28761.47          | $27581.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  |  | $228.94            | $223.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  |  | $18426.21          | $19011.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  |  | $1352.67           | $1362.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 706201 C | 2039-04-20      | 5.5000%  |  | $675.24            | $699.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 706022 X | 2039-01-15      | 5.0000%  |  | $300.01            | $309.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  |  | $2683.03           | $2780.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  |  | $90744.37          | $94028.06          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  |  | $221081.45         | $231488.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  |  | $559143.53         | $586286.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2610 C | 2055-12-20      | 6.0000%  |  | $457443.45         | $473794.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  |  | $128415.77         | $132305.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM9584 C | 2055-10-20      | 5.5000%  |  | $423698.64         | $435483.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM8728 C | 2055-11-20      | 6.0000%  |  | $239746.04         | $251662.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  |  | $507129.88         | $521569.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9906 C | 2055-07-20      | 7.0000%  |  | $400434.16         | $438218.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  |  | $455096.20         | $477188.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  |  | $310594.79         | $325214.97         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  |  | $96387.58          | $99875.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  |  | $457.26            | $458.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  |  | $3616.83           | $3747.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  |  | $356.04            | $351.14            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  |  | $260379.95         | $267793.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  |  | $111941.51         | $117375.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  |  | $488101.22         | $511795.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  |  | $284024.60         | $297812.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $31938.34          | $31831.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  |  | $8824.13           | $8794.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  |  | $8345.50           | $7931.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  |  | $88339.63          | $82133.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  |  | $31098.27          | $31430.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4580 M | 2047-07-20      | 4.5000%  |  | $1494.64           | $1489.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  |  | $6055.13           | $5859.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  |  | $165295.51         | $153683.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  |  | $144282.26         | $141599.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M | 2047-03-20      | 3.5000%  |  | $162016.25         | $155506.07         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  |  | $1420.02           | $1460.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 757168 C | 2040-11-20      | 4.0000%  |  | $23618.02          | $23223.67          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  |  | $1968.79           | $1955.38           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  |  | $44509.93          | $42940.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  |  | $148992.03         | $137727.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788415 C | 2054-01-20      | 6.5000%  |  | $7563437.68        | $7967820.23        | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  |  | $9594734.26        | $9977406.38        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788293 M | 2054-02-20      | 4.0000%  |  | $9447650.15        | $9170502.29        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  |  | $16059.96          | $16306.18          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  |  | $76811.34          | $77911.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788251 C | 2055-10-20      | 6.5000%  |  | $7216485.44        | $7598298.46        | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  |  | $13544.06          | $12872.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787792 C | 2055-01-20      | 5.0000%  |  | $2636.46           | $2681.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788111 M | 2046-10-20      | 4.0000%  |  | $9999135.79        | $9838938.53        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787162 C | 2051-12-20      | 3.0000%  |  | $323240.97         | $297039.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784976 C | 2050-03-20      | 3.0000%  |  | $350361.92         | $321555.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784905 C | 2050-01-20      | 3.0000%  |  | $224461.04         | $202774.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  |  | $427991.38         | $400772.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  |  | $3302.44           | $2886.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786735 C | 2052-02-20      | 2.5000%  |  | $6093247.57        | $5134045.83        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785792 C | 2051-12-20      | 2.5000%  |  | $42211.40          | $36792.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785532 C | 2051-06-20      | 3.0000%  |  | $55721.04          | $50526.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785220 C | 2050-12-20      | 2.0000%  |  | $31328.52          | $26443.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  |  | $299921.66         | $308461.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  |  | $355566.59         | $372302.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6810 C | 2055-01-20      | 6.5000%  |  | $248053.40         | $261212.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3839 C | 2055-01-20      | 5.5000%  |  | $219160.82         | $225089.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG5052 C | 2055-02-20      | 6.5000%  |  | $176912.91         | $186297.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4830 C | 2055-03-20      | 7.0000%  |  | $256720.93         | $268737.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4603 C | 2055-01-20      | 7.0000%  |  | $242173.51         | $254539.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  |  | $316512.85         | $331695.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  |  | $207398.11         | $218373.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF7502 C | 2054-11-20      | 5.5000%  |  | $510627.13         | $524439.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF6603 C | 2054-11-20      | 7.0000%  |  | $83610.96          | $87695.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  |  | $153485.24         | $157855.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  |  | $60245.10          | $63169.48          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  |  | $665209.07         | $689277.07         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  |  | $790.69            | $805.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  |  | $253.33            | $264.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  |  | $79.45             | $85.70             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  |  | $373746.30         | $362163.49         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  |  | $13013.16          | $13612.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  |  | $361.07            | $374.61            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  |  | $263.08            | $279.22            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  |  | $89.89             | $93.93             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  |  | $77469.88          | $81118.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 675725 C | 2047-06-20      | 3.5000%  |  | $351.07            | $324.46            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  |  | $2643.53           | $2727.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675358 X | 2035-11-15      | 5.0000%  |  | $74.47             | $74.83             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  |  | $1376.97           | $1280.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0463 M | 2042-10-20      | 4.0000%  |  | $5180.17           | $5115.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0393 M | 2042-09-20      | 4.0000%  |  | $11878.25          | $11729.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0223 M | 2042-07-20      | 5.0000%  |  | $8511.09           | $8784.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  |  | $12471.79          | $11596.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784115 M | 2046-02-20      | 3.0000%  |  | $3303.48           | $3074.61           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  |  | $2139.52           | $2190.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  |  | $107335.14         | $112545.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  |  | $176902.36         | $185229.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  |  | $486356.08         | $509965.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  |  | $331558.81         | $347654.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  |  | $2106271.35        | $2208519.12        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  |  | $1541.16           | $1551.02           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  |  | $438.41            | $449.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  |  | $1189.85           | $1183.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  |  | $114306.76         | $115513.30         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  |  | $1258.66           | $1272.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  |  | $98990.37          | $99789.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  |  | $41445.30          | $41718.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6693 C | 2055-10-20      | 6.0000%  |  | $241019.55         | $250933.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  |  | $456085.15         | $478225.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM7180 C | 2055-08-20      | 7.0000%  |  | $148243.55         | $155485.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM5759 C | 2055-10-20      | 6.0000%  |  | $186638.36         | $192583.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  |  | $66875.18          | $70023.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9711 C | 2055-08-20      | 7.0000%  |  | $244747.45         | $255969.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL7286 C | 2055-10-20      | 7.0000%  |  | $662001.99         | $705042.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  |  | $15296.52          | $15245.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  |  | $245520.18         | $223312.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4202 M | 2039-09-20      | 6.5000%  |  | $724.24            | $767.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  |  | $4584.48           | $4262.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3937 M | 2046-09-20      | 3.5000%  |  | $45946.21          | $44124.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4451 M | 2047-05-20      | 3.5000%  |  | $337588.96         | $323954.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2864 M | 2030-06-20      | 3.0000%  |  | $84.36             | $83.28             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2761 M | 2039-01-20      | 7.0000%  |  | $1116.82           | $1158.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  |  | $4642.12           | $4664.37           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2222 M | 2044-09-20      | 3.0000%  |  | $802885.32         | $750862.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  |  | $3366.95           | $3376.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  |  | $1982.95           | $1988.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2070 M | 2044-02-20      | 2.0000%  |  | $12955.65          | $11132.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1920 M | 2044-05-20      | 4.0000%  |  | $1271.27           | $1254.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  |  | $788.93            | $763.45            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1350 M | 2028-10-20      | 3.0000%  |  | $8328.92           | $8249.52           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  |  | $12935.33          | $13302.84          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  |  | $8920.89           | $9101.27           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  |  | $5601.79           | $5714.62           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  |  | $2842.22           | $2895.40           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  |  | $1379.89           | $1405.53           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  |  | $1489.95           | $1527.84           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  |  | $820.52            | $830.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  |  | $158.20            | $164.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  |  | $82.29             | $84.55             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 562607 C | 2033-12-20      | 6.5000%  |  | $10284.82          | $10506.08          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  |  | $1727.45           | $1778.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  |  | $197.05            | $200.31            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  |  | $111.52            | $114.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  |  | $5347.07           | $5037.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  |  | $7380.62           | $7353.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB6141 C | 2047-09-20      | 3.5000%  |  | $141982.96         | $134288.45         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  |  | $76411.27          | $77593.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  |  | $67123.23          | $68329.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  |  | $21013.96          | $19875.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  |  | $10150.16          | $10216.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AW8749 C | 2046-12-20      | 4.0000%  |  | $336329.13         | $325260.16         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  |  | $3157.73           | $3156.71           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  |  | $234384.06         | $208948.84         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  |  | $3041.40           | $3113.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  |  | $4940.24           | $4972.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  |  | $8190.78           | $7789.08           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD4061 C | 2048-06-20      | 4.0000%  |  | $31109.93          | $30104.58          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  |  | $19076.36          | $19042.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD0491 C | 2048-01-20      | 4.5000%  |  | $98366.52          | $97657.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  |  | $3091.18           | $3142.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  |  | $3488.12           | $3301.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC4862 C | 2047-10-20      | 3.5000%  |  | $93982.64          | $89238.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  |  | $2351094.70        | $2374516.83        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $228890.83         | $232985.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  |  | $12751793.59       | $12270654.25       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  |  | $42320.19          | $43272.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB4172 C | 2048-02-20      | 4.0000%  |  | $6446.95           | $6206.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  |  | $9973.73           | $10160.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  |  | $23792.14          | $24125.31          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  |  | $8247.67           | $8212.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AO8303 C | 2045-08-20      | 3.5000%  |  | $56371.08          | $52829.50          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  |  | $24789.78          | $22854.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  |  | $85.19             | $85.60             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  |  | $121.02            | $123.87            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  |  | $737.05            | $752.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  |  | $54461.49          | $52359.64          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  |  | $106.95            | $113.83            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  |  | $579.67            | $592.59            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  |  | $2056.95           | $2143.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  |  | $1109.60           | $1162.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  |  | $18636.49          | $19310.87          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  |  | $2213.48           | $2349.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  |  | $1511.80           | $1596.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  |  | $127.31            | $133.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  |  | $3593.37           | $3740.85           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  |  | $1802.66           | $1881.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  |  | $572177.73         | $588469.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788357 C | 2052-05-20      | 3.5000%  |  | $3759153.30        | $3527013.47        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  |  | $87003.15          | $91226.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  |  | $26866.52          | $28170.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5412 C | 2055-12-20      | 5.0000%  |  | $903288.14         | $915726.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4014 C | 2055-11-20      | 6.5000%  |  | $201112.49         | $211476.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  |  | $245729.99         | $257658.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5227 C | 2065-11-20      | 6.5000%  |  | $344831.83         | $361571.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2903 C | 2056-01-20      | 6.5000%  |  | $94966.14          | $100004.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  |  | $350967.68         | $368005.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO0904 C | 2056-01-20      | 5.0000%  |  | $268580.30         | $271115.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  |  | $145545.74         | $152396.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP3561 C | 2056-01-20      | 5.0000%  |  | $390288.30         | $395412.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  |  | $127901.28         | $133608.80         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  |  | $1344.66           | $1371.91           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  |  | $231.24            | $239.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  |  | $3742.86           | $3871.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  |  | $977.62            | $1024.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  |  | $942.96            | $961.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  |  | $58118.68          | $60783.03          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  |  | $1483.34           | $1569.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  |  | $92.06             | $95.65             | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  |  | $2833351.37        | $2914023.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  |  | $486317.78         | $509925.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  |  | $155020.93         | $162419.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0742 M | 2055-11-20      | 3.5000%  |  | $8706360.27        | $8156795.46        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  |  | $497.69            | $528.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  |  | $439.12            | $444.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004367 M | 2039-02-20      | 4.0000%  |  | $110.11            | $109.14            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  |  | $87278.44          | $85931.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  |  | $1101.23           | $1116.99           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  |  | $331.58            | $337.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  |  | $5007.03           | $5092.99           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005259 M | 2041-12-20      | 4.0000%  |  | $332661.53         | $328489.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004961 M | 2041-02-20      | 6.0000%  |  | $1895.28           | $2001.54           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  |  | $98.78             | $95.60             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  |  | $153018.95         | $149727.66         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  |  | $132676.11         | $139311.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0180 M | 2040-02-20      | 5.5000%  |  | $992426.07         | $1022141.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0119 M | 2040-08-20      | 4.0000%  |  | $468061.54         | $464002.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0816 M | 2055-12-20      | 6.5000%  |  | $24684708.61       | $25830336.90       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  |  | $830151.28         | $840446.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0783 M | 2040-12-20      | 4.0000%  |  | $56601.35          | $56127.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ1389 C | 2056-01-20      | 6.5000%  |  | $163523.23         | $172198.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  |  | $322831.58         | $303388.33         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  |  | $3010.20           | $3034.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  |  | $182008.61         | $176462.79         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  |  | $16884.10          | $17157.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  |  | $1047.10           | $991.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  |  | $21041.73          | $21295.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  |  | $18745.56          | $17674.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  |  | $13897.44          | $12812.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  |  | $125926.45         | $129946.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9600 M | 2054-04-20      | 3.0000%  |  | $914048.28         | $839157.26         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  |  | $294.02            | $303.19            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  |  | $79.01             | $80.55             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  |  | $3412.12           | $3365.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  |  | $1145.13           | $1167.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  |  | $84.03             | $85.66             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  |  | $146.71            | $149.58            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  |  | $192.82            | $199.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9536 M | 2054-03-20      | 3.0000%  |  | $74224.78          | $68357.66          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  |  | $413.52            | $418.79            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  |  | $429.40            | $443.07            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  |  | $898.36            | $912.31            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  |  | $19503.88          | $19739.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  |  | $16391.45          | $16611.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  |  | $21601.45          | $20467.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  |  | $3075.15           | $3032.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  |  | $11283.22          | $10862.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  |  | $133.26            | $135.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  |  | $264.79            | $267.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  |  | $1323.11           | $1348.02           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY0036 C | 2054-01-20      | 7.5000%  |  | $95999.72          | $101563.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8099 M | 2052-06-20      | 3.5000%  |  | $17992350.43       | $17083696.76       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 748948 C | 2040-09-20      | 4.5000%  |  | $747.38            | $749.28            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  |  | $15427.05          | $14929.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  |  | $58711.38          | $59464.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  |  | $47878.94          | $46334.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  |  | $127.71            | $123.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  |  | $185187.40         | $152820.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M | 2049-03-20      | 4.5000%  |  | $423920.38         | $426945.05         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  |  | $22552.59          | $21264.31          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  |  | $63896.17          | $62195.18          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  |  | $46195.51          | $46788.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4723 M | 2047-09-20      | 5.5000%  |  | $99396.13          | $103684.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4263 M | 2047-02-20      | 4.0000%  |  | $720726.89         | $706679.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  |  | $217499.83         | $187562.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 762797 C | 2041-03-20      | 4.5000%  |  | $22024.59          | $22033.70          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  |  | $43585.01          | $43920.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005054 M | 2041-05-20      | 4.0000%  |  | $156.69            | $154.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  |  | $630983.45         | $635681.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  |  | $77.75             | $78.41             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  |  | $1803.23           | $1744.98           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  |  | $62595.62          | $58845.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  |  | $12700.67          | $12735.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9597 M | 2052-05-20      | 1.5000%  |  | $18652.24          | $15342.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3450 C | 2054-01-20      | 7.5000%  |  | $86248.14          | $89893.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  |  | $3219.93           | $3115.91           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  |  | $43145.52          | $41996.94          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2624 C | 2054-03-20      | 6.0000%  |  | $227175.58         | $236935.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN6125 C | 2049-08-20      | 4.0000%  |  | $124545.12         | $120598.14         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  |  | $105335.27         | $106427.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  |  | $13042743.44       | $13179132.85       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  |  | $41403.40          | $39911.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  |  | $195779.84         | $202030.00         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  |  | $109410.86         | $102022.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7831 M | 2052-01-20      | 4.5000%  |  | $4058172.44        | $4047199.14        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  |  | $288308.06         | $286617.71         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  |  | $46688.95          | $47528.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT8330 C | 2046-11-20      | 3.5000%  |  | $54051.03          | $51303.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  |  | $36249.36          | $35710.18          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  |  | $116465.97         | $111798.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734374 C | 2041-04-20      | 4.5000%  |  | $27067.40          | $27193.70          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  |  | $1786.09           | $1838.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  |  | $6231.93           | $6232.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  |  | $380.52            | $374.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  |  | $93.20             | $91.76             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  |  | $537.06            | $552.85            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  |  | $466598.27         | $481510.34         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  |  | $112669.55         | $116566.58         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  |  | $273713.57         | $280485.30         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  |  | $614343.83         | $631367.98         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  |  | $521912.90         | $540801.51         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  |  | $34374.26          | $35327.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  |  | $1171.62           | $1202.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  |  | $476931.90         | $490150.60         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  |  | $2754.56           | $2699.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  |  | $3111.40           | $3187.06           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  |  | $321562.71         | $316903.20         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  |  | $1243.65           | $1261.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  |  | $188820.26         | $174082.21         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  |  | $206451.35         | $190334.04         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  |  | $48164.08          | $44403.27          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  |  | $1771.67           | $1632.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  |  | $1593.87           | $1469.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  |  | $29463.00          | $27600.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  |  | $38370.34          | $35944.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  |  | $11706.22          | $12071.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  |  | $2172.87           | $2035.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  |  | $8667.39           | $8436.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  |  | $7380.33           | $7482.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  |  | $3967.05           | $3982.74           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  |  | $5820.83           | $5844.62           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  |  | $36807.98          | $36357.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AD8884 C | 2043-03-20      | 3.5000%  |  | $4623.12           | $4358.65           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  |  | $6766.33           | $6488.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  |  | $3936.16           | $3923.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  |  | $223.84            | $209.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  |  | $36808.97          | $37637.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  |  | $5173273.03        | $5310019.88        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  |  | $47926.19          | $48234.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CO4021 C | 2052-06-20      | 4.5000%  |  | $700904.85         | $688838.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  |  | $396230.92         | $401195.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  |  | $15590.89          | $14431.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6768 M | 2050-07-20      | 4.0000%  |  | $3478742.20        | $3385821.13        | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  |  | $748252.59         | $742236.64         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  |  | $1635.11           | $1566.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6873 C | 2053-12-20      | 6.5000%  |  | $33588.16          | $35121.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  |  | $239568.02         | $225154.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5479 C | 2055-12-20      | 5.5000%  |  | $153330.44         | $157501.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  |  | $1147014.26        | $1202695.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  |  | $575478.79         | $592911.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  |  | $1029786.42        | $1078259.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  |  | $132352.98         | $136121.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  |  | $170839.46         | $175703.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  |  | $94008.68          | $99082.75          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  |  | $113026.92         | $118513.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  |  | $38660.29          | $40537.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  |  | $46048.50          | $46692.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  |  | $4071.30           | $4124.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  |  | $5596.21           | $5772.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  |  | $9992.82           | $10354.57          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  |  | $837.72            | $850.41            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  |  | $140659.19         | $145525.32         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  |  | $3285.30           | $3404.25           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  |  | $1028.79           | $1047.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  |  | $5975.79           | $5992.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004771 M | 2040-08-20      | 4.5000%  |  | $1706631.85        | $1731371.19        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  |  | $537.70            | $551.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  |  | $297.20            | $304.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  |  | $639.97            | $658.66            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  |  | $419.51            | $427.07            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  |  | $87.85             | $89.83             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  |  | $1512.18           | $1580.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  |  | $577.99            | $589.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  |  | $5383.84           | $5464.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  |  | $40375.53          | $40956.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  |  | $28988.94          | $28739.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 738875 C | 2041-09-20      | 4.5000%  |  | $18959.76          | $19048.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  |  | $14816.17          | $14208.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  |  | $447.73            | $447.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  |  | $7264.93           | $6824.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  |  | $7323.52           | $6900.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  |  | $18237.89          | $18229.97          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  |  | $76808.80          | $78543.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  |  | $16632.93          | $16873.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  |  | $673.31            | $655.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  |  | $379159.31         | $372285.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ9743 C | 2052-02-20      | 2.5000%  |  | $124698.91         | $110273.68         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  |  | $85723.87          | $83097.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  |  | $15463.53          | $15869.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  |  | $1948.78           | $1796.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  |  | $52694.75          | $53208.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  |  | $18812.25          | $18940.79          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  |  | $150127.06         | $151106.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  |  | $412959.65         | $433006.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  |  | $265212.06         | $278086.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  |  | $161966.48         | $169590.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  |  | $295979.30         | $310347.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  |  | $117316.42         | $123011.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4506 C | 2055-12-20      | 5.0000%  |  | $732363.63         | $740626.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4503 C | 2055-12-20      | 5.0000%  |  | $276559.19         | $281105.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  |  | $4395652.29        | $4528811.25        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  |  | $198127.44         | $203768.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  |  | $201285.04         | $211056.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  |  | $781652.81         | $819597.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO3106 C | 2055-11-20      | 6.0000%  |  | $1110180.46        | $1160645.19        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  |  | $943131.05         | $988913.88         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  |  | $55885.52          | $53939.53          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  |  | $189007.13         | $182313.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  |  | $170524.85         | $148798.54         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  |  | $163757.38         | $158767.83         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  |  | $680068.57         | $659158.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  |  | $52454.95          | $48923.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  |  | $13133.38          | $12733.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  |  | $21176.79          | $19907.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL3809 C | 2052-05-20      | 4.0000%  |  | $194887.98         | $188572.61         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  |  | $111911.95         | $108006.32         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  |  | $140257.02         | $135944.52         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  |  | $223939.51         | $217054.02         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  |  | $473565.04         | $459004.28         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  |  | $333762.34         | $321798.92         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  |  | $62308.71          | $60474.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005276 M | 2027-01-20      | 3.0000%  |  | $325.87            | $324.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 626972 C | 2045-08-20      | 3.5000%  |  | $64637.08          | $61854.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  |  | $8151.24           | $8412.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  |  | $38097.67          | $35422.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  |  | $78273.54          | $75182.18          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  |  | $54045.26          | $51796.80          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  |  | $11590.06          | $11157.93          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734571 X | 2042-04-15      | 3.5000%  |  | $494.27            | $493.45            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  |  | $113660.79         | $109176.16         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  |  | $977795.29         | $901470.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  |  | $414152.58         | $357146.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  |  | $188176.76         | $182443.18         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  |  | $62489.14          | $62399.65          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  |  | $9167.38           | $8785.96           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  |  | $16099.27          | $15438.94          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  |  | $14101.48          | $13523.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  |  | $122456.48         | $118725.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  |  | $12966.14          | $13409.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 763300 C | 2041-05-20      | 4.5000%  |  | $44184.09          | $44280.32          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  |  | $31565.42          | $32132.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI6779 C | 2040-06-20      | 5.0000%  |  | $77255.90          | $79263.87          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC1960 C | 2054-07-20      | 6.5000%  |  | $174106.46         | $183660.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  |  | $163809.08         | $162492.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4655 C | 2047-02-20      | 3.5000%  |  | $270561.00         | $255900.87         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  |  | $11592.04          | $11594.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  |  | $1255592.35        | $1244492.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  |  | $108405.63         | $110081.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  |  | $381153.46         | $385201.73         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  |  | $76855.08          | $78235.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  |  | $11553.91          | $11453.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6895 C | 2053-11-20      | 6.5000%  |  | $159701.36         | $168151.87         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  |  | $145188.11         | $140723.99         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  |  | $4382.55           | $4120.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  |  | $50498.53          | $51828.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  |  | $341962.52         | $358562.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  |  | $1022830.76        | $1070975.97        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3096 C | 2055-08-20      | 6.5000%  |  | $147101.32         | $156058.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  |  | $125619.02         | $131717.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  |  | $578426.67         | $606504.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  |  | $2027466.37        | $2125890.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  |  | $536037.95         | $561751.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  |  | $35308.29          | $33558.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  |  | $438954.50         | $371048.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7253 M | 2051-03-20      | 1.5000%  |  | $251091.59         | $203847.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7260 M | 2051-03-20      | 5.0000%  |  | $22975.72          | $23587.56          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $1406528.59        | $1289866.42        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7057 M | 2050-12-20      | 5.0000%  |  | $1728.18           | $1780.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7050 M | 2050-12-20      | 1.5000%  |  | $2920519.31        | $2382087.50        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7043 M | 2050-12-20      | 2.5000%  |  | $143003.10         | $124204.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M | 2050-11-20      | 3.0000%  |  | $101683.05         | $93361.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6935 M | 2050-10-20      | 4.5000%  |  | $32455.13          | $32738.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003429 M | 2033-08-20      | 5.5000%  |  | $223.28            | $230.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003346 M | 2033-02-20      | 5.5000%  |  | $284.12            | $295.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003240 M | 2032-05-20      | 7.0000%  |  | $126.23            | $134.64            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003162 M | 2031-11-20      | 7.0000%  |  | $557.74            | $581.31            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002897 M | 2030-03-20      | 8.0000%  |  | $2711.10           | $2847.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002699 M | 2029-01-20      | 6.0000%  |  | $1557.92           | $1609.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  |  | $19738.59          | $20563.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  |  | $566.98            | $587.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004100 M | 2038-03-20      | 6.5000%  |  | $192.07            | $205.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004085 M | 2038-02-20      | 6.0000%  |  | $216.19            | $229.04            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003879 M | 2036-07-20      | 6.0000%  |  | $207.66            | $222.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003654 M | 2034-12-20      | 6.5000%  |  | $112.28            | $117.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  |  | $4751.85           | $4814.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  |  | $747.31            | $772.38            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  |  | $775.75            | $768.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  |  | $13489.04          | $12922.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  |  | $1035794.93        | $957378.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI1518 C | 2052-04-20      | 2.5000%  |  | $458089.26         | $405098.20         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  |  | $111236.40         | $106306.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC2874 C | 2051-03-20      | 2.0000%  |  | $580591.74         | $493854.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB4372 C | 2051-09-20      | 3.5000%  |  | $635200.49         | $595314.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB1543 C | 2051-02-20      | 3.0000%  |  | $3332.89           | $3056.12           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4061 C | 2050-12-20      | 2.0000%  |  | $671809.50         | $563723.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1745 C | 2050-08-20      | 3.0000%  |  | $37280.21          | $34183.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN2662 C | 2049-10-20      | 3.0000%  |  | $326711.91         | $299979.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI5117 C | 2055-06-20      | 7.0000%  |  | $205110.27         | $216947.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  |  | $133252.23         | $137046.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  |  | $125495.69         | $131587.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  |  | $94429.18          | $97117.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  |  | $158013.34         | $165683.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  |  | $212629.70         | $218683.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  |  | $83535.18          | $87467.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  |  | $285302.11         | $298730.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  |  | $394326.70         | $413469.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5969 C | 2055-10-20      | 6.0000%  |  | $617994.36         | $644546.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  |  | $746259.60         | $781386.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL4097 C | 2055-08-20      | 6.0000%  |  | $397710.68         | $413479.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  |  | $286904.56         | $295073.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  |  | $825023.06         | $865073.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  |  | $180419.40         | $185556.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  |  | $306041.90         | $320898.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  |  | $1248544.82        | $1307314.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7148 C | 2055-06-20      | 7.0000%  |  | $191928.69         | $201419.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  |  | $31084.89          | $30080.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  |  | $324449.46         | $333687.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  |  | $109863.31         | $115196.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0658 M | 2040-10-20      | 5.5000%  |  | $5100.95           | $5258.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  |  | $395756.59         | $414968.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4261 C | 2054-11-20      | 6.5000%  |  | $239926.83         | $252508.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  |  | $340919.45         | $357469.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0819 C | 2055-05-20      | 7.0000%  |  | $150883.30         | $158254.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  |  | $167029.13         | $175137.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3529 C | 2055-07-20      | 7.0000%  |  | $472571.14         | $495656.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  |  | $889163.93         | $932327.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  |  | $716815.98         | $710447.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  |  | $165004.92         | $169703.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  |  | $566922.73         | $594443.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  |  | $29972150.81       | $31119801.13       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  |  | $9815487.31        | $10094966.95       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  |  | $1031339.14        | $1081404.92        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  |  | $81918.53          | $85895.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6397 C | 2056-02-20      | 5.5000%  |  | $1513064.53        | $1554226.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  |  | $427800.41         | $447937.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4247 C | 2056-01-20      | 5.5000%  |  | $340327.66         | $350000.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3714 C | 2054-01-20      | 7.5000%  |  | $111457.97         | $118111.42         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  |  | $59667.00          | $55970.49          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  |  | $13299.09          | $12458.67          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  |  | $15560.68          | $15870.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD8236 C | 2054-09-20      | 5.5000%  |  | $152111.87         | $156319.48         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  |  | $25630.32          | $22849.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9709 X | 2048-07-15      | 4.0000%  |  | $3931.14           | $3925.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  |  | $208402.60         | $219335.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788464 M | 2043-02-20      | 3.0000%  |  | $13648077.12       | $13173269.62       | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $3119175.71        | $3114167.97        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $66206965.71       | $58252939.13       | U.S. Treasuries (including strips) |

### Security 194: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.670%, 3/2/2026
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 2023-091 AC      | 2055-02-16      | 4.0000%  |  | $2721.86           | $2678.01           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-03-25      | 1.1900%  |  | $487875.80         | $473112.90         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-070 LA      | 2060-02-16      | 4.5000%  |  | $234146.34         | $214773.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A3 R22M005  | 2034-01-25      | 2.3353%  |  | $145853.66         | $127680.64         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL007A1 R21M007  | 2031-03-25      | 1.7081%  |  | $39690.20          | $38446.97          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $1036585.37        | $1060855.00        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04  | 2030-11-25      | 1.2553%  |  | $92482.47          | $87308.67          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES K- | 2030-11-25      | 2.3330%  |  | $107317.07         | $101836.60         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-090 AC      | 2066-07-16      | 2.0000%  |  | $38725.63          | $30187.96          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-03-25      | 1.7500%  |  | $292330.51         | $261789.83         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-141 FA      | 2063-06-16      | 4.0000%  |  | $3951901.34        | $3571120.71        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL02GA1 R21M02G  | 2031-03-25      | 1.1980%  |  | $89034.14          | $83554.91          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-107 AD      | 2047-11-16      | 2.7763%  |  | $34026.77          | $31411.04          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-003 B       | 2061-02-16      | 1.8500%  |  | $68292.68          | $35829.22          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VL      | 2039-12-16      | 5.0000%  |  | $737800.82         | $759943.78         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2031-04-25      | 1.4800%  |  | $197649.11         | $177127.78         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-016 V       | 2039-09-16      | 4.5000%  |  | $1470433.20        | $1467667.31        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEREIES K | 2029-05-25      | 2.1840%  |  | $25672.90          | $25071.55          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL020A1 R21M020  | 2031-10-25      | 1.8400%  |  | $918303.35         | $876091.60         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0051A2C R24M0  | 2034-08-25      | 4.4500%  |  | $90634.15          | $91836.49          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001   | 2032-04-25      | 3.4343%  |  | $143442.97         | $141187.92         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023  | 2031-11-25      | 0.5000%  |  | $407395.80         | $345918.60         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G  | 2031-01-25      | 1.1810%  |  | $478.74            | $477.07            | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-06-25      | 4.4937%  |  | $151581.38         | $151511.72         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.2000%  |  | $8292.68           | $8244.74           | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-02-25      | 3.0284%  |  | $25849.83          | $25458.99          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-10-25      | 4.1700%  |  | $2146341.46        | $2166512.06        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-05-25      | 2.8620%  |  | $35422.71          | $35358.21          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2022-007 AT      | 2064-02-16      | 4.0000%  |  | $631117.58         | $611576.21         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006  | 2043-02-25      | 3.3833%  |  | $8947.14           | $8836.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW9780  | 2053-06-01      | 5.5000%  |  | $17757.61          | $18502.52          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3495  | 2028-02-01      | 3.2680%  |  | $6099.59           | $6048.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5313  | 2048-06-01      | 4.5000%  |  | $39226.24          | $39503.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH4318  | 2053-10-01      | 5.5000%  |  | $57083.94          | $58393.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6720  | 2053-07-01      | 5.5000%  |  | $68808.00          | $70431.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399  | 2052-07-01      | 5.0000%  |  | $451645.44         | $459644.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5508  | 2052-07-01      | 5.0000%  |  | $28953.83          | $29773.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE5296  | 2052-05-01      | 3.0000%  |  | $24292.76          | $22005.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE2327  | 2052-05-01      | 3.0000%  |  | $4187.74           | $3789.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA4355  | 2049-11-01      | 3.5000%  |  | $50064.99          | $48269.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8377  | 2040-04-01      | 4.5000%  |  | $67060.97          | $67537.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8371  | 2040-03-01      | 5.0000%  |  | $66510.04          | $67764.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1747  | 2041-01-01      | 5.5000%  |  | $61822.99          | $63712.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7148  | 2052-08-01      | 5.0000%  |  | $1616.12           | $1654.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA7165  | 2052-06-01      | 3.0000%  |  | $3122.47           | $2827.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2725  | 2050-02-01      | 3.0000%  |  | $5436.67           | $4928.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5070  | 2053-07-01      | 4.5000%  |  | $893789.46         | $888149.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8525  | 2055-04-01      | 6.0000%  |  | $195102.46         | $200965.94         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5520  | 2030-12-01      | 4.0550%  |  | $12880195.12       | $13002371.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0638  | 2055-12-01      | 6.0000%  |  | $28218.24          | $29510.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5810  | 2056-01-01      | 6.0000%  |  | $6542530.77        | $6793844.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA4818  | 2056-01-01      | 5.0000%  |  | $6616291.25        | $6668964.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4112  | 2051-02-01      | 3.5000%  |  | $5066460.78        | $4865878.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093  | 2055-01-01      | 4.5000%  |  | $623843.39         | $620299.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5848  | 2035-09-01      | 5.5000%  |  | $107129.73         | $110379.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5792  | 2055-08-01      | 5.5000%  |  | $1756.07           | $1791.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0092  | 2055-02-01      | 5.0000%  |  | $1362870.76        | $1377700.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4815  | 2052-05-01      | 3.0000%  |  | $28560.94          | $25848.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1372  | 2052-03-01      | 3.0000%  |  | $5234.56           | $4738.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2731  | 2056-01-01      | 6.0000%  |  | $60688.20          | $63718.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9269  | 2056-02-01      | 6.0000%  |  | $40752.20          | $42787.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB5015  | 2052-10-01      | 3.0000%  |  | $3699.15           | $3350.03           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-003 EF      | 2066-01-20      | 4.6115%  |  | $7800651.79        | $7813528.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 HL      | 2056-01-20      | 4.5000%  |  | $82257.76          | $75817.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 NL      | 2056-01-20      | 4.5000%  |  | $12320.78          | $11554.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 GT      | 2055-12-20      | 4.7500%  |  | $529851.23         | $531700.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 PY      | 2055-12-20      | 4.5000%  |  | $460532.98         | $420786.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-211 FJ      | 2065-12-20      | 4.7615%  |  | $3378636.22        | $3394380.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PN      | 2055-06-20      | 4.5000%  |  | $10421.27          | $9791.51           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 HT      | 2054-11-20      | 4.5000%  |  | $1334622.39        | $1327040.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DY      | 2055-11-20      | 5.0000%  |  | $410383.12         | $409741.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 DB      | 2055-11-20      | 5.0000%  |  | $510852.20         | $514658.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  |  | $488788.65         | $498125.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JL      | 2055-04-20      | 4.5000%  |  | $32975.61          | $31474.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-187 DA      | 2052-10-20      | 5.0000%  |  | $391.85            | $394.49            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-195 BL      | 2053-12-20      | 5.5000%  |  | $195121.95         | $201305.02         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DC 04/15/43  | 2043-04-15      | 2.5000%  |  | $371.21            | $364.09            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  |  | $24390.24          | $23573.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8151%  |  | $109609.64         | $82338.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R19F064   | 2051-08-25      | 2.5000%  |  | $591242.65         | $506352.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086  | 2047-05-25      | 4.0000%  |  | $3317.67           | $3318.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL009EA R19F009  | 2047-07-25      | 3.0000%  |  | $126649.56         | $123984.17         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110PB R17F110  | 2057-02-25      | 3.0000%  |  | $3804.88           | $2984.32           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094  | 2047-11-25      | 3.0000%  |  | $455520.62         | $418167.32         | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2017 | 2027-06-25      | 2.8980%  |  | $5696536.39        | $5628907.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL101KY R16F101  | 2047-01-25      | 3.0000%  |  | $3902.44           | $3232.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC059LM R15F059  | 2045-07-25      | 3.0000%  |  | $11166.48          | $10694.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC036LB R15F036  | 2045-06-25      | 2.0000%  |  | $74417.72          | $64269.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL065VD R14F065  | 2033-04-25      | 3.5000%  |  | $1695.85           | $1692.63           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047YA R13F047  | 2040-05-25      | 2.0000%  |  | $46818.00          | $43069.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-061 FE      | 2055-04-20      | 4.7115%  |  | $3009955.27        | $3030832.72        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2716DS 05/15/33  | 2033-05-15      | 5.5000%  |  | $16760.60          | $17342.11          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FJ R25F047  | 2055-06-25      | 4.6972%  |  | $88342.26          | $89048.20          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FY      | 2056-02-20      | 4.7434%  |  | $2439024.39        | $2449061.77        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  |  | $27150.73          | $22137.42          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064  | 2037-07-25      | 4.2517%  |  | $695.24            | $684.27            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-14O FB      | 2065-05-20      | 4.2269%  |  | $2410.78           | $2411.38           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  |  | $160851.90         | $150050.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 GA      | 2053-05-20      | 4.5000%  |  | $9756097.56        | $9743278.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 KF      | 2056-02-20      | 4.5313%  |  | $9756097.56        | $9804000.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O FA      | 2072-01-20      | 4.0115%  |  | $766558.17         | $757740.47         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLCB4315  | 2052-07-01      | 3.0000%  |  | $3174.95           | $2874.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3669  | 2052-05-01      | 3.0000%  |  | $19852.02          | $17966.59          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2018-8O BF       | 2068-06-20      | 4.5574%  |  | $181143.25         | $181838.51         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  |  | $12397.15          | $11381.87          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081HC R14F081  | 2037-06-25      | 3.0000%  |  | $18.53             | $18.40             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-08O KF      | 2074-05-20      | 4.5115%  |  | $13968.18          | $14094.98          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-4O FC       | 2069-07-20      | 4.6169%  |  | $33608.37          | $33836.84          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011  | 2054-03-25      | 5.0172%  |  | $2673924.98        | $2714487.71        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4793CD 06/15/48  | 2048-06-15      | 3.0000%  |  | $17911.09          | $16188.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 DB      | 2055-12-20      | 5.0000%  |  | $3205810.34        | $3221586.49        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  |  | $53.39             | $53.19             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086T R21F086   | 2048-09-25      | 2.5000%  |  | $29328.67          | $26832.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-70 F        | 2034-07-20      | 4.2317%  |  | $504.69            | $504.87            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 UH      | 2055-10-20      | 4.5000%  |  | $983317.07         | $978520.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-13O FM      | 2070-08-20      | 4.1969%  |  | $8896.04           | $8886.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNMA REMIC TRUST 2020 | 2049-11-25      | 0.8151%  |  | $14675.38          | $11024.07          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5500AF 02/25/55  | 2055-02-25      | 4.6672%  |  | $15140.37          | $15193.20          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5300AB 01/25/49  | 2049-01-25      | 5.5000%  |  | $30127.62          | $30551.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H28 FA      | 2062-09-20      | 4.3769%  |  | $15.77             | $15.81             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025PL R18F025  | 2048-04-25      | 3.5000%  |  | $5677.66           | $4845.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FT       | 2066-02-20      | 4.5169%  |  | $10354.64          | $10362.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA       | 2066-12-20      | 4.5508%  |  | $12447.92          | $12549.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-127 KA      | 2055-06-20      | 0.0100%  |  | $148734.82         | $139171.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-064 FA      | 2052-04-20      | 4.3615%  |  | $2804203.37        | $2688165.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL098PK R25F098  | 2054-08-25      | 4.5000%  |  | $1270566.29        | $1278860.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 JA      | 2042-06-20      | 5.2500%  |  | $517894.22         | $522540.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PL      | 2055-11-20      | 4.5000%  |  | $59794.24          | $53569.66          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086LG R13F086  | 2043-08-25      | 3.5000%  |  | $11609.76          | $10320.92          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616AD 01/25/56  | 2056-01-25      | 4.5000%  |  | $485303.89         | $484838.00         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5057NA 10/25/50  | 2050-10-25      | 2.0000%  |  | $21905.15          | $18111.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O EF      | 2070-10-20      | 5.0169%  |  | $325739.67         | $330384.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FL       | 2068-05-20      | 4.7950%  |  | $842435.71         | $847793.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-19O FK      | 2065-08-20      | 4.3969%  |  | $1873.54           | $1876.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 CH      | 2052-10-20      | 4.7500%  |  | $629649.44         | $634250.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-196 L       | 2054-11-20      | 5.5000%  |  | $612088.78         | $634992.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H20 FA      | 2063-08-20      | 4.3969%  |  | $328.48            | $329.36            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FC 09/25/55  | 2055-09-25      | 4.7672%  |  | $8332106.73        | $8389372.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068  | 2035-08-25      | 5.5000%  |  | $1440.43           | $1478.51           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083H R19F083   | 2050-01-25      | 2.5000%  |  | $266270.24         | $224328.83         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  |  | $35902.44          | $31677.00          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  |  | $14634.15          | $11455.62          | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3856BF 03/15/40  | 2040-03-15      | 4.2227%  |  | $2823.77           | $2826.97           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL017PA R26F017  | 2056-01-25      | 4.5000%  |  | $1756097.56        | $1748743.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AD R25F113  | 2052-11-25      | 4.5000%  |  | $442695.63         | $443935.18         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006BY R25F006  | 2055-02-25      | 5.5000%  |  | $205362.15         | $212314.11         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016MA R25F016  | 2055-01-25      | 7.6172%  |  | $146392.11         | $148994.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084GT R24F084  | 2054-11-25      | 0.1250%  |  | $3370055.02        | $2724892.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FD R24F093  | 2054-12-25      | 4.7172%  |  | $101211.98         | $101774.42         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035DA R24F035  | 2054-04-25      | 5.5000%  |  | $117847.89         | $120494.78         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL081FL R22F081  | 2052-11-25      | 4.9172%  |  | $47574.63          | $47878.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H01 AF      | 2060-11-20      | 4.2469%  |  | $1799.49           | $1799.89           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H28 FE      | 2060-12-20      | 4.1969%  |  | $12061.15          | $12058.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H18 BA      | 2063-07-20      | 4.3969%  |  | $3967.79           | $3977.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-032 PE      | 2039-05-20      | 4.5000%  |  | $816447.13         | $823887.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  |  | $5.58              | $5.58              | Agency Collateralized Mortgage Obligation |
| FMAC FRED MAC SEA CR RISK  | 2062-10-25      | 3.0000%  |  | $1954415.55        | $1795362.61        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-069 PQ      | 2055-04-20      | 4.5000%  |  | $465723.73         | $467994.13         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  |  | $815.05            | $809.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-6O AF       | 2069-10-20      | 4.4969%  |  | $203021.46         | $203863.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 HB      | 2056-01-20      | 4.5000%  |  | $166861.85         | $158553.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 BY      | 2055-09-20      | 5.0000%  |  | $3949430.05        | $3994995.06        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AB 06/25/53  | 2053-06-25      | 5.0000%  |  | $820507.27         | $829749.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-171 AL      | 2055-10-20      | 4.7500%  |  | $107395.12         | $103621.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AE R25F055  | 2053-04-25      | 5.0000%  |  | $2130952.03        | $2155654.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-20O FD      | 2074-11-20      | 4.4615%  |  | $76099.41          | $76511.90          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064   | 2048-09-25      | 3.0000%  |  | $15632.04          | $14312.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF      | 2063-03-20      | 4.1969%  |  | $8097.91           | $8077.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG       | 2068-10-20      | 4.7317%  |  | $247991.61         | $250124.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC056PA R17F056  | 2045-12-25      | 3.0000%  |  | $44377.15          | $42340.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  |  | $380.31            | $382.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FK       | 2067-05-20      | 3.6800%  |  | $221.19            | $220.67            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FA       | 2064-01-20      | 4.3969%  |  | $409.91            | $411.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-028 KA      | 2056-02-20      | 4.5000%  |  | $5853658.54        | $5826011.71        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4751PL 12/15/47  | 2047-12-15      | 3.0000%  |  | $93848.29          | $74812.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H10 FC      | 2060-05-20      | 4.8419%  |  | $5585.65           | $5626.01           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094CA R20F094  | 2044-11-25      | 1.5000%  |  | $29529.37          | $26210.90          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-12-20      | 4.7969%  |  | $1203.23           | $1212.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-20O FB      | 2065-08-20      | 4.3969%  |  | $2673.25           | $2677.62           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F        | 2066-10-20      | 4.5469%  |  | $7054.57           | $7081.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FL       | 2067-06-20      | 4.5274%  |  | $176519.68         | $177307.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-8O FB       | 2065-03-20      | 4.4269%  |  | $727.12            | $728.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FC       | 2065-02-20      | 4.2769%  |  | $2930.62           | $2932.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-3O FS       | 2064-02-20      | 4.4469%  |  | $12125.31          | $12143.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H25 FA      | 2061-12-20      | 4.4969%  |  | $2488.88           | $2460.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H21 CF      | 2061-05-20      | 4.4969%  |  | $19.54             | $19.55             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2012-H08 FC      | 2062-04-20      | 4.3669%  |  | $882.68            | $884.51            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O PF       | 2068-02-20      | 4.0969%  |  | $17534.03          | $17497.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-130 TA      | 2047-08-20      | 2.5000%  |  | $1896.39           | $1657.83           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PT       | 2047-09-20      | 2.5000%  |  | $14522.17          | $13005.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-140 JD      | 2041-01-20      | 1.7500%  |  | $5322.68           | $5173.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O FG      | 2066-08-20      | 4.4969%  |  | $18443.94          | $18464.49          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA       | 2066-08-20      | 4.5469%  |  | $1394.73           | $1399.98           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC       | 2066-02-20      | 4.7169%  |  | $59632.97          | $59986.61          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 DN      | 2053-05-20      | 5.0000%  |  | $1560975.61        | $1580250.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 MF      | 2066-02-20      | 4.4642%  |  | $4878049.17        | $4891824.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 KY      | 2056-02-20      | 4.5000%  |  | $175416.39         | $169737.28         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 DY      | 2056-02-20      | 4.5000%  |  | $234536.59         | $227584.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-07O FG      | 2072-03-20      | 4.4115%  |  | $7174.28           | $7195.09           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-098 HM      | 2050-04-20      | 2.6000%  |  | $10220.19          | $9072.06           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-119 JE      | 2049-09-20      | 3.0000%  |  | $161.69            | $146.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-70 KY       | 2043-08-20      | 3.0000%  |  | $182984.01         | $172326.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-15 A        | 2048-07-20      | 0.5294%  |  | $25756.10          | $15951.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 PN      | 2055-08-20      | 5.0000%  |  | $40891.32          | $39900.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 DJ      | 2051-07-20      | 5.0000%  |  | $927607.22         | $937749.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-113 HA      | 2052-03-20      | 5.5000%  |  | $587218.47         | $594733.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H08 FA      | 2061-02-20      | 4.3969%  |  | $14509.89          | $14546.63          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-115 E       | 2057-11-20      | 5.5000%  |  | $309332.98         | $312435.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CA      | 2045-08-20      | 6.0000%  |  | $4217.68           | $4230.17           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB      | 2053-04-20      | 4.5115%  |  | $1574767.27        | $1579891.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-047 CD      | 2049-08-20      | 5.0000%  |  | $574265.42         | $578814.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-063 LM      | 2050-10-20      | 3.5000%  |  | $2926.83           | $2546.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HL      | 2052-05-20      | 4.7500%  |  | $115360.69         | $116213.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-04O FC      | 2073-01-20      | 4.5115%  |  | $30705.27          | $30911.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FT       | 2068-10-20      | 4.1969%  |  | $145.17            | $145.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-9O FC       | 2068-10-20      | 4.1469%  |  | $39810.68          | $39755.04          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016HL R10F016  | 2040-03-25      | 4.5000%  |  | $9798.25           | $9940.14           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025B R03F025   | 2033-04-25      | 5.5000%  |  | $5081.70           | $5231.22           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QA 08/25/55  | 2055-08-25      | 4.5000%  |  | $809883.71         | $805707.14         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565PA 08/25/55  | 2055-08-25      | 5.2500%  |  | $1884210.95        | $1915706.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534NT 05/25/55  | 2055-05-25      | 5.0000%  |  | $763644.38         | $760892.29         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FH 02/25/55  | 2055-02-25      | 4.8672%  |  | $12149.73          | $12234.23          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5481AT 12/25/54  | 2054-12-25      | 0.1250%  |  | $3763673.41        | $3043725.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5461PA 08/25/54  | 2054-08-25      | 4.5000%  |  | $48718.22          | $48954.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5466FG 10/25/54  | 2054-10-25      | 4.6172%  |  | $2471157.32        | $2479832.34        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54  | 2054-07-25      | 0.1250%  |  | $47997.77          | $41827.77          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5422CY 06/25/54  | 2054-06-25      | 5.5000%  |  | $48780.49          | $50114.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 JD      | 2055-09-20      | 4.5000%  |  | $1998146.34        | $1994140.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QA      | 2051-12-20      | 4.5000%  |  | $6237170.73        | $6231108.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FN      | 2056-02-20      | 4.7817%  |  | $585365.85         | $586771.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 LD      | 2056-02-20      | 4.5000%  |  | $4878048.78        | $4852521.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 LP      | 2056-02-20      | 4.5000%  |  | $2912970.05        | $2897717.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 EP      | 2055-02-20      | 4.5000%  |  | $3408774.83        | $3395702.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-006 LA      | 2048-12-20      | 3.5000%  |  | $19105.12          | $18017.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-4O FG       | 2068-02-20      | 4.0769%  |  | $7147.84           | $7131.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-20O FA      | 2070-04-20      | 4.1469%  |  | $758346.55         | $754002.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O JF      | 2071-04-20      | 5.1615%  |  | $404552.46         | $412096.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-17O DF      | 2070-10-20      | 5.0169%  |  | $761933.88         | $773757.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-12O F       | 2070-07-20      | 4.2969%  |  | $4687.67           | $4665.73           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF      | 2070-04-20      | 5.0469%  |  | $34346.25          | $34747.12          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-11O FG      | 2071-06-20      | 5.0615%  |  | $440860.90         | $449257.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FB       | 2069-07-20      | 4.4969%  |  | $675556.03         | $676319.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-0O FD       | 2069-06-20      | 4.7969%  |  | $440592.79         | $444435.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FT       | 2069-04-20      | 3.9100%  |  | $260.03            | $260.24            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5399FB 04/25/54  | 2054-04-25      | 4.5672%  |  | $127956.47         | $128478.63         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5092XA 01/15/41  | 2041-01-15      | 1.0000%  |  | $23159.09          | $20346.66          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5042LK 11/25/50  | 2050-11-25      | 2.0000%  |  | $30616.30          | $22615.81          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4902BG 01/25/49  | 2049-01-25      | 2.0000%  |  | $37584.63          | $33285.95          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  |  | $15902.44          | $13155.16          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4717BY 09/15/47  | 2047-09-15      | 3.0000%  |  | $8487.80           | $6667.87           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5050DM 03/25/48  | 2048-03-25      | 2.0000%  |  | $19408.27          | $17230.34          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40  | 2040-07-15      | 4.3548%  |  | $2786.33           | $2770.89           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  |  | $786.96            | $775.61            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 HY      | 2056-01-20      | 4.5000%  |  | $162712.78         | $156523.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-11 AD       | 2043-11-16      | 2.2500%  |  | $578.80            | $568.66            | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-05-25      | 1.5900%  |  | $108677.81         | $96864.24          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB8 | 2041-01-25      | 1.3200%  |  | $618264.39         | $549484.53         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB8 | 2030-10-25      | 1.1100%  |  | $418596.46         | $370884.28         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB4 | 2037-12-25      | 4.4937%  |  | $185992.81         | $185858.99         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2018-SB5 | 2038-07-25      | 3.7460%  |  | $734185.85         | $725456.60         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-144 VE      | 2039-07-16      | 5.0000%  |  | $315207.20         | $325824.99         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-082 LD      | 2066-02-16      | 5.2500%  |  | $22926.83          | $23347.96          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 V       | 2039-12-16      | 4.6500%  |  | $1562693.11        | $1581375.62        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 A       | 2054-06-16      | 4.5000%  |  | $1455164.31        | $1461466.63        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-162 BC      | 2067-05-16      | 5.0284%  |  | $972293.78         | $1016307.27        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.0920%  |  | $1097560.98        | $1110510.37        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2054-06-25      | 2.7490%  |  | $973668.04         | $933120.66         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-12-25      | 4.6740%  |  | $1111022.81        | $1147668.42        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2021-SB9 | 2031-10-25      | 1.8100%  |  | $25154.90          | $22703.54          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TRUST  | 2031-07-25      | 1.6000%  |  | $86240.34          | $76849.93          | Agency Mortgage-Backed Securities         |
| FMAC FRESB MORTGAGE TRUST  | 2031-06-25      | 1.4100%  |  | $310739.10         | $274352.58         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-067 LD      | 2065-10-16      | 4.2500%  |  | $824390.24         | $754622.46         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-153 FA      | 2061-08-16      | 4.0000%  |  | $4296808.51        | $3878674.13        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH      | 2063-06-16      | 1.4000%  |  | $8044.57           | $6203.80           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-010 AG      | 2060-05-16      | 2.2500%  |  | $3030.76           | $2610.47           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-12-25      | 5.1500%  |  | $563202.83         | $602084.35         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-10-25      | 4.9000%  |  | $565302.34         | $594916.77         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2033-08-25      | 4.5000%  |  | $377743.12         | $388096.31         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2028-08-25      | 5.2720%  |  | $2643.37           | $2686.29           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 2.8590%  |  | $490243.90         | $443072.55         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  |  | $16585.37          | $15922.33          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.1870%  |  | $25535.15          | $25361.71          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-08-25      | 3.0380%  |  | $33851.74          | $33676.97          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2046-08-25      | 6.0266%  |  | $38357.16          | $38377.65          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-016 G       | 2068-02-16      | 4.5000%  |  | $57665.27          | $51216.56          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-183 BC      | 2065-02-16      | 4.5000%  |  | $17296.68          | $15503.03          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-217 BH      | 2068-02-16      | 4.5000%  |  | $918500.00         | $812179.03         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL005A1 R21M005  | 2033-01-25      | 1.4617%  |  | $570701.35         | $547985.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020  | 2029-10-25      | 1.0860%  |  | $16115.71          | $15837.89          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC008ADP R19M00  | 2029-04-25      | 4.0039%  |  | $5056.55           | $5048.20           | Agency Mortgage-Backed Securities         |

### Security 195: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 3/2/2026
- **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:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $0.50              | $0.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $4466869.84        | $3603667.09        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $29377665.00       | $28084685.43       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $5952491.56        | $5675932.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $5809164.36        | $5328901.38        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $5161326.77        | $4863294.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $40854045.31       | $36856322.63       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $94943106.00       | $85466950.61       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $94653238.00       | $89584062.83       | Agency Mortgage-Backed Securities         |

### Security 196: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  3.670%, 3/2/2026
- **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:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 GNRM 2021-117 MD     | 2042-05-20      | 1.2500%  |  | $2527098.50        | $2202643.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $3370443.90        | $3175823.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $6708146.19        | $6051728.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $51251652.24       | $47034427.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $37123777.44       | $34054631.03       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $33294793.90       | $32866585.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $86516097.64       | $69797246.25       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL9630 | 2028-01-01      | 1.0800%  |  | $2368931.42        | $2258868.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  |  | $31763534.15       | $29626243.56       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $2569732.00        | $2456632.10        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $30789259.21       | $29140333.60       | Agency Mortgage-Backed Securities         |

### Security 197: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.700%, 4/2/2026
- **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):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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? 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 ET DQ0054 C | 2065-11-20      | 7.0000%  |  | $94677.77          | $99134.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0053 C | 2065-11-20      | 6.5000%  |  | $770115.45         | $807499.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0023 C | 2065-11-20      | 6.5000%  |  | $89827.38          | $93694.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0805 C | 2056-02-20      | 6.0000%  |  | $1346007.24        | $1394118.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0788 C | 2056-02-20      | 5.5000%  |  | $1059112.38        | $1087925.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9975 C | 2056-02-20      | 6.5000%  |  | $1754310.57        | $1840490.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9909 C | 2066-01-20      | 6.5000%  |  | $3696305.83        | $3862907.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3355 C | 2054-01-20      | 6.5000%  |  | $632700.95         | $672369.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6163 C | 2055-12-20      | 5.5000%  |  | $2910891.60        | $3004291.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6093 C | 2055-11-20      | 5.0000%  |  | $4329279.46        | $4370152.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6090 C | 2055-11-20      | 5.0000%  |  | $2099584.45        | $2124563.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5960 C | 2055-10-20      | 6.0000%  |  | $4486580.72        | $4722926.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5912 C | 2055-11-20      | 6.5000%  |  | $1757029.23        | $1850240.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5851 C | 2055-11-20      | 5.0000%  |  | $785967.26         | $794172.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5575 C | 2055-12-20      | 5.5000%  |  | $1011820.81        | $1044282.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6206 C | 2056-01-20      | 5.5000%  |  | $4478494.21        | $4600332.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5023 C | 2055-10-20      | 4.5000%  |  | $3938426.82        | $3846433.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0102 C | 2056-02-20      | 5.5000%  |  | $1333914.77        | $1360761.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0657 C | 2066-02-20      | 6.5000%  |  | $143925.77         | $150912.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0481 C | 2066-01-20      | 2.0000%  |  | $166819.59         | $133105.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0424 C | 2056-02-20      | 5.5000%  |  | $1182977.23        | $1215159.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0410 C | 2056-02-20      | 5.5000%  |  | $1263294.85        | $1280469.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0120 C | 2066-02-20      | 6.5000%  |  | $2816608.01        | $2953338.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0112 C | 2056-02-20      | 6.0000%  |  | $827939.64         | $858338.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0108 C | 2056-02-20      | 6.0000%  |  | $3892794.20        | $4015873.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO2062 C | 2062-08-20      | 5.0000%  |  | $95382.30          | $95755.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2085 C | 2055-10-20      | 6.0000%  |  | $1146628.26        | $1193790.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1911 C | 2055-11-20      | 5.5000%  |  | $4118524.00        | $4250675.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO1609 C | 2065-08-20      | 7.0000%  |  | $349730.29         | $366191.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1317 C | 2056-02-20      | 5.5000%  |  | $2279802.81        | $2341823.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1315 C | 2055-09-20      | 6.5000%  |  | $806876.59         | $849678.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1313 C | 2055-11-20      | 6.0000%  |  | $1232387.76        | $1276437.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1086 C | 2056-02-20      | 6.0000%  |  | $1842578.15        | $1908438.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1044 C | 2056-02-20      | 5.5000%  |  | $805476.24         | $831317.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1043 C | 2056-02-20      | 5.5000%  |  | $1273659.61        | $1314527.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0937 C | 2056-01-20      | 5.0000%  |  | $793268.30         | $800757.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7096 C | 2065-03-20      | 5.0000%  |  | $417138.54         | $418772.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7091 C | 2065-05-20      | 3.5000%  |  | $577217.61         | $537890.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7088 C | 2065-06-20      | 4.5000%  |  | $978090.00         | $963969.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8828 C | 2065-12-20      | 5.5000%  |  | $456493.98         | $464110.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8824 C | 2056-01-20      | 5.0000%  |  | $1052894.76        | $1062837.36        | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2543   | 2065-12-15      | 6.7200%  |  | $504346.37         | $563780.73         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2107 H | 2074-11-20      | 6.8940%  |  | $1046838.63        | $1099882.76        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2095 H | 2074-10-20      | 6.9500%  |  | $1121795.47        | $1186060.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG0706 C | 2064-12-20      | 4.0000%  |  | $362197.15         | $350488.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9546 M | 2054-03-20      | 8.0000%  |  | $2866368.80        | $3038261.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9545 M | 2054-03-20      | 7.5000%  |  | $61169.27          | $63923.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9531 M | 2054-03-20      | 7.0000%  |  | $100419.93         | $102679.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9492 M | 2054-02-20      | 7.5000%  |  | $134069.16         | $140081.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9491 M | 2054-02-20      | 7.0000%  |  | $6622.71           | $6903.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6869 M | 2050-09-20      | 4.5000%  |  | $685871.21         | $692030.34         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF8405 H | 2074-11-20      | 6.1100%  |  | $203739.46         | $209668.39         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF8403 H | 2074-11-20      | 6.3000%  |  | $2749265.93        | $2912206.22        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF8394 H | 2074-10-20      | 6.0520%  |  | $130538.80         | $134639.20         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF8960   | 2067-09-15      | 5.2800%  |  | $1875714.41        | $1939346.76        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF8944   | 2061-07-15      | 5.9400%  |  | $1021371.45        | $1070717.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7744 C | 2054-11-20      | 4.5000%  |  | $2245278.93        | $2235004.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7659 C | 2054-10-20      | 4.5000%  |  | $3243596.53        | $3228753.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7429 C | 2054-11-20      | 5.0000%  |  | $1890022.37        | $1915645.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF6150 C | 2064-08-20      | 4.5000%  |  | $102373.89         | $100895.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5696 C | 2062-05-20      | 4.5000%  |  | $138283.51         | $135946.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0365   | 2060-12-15      | 5.0200%  |  | $76899.08          | $79173.72          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0357   | 2067-02-15      | 5.3800%  |  | $192567.57         | $200959.96         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9863 H | 2075-02-20      | 5.9970%  |  | $2911436.68        | $3000312.82        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH9861 H | 2075-02-20      | 6.9520%  |  | $2259176.70        | $2380104.40        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9859 H | 2075-01-20      | 5.9730%  |  | $344017.22         | $353093.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5654 C | 2062-04-20      | 3.5000%  |  | $43057.25          | $39911.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5598 C | 2062-05-20      | 4.5000%  |  | $89275.56          | $87766.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9076 M | 2032-03-20      | 8.0000%  |  | $17559.71          | $18113.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9075 M | 2031-02-20      | 7.5000%  |  | $11642.32          | $11903.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9074 M | 2038-09-20      | 7.0000%  |  | $34797.20          | $36970.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9855 M | 2054-08-20      | 7.5000%  |  | $2192795.12        | $2284832.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M | 2054-08-20      | 6.5000%  |  | $469577.88         | $490023.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M | 2054-08-20      | 4.0000%  |  | $29168.43          | $28127.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9840 M | 2054-08-20      | 6.5000%  |  | $585850.14         | $604553.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M | 2054-07-20      | 6.5000%  |  | $194713.50         | $203114.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9780 M | 2054-07-20      | 6.0000%  |  | $357602.17         | $367156.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  |  | $103146.46         | $105829.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8771 M | 2038-04-20      | 5.5000%  |  | $15229.01          | $15630.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  |  | $2538180.60        | $2563506.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8697 M | 2038-05-20      | 6.0000%  |  | $25819.41          | $26919.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8696 M | 2038-07-20      | 5.5000%  |  | $426421.96         | $434268.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0020 C | 2055-12-20      | 6.5000%  |  | $899783.49         | $937308.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9400 C | 2055-11-20      | 6.5000%  |  | $1115202.43        | $1174364.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8216 C | 2065-11-20      | 7.0000%  |  | $606339.81         | $634881.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6611 C | 2056-02-20      | 5.0000%  |  | $906192.16         | $915191.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3550 C | 2055-11-20      | 5.5000%  |  | $1864673.49        | $1938843.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9941 C | 2066-01-20      | 7.0000%  |  | $108771.89         | $113891.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6375 C | 2066-01-20      | 6.5000%  |  | $256272.77         | $268713.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7097 C | 2065-08-20      | 3.0000%  |  | $177504.60         | $161862.13         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP3611 H | 2075-12-20      | 5.5140%  |  | $230032.42         | $243526.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9732 C | 2056-02-20      | 6.5000%  |  | $794927.39         | $838054.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6501 C | 2056-02-20      | 5.5000%  |  | $1111467.65        | $1141705.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0741 M | 2055-11-20      | 3.0000%  |  | $1282932.79        | $1176303.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7433 C | 2054-02-20      | 7.0000%  |  | $483006.47         | $506294.90         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3184   | 2060-09-15      | 4.6300%  |  | $190543.41         | $191068.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3770 C | 2065-11-20      | 7.0000%  |  | $3620893.24        | $3791330.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6089 C | 2055-11-20      | 5.0000%  |  | $1888303.87        | $1913088.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0121 C | 2065-10-20      | 7.0000%  |  | $71288.51          | $74825.75          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9845 H | 2075-01-20      | 6.1180%  |  | $1748266.61        | $1804981.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6810 C | 2065-01-20      | 4.5000%  |  | $141981.50         | $139931.86         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DJ1368 H | 2075-03-20      | 4.4670%  |  | $221661.97         | $224144.67         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9168   | 2061-01-15      | 4.4300%  |  | $21506023.23       | $21199399.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  |  | $3805221.69        | $3872734.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5162 C | 2065-11-20      | 5.0000%  |  | $109308.47         | $109870.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2244 C | 2066-01-20      | 4.5000%  |  | $150070.22         | $148539.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8876 C | 2065-11-20      | 7.0000%  |  | $115515.12         | $120952.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1782 C | 2066-02-20      | 6.0000%  |  | $28681677.49       | $29550569.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3238 C | 2065-09-20      | 7.0000%  |  | $1460673.86        | $1529428.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7259 C | 2056-01-20      | 5.5000%  |  | $1294350.15        | $1335875.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5181 C | 2065-11-20      | 4.0000%  |  | $160012.67         | $154839.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7672 C | 2055-12-20      | 6.0000%  |  | $2735393.17        | $2848108.69        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1569   | 2061-01-15      | 5.3900%  |  | $2035811.94        | $2145963.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1096 C | 2056-02-20      | 6.5000%  |  | $1317552.69        | $1387449.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2092 C | 2065-11-20      | 7.0000%  |  | $373180.44         | $390746.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9789 C | 2065-12-20      | 7.0000%  |  | $721127.98         | $755072.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3799 C | 2065-07-20      | 7.0000%  |  | $72294.69          | $75697.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2853 C | 2056-01-20      | 6.5000%  |  | $1474440.99        | $1554440.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6014 C | 2065-12-20      | 5.0000%  |  | $731645.44         | $734511.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0946 C | 2056-01-20      | 6.0000%  |  | $1120171.91        | $1166331.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7662 C | 2058-08-20      | 3.0000%  |  | $150253.71         | $136274.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7146 C | 2055-12-20      | 5.0000%  |  | $1161336.65        | $1172300.96        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7592   | 2065-02-15      | 4.4700%  |  | $38344.42          | $38233.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8817 C | 2056-02-20      | 6.5000%  |  | $1515106.22        | $1595481.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8810 C | 2056-02-20      | 5.0000%  |  | $1066643.31        | $1079336.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8808 C | 2056-02-20      | 5.0000%  |  | $1479430.38        | $1494128.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0927 M | 2056-02-20      | 6.5000%  |  | $693727.74         | $715878.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M | 2056-02-20      | 5.5000%  |  | $6485565.53        | $6566000.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0750 M | 2055-11-20      | 7.5000%  |  | $1330560.32        | $1387683.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0749 M | 2055-11-20      | 7.0000%  |  | $196997.89         | $204733.12         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1558   | 2060-11-15      | 5.4000%  |  | $76850.46          | $81063.87          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1557   | 2060-11-15      | 5.3400%  |  | $960600.60         | $1008747.50        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1570   | 2061-01-15      | 5.3900%  |  | $2543033.14        | $2680628.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1527 C | 2052-10-20      | 7.0000%  |  | $2795739.11        | $2903829.54        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1433   | 2060-11-15      | 5.4900%  |  | $38427.02          | $40805.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1236 C | 2055-10-20      | 6.0000%  |  | $1199038.46        | $1248446.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1234 C | 2055-10-20      | 5.5000%  |  | $1103147.59        | $1138543.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9636 C | 2055-11-20      | 6.0000%  |  | $3329237.04        | $3511633.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1120 C | 2056-01-20      | 6.0000%  |  | $1189495.54        | $1218116.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0664 C | 2056-02-20      | 5.5000%  |  | $1198195.46        | $1230791.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3301 C | 2056-01-20      | 7.5000%  |  | $1043687.89        | $1134747.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3136 C | 2056-01-20      | 5.5000%  |  | $3762038.51        | $3882751.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3128 C | 2065-11-20      | 7.0000%  |  | $148105.43         | $155076.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3146 C | 2065-12-20      | 5.0000%  |  | $384742.64         | $386249.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3093 C | 2065-12-20      | 2.0000%  |  | $5498.41           | $4387.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3059 C | 2065-11-20      | 2.0000%  |  | $279726.35         | $223195.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3520 C | 2055-11-20      | 5.0000%  |  | $4914974.18        | $4972126.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2361 C | 2055-12-20      | 5.0000%  |  | $975977.00         | $987888.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2290 C | 2055-12-20      | 5.0000%  |  | $1152181.05        | $1165040.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2105 C | 2055-10-20      | 6.5000%  |  | $1008955.16        | $1062783.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3555 C | 2055-11-20      | 6.0000%  |  | $1057697.15        | $1115966.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0085 C | 2055-10-20      | 5.5000%  |  | $1103818.84        | $1141929.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0068 C | 2055-10-20      | 6.5000%  |  | $1726140.52        | $1817709.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0049 C | 2055-11-20      | 6.0000%  |  | $1690723.20        | $1762444.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0022 C | 2055-11-20      | 5.0000%  |  | $844308.28         | $853348.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9614 C | 2055-10-20      | 6.5000%  |  | $1887941.77        | $1985677.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1227 C | 2055-10-20      | 5.5000%  |  | $1136154.59        | $1172609.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN1187 C | 2065-10-20      | 6.5000%  |  | $7573842.73        | $7941510.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN1186 C | 2065-09-20      | 6.5000%  |  | $18307514.37       | $19196242.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1064 C | 2055-10-20      | 6.0000%  |  | $808329.71         | $845073.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0374 C | 2056-02-20      | 5.0000%  |  | $3336679.86        | $3368188.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0373 C | 2056-02-20      | 5.0000%  |  | $4206372.77        | $4246094.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8807 C | 2056-02-20      | 5.0000%  |  | $1823403.04        | $1840621.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8806 C | 2056-02-20      | 5.0000%  |  | $3115162.46        | $3144579.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8619 M | 2038-11-20      | 6.5000%  |  | $16245.56          | $17301.08          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC3838 H | 2074-06-20      | 4.6150%  |  | $292230.00         | $295578.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2974 C | 2064-04-20      | 7.5000%  |  | $207956.85         | $217137.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2969 C | 2064-04-20      | 7.5000%  |  | $85936.14          | $89730.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DC2565 C | 2049-05-20      | 5.0000%  |  | $724899.23         | $731323.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7615 C | 2055-01-20      | 6.5000%  |  | $1444987.78        | $1534889.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH7569 C | 2065-01-20      | 4.0000%  |  | $832482.10         | $805571.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7583 C | 2055-01-20      | 6.5000%  |  | $1561697.90        | $1635579.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7580 C | 2055-01-20      | 6.5000%  |  | $531924.23         | $564502.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6076 C | 2055-02-20      | 5.0000%  |  | $2834879.38        | $2871307.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  |  | $245341.36         | $227393.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M | 2046-11-20      | 3.0000%  |  | $206080.52         | $191678.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M | 2046-09-20      | 4.5000%  |  | $42718.95          | $43286.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3662 M | 2046-05-20      | 3.0000%  |  | $235754.47         | $219328.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3312 M | 2045-12-20      | 4.5000%  |  | $1468.82           | $1486.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2960 M | 2045-07-20      | 3.0000%  |  | $21693.39          | $20198.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2936 M | 2030-07-20      | 3.5000%  |  | $26210.78          | $26085.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2864 M | 2030-06-20      | 3.0000%  |  | $600.26            | $592.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2724 M | 2030-04-20      | 3.0000%  |  | $33833.61          | $33397.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M | 2046-03-20      | 3.5000%  |  | $31244.30          | $30015.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3520 M | 2046-03-20      | 3.0000%  |  | $251279.24         | $233850.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1424 M | 2028-11-20      | 3.0000%  |  | $14495.68          | $14380.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1287 M | 2043-09-20      | 4.5000%  |  | $55173.92          | $55907.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0987 M | 2028-05-20      | 3.0000%  |  | $35952.18          | $35698.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0908 M | 2028-04-20      | 2.5000%  |  | $12187.49          | $12041.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0757 M | 2028-02-20      | 3.0000%  |  | $12244.95          | $12167.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5597 C | 2062-05-20      | 4.0000%  |  | $76026.05          | $73381.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF6210 C | 2054-11-20      | 6.5000%  |  | $1471717.82        | $1565325.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4986 C | 2054-12-20      | 5.0000%  |  | $1342318.52        | $1361254.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4901 C | 2054-11-20      | 6.5000%  |  | $1914141.65        | $2030690.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4841 C | 2064-10-20      | 7.5000%  |  | $167823.14         | $175231.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4790 C | 2054-10-20      | 6.5000%  |  | $1057002.45        | $1128057.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3813 C | 2064-12-20      | 3.0000%  |  | $127683.31         | $116116.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3275 C | 2064-12-20      | 4.0000%  |  | $672289.23         | $650556.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0756 M | 2028-02-20      | 2.5000%  |  | $5483.86           | $5423.02           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0602 M | 2027-12-20      | 3.0000%  |  | $12628.01          | $12558.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF2145 C | 2064-09-20      | 7.5000%  |  | $409478.56         | $427555.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  |  | $130416.96         | $126643.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9610 M | 2054-04-20      | 8.0000%  |  | $28058.09          | $29741.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  |  | $1277160.63        | $1259876.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA0220 C | 2054-01-20      | 8.5000%  |  | $566794.25         | $630689.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4581 C | 2066-01-20      | 6.5000%  |  | $110251.86         | $115604.09         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL AT8560   | 2067-05-15      | 5.8300%  |  | $1936739.84        | $2082567.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7235 C | 2065-04-20      | 4.0000%  |  | $124735.48         | $120703.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5802 C | 2055-11-20      | 6.5000%  |  | $3099316.74        | $3278694.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2128 C | 2065-11-20      | 7.0000%  |  | $1419121.62        | $1485920.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8909 C | 2065-11-20      | 7.0000%  |  | $267943.24         | $280555.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8680 C | 2066-01-20      | 6.0000%  |  | $1261969.22        | $1300199.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0344 C | 2065-09-20      | 7.0000%  |  | $2850253.47        | $2984416.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CE9963   | 2064-02-15      | 2.6000%  |  | $4725661.26        | $4003409.04        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DM2173 H | 2075-09-20      | 5.9400%  |  | $1050346.20        | $1151620.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2202 C | 2055-11-20      | 5.0000%  |  | $2091293.65        | $2111037.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  |  | $3267020.59        | $3329356.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5033 C | 2065-03-20      | 3.0000%  |  | $183257.78         | $166655.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9361 C | 2055-03-20      | 6.5000%  |  | $3047459.58        | $3258217.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2389 C | 2055-04-20      | 7.0000%  |  | $1640333.74        | $1719477.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M | 2056-02-20      | 6.5000%  |  | $436994.35         | $457934.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9896 C | 2065-12-20      | 6.0000%  |  | $272401.88         | $280241.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0668 C | 2056-02-20      | 5.0000%  |  | $2790558.24        | $2816909.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9286 C | 2055-09-20      | 6.5000%  |  | $3926343.91        | $4203329.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7553 C | 2054-11-20      | 6.0000%  |  | $978415.00         | $1014573.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2640 C | 2055-02-20      | 5.5000%  |  | $470087.38         | $486245.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7094 C | 2064-01-20      | 7.5000%  |  | $373957.57         | $390466.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4998 C | 2056-01-20      | 5.0000%  |  | $5036038.57        | $5083594.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2289 C | 2055-12-20      | 5.0000%  |  | $1091931.82        | $1106967.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO1699 C | 2065-08-20      | 7.0000%  |  | $251799.97         | $263652.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9478 C | 2065-11-20      | 6.5000%  |  | $666357.78         | $695290.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8509 C | 2056-01-20      | 6.0000%  |  | $2274126.86        | $2350724.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8430 C | 2055-11-20      | 6.5000%  |  | $1134116.49        | $1181208.91        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7510   | 2060-11-15      | 4.8000%  |  | $960312.85         | $965113.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6778 C | 2056-01-20      | 6.5000%  |  | $3412150.67        | $3593166.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5177 C | 2055-12-20      | 5.5000%  |  | $485286.08         | $500797.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7065 C | 2065-06-20      | 3.5000%  |  | $785379.32         | $736965.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9722 C | 2055-11-20      | 5.5000%  |  | $1150409.31        | $1181705.31        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7753   | 2060-11-15      | 4.9600%  |  | $1481424.91        | $1526693.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9265 C | 2065-09-20      | 6.5000%  |  | $319781.55         | $335305.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9320 C | 2066-02-20      | 6.0000%  |  | $2623661.47        | $2703148.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1964 C | 2056-02-20      | 5.5000%  |  | $790873.46         | $812386.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0007 C | 2066-02-20      | 7.0000%  |  | $3915424.74        | $4099729.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4468 C | 2055-11-20      | 6.5000%  |  | $4639528.76        | $4861857.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8945 C | 2056-02-20      | 5.0000%  |  | $1015785.45        | $1022882.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5299 C | 2065-11-20      | 6.5000%  |  | $12503753.93       | $13088097.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8687 C | 2065-09-20      | 7.0000%  |  | $201152.15         | $210620.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8625 C | 2055-12-20      | 6.5000%  |  | $888328.44         | $925376.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8532 C | 2055-12-20      | 5.0000%  |  | $4267829.25        | $4308126.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4671 C | 2056-02-20      | 6.5000%  |  | $880348.05         | $926520.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4652 C | 2056-02-20      | 6.0000%  |  | $1118921.55        | $1165029.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4633 C | 2056-02-20      | 6.0000%  |  | $964228.18         | $1003961.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4612 C | 2056-02-20      | 5.5000%  |  | $956939.11         | $987644.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4624 C | 2056-02-20      | 6.0000%  |  | $876404.27         | $912518.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4354 C | 2056-01-20      | 5.0000%  |  | $1362800.68        | $1375669.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4273 C | 2056-01-20      | 6.5000%  |  | $3818805.48        | $4019088.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4086 C | 2066-01-20      | 6.5000%  |  | $12202071.83       | $12794402.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4001 C | 2056-02-20      | 5.0000%  |  | $889991.84         | $898396.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3980 C | 2056-01-20      | 5.0000%  |  | $893668.22         | $902107.23         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP3601 H | 2075-12-20      | 5.7170%  |  | $1569419.87        | $1684444.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4434 C | 2065-07-20      | 7.0000%  |  | $127553.49         | $133557.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3241 C | 2055-11-20      | 5.0000%  |  | $983115.81         | $997227.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3566 C | 2055-11-20      | 5.0000%  |  | $1734873.19        | $1755580.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6797 C | 2066-01-20      | 6.5000%  |  | $5116568.80        | $5364944.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6787 C | 2065-11-20      | 7.0000%  |  | $291942.18         | $305684.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6786 C | 2065-12-20      | 5.0000%  |  | $181125.67         | $181835.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6443 C | 2066-01-20      | 7.0000%  |  | $228459.08         | $239212.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6421 C | 2056-02-20      | 6.5000%  |  | $1172933.68        | $1241831.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6308 C | 2065-12-20      | 7.0000%  |  | $668650.81         | $700124.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7106 C | 2065-07-20      | 3.5000%  |  | $191295.85         | $177305.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5693 C | 2055-03-20      | 7.0000%  |  | $1460897.95        | $1538381.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4566 C | 2055-09-20      | 6.5000%  |  | $2383696.78        | $2510148.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4325 C | 2055-04-20      | 6.5000%  |  | $906650.73         | $965577.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3952 C | 2055-03-20      | 5.5000%  |  | $1655276.67        | $1708184.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3544 C | 2055-05-20      | 6.5000%  |  | $1528910.25        | $1630406.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3514 C | 2065-03-20      | 3.5000%  |  | $414313.83         | $386085.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3513 C | 2065-01-20      | 3.0000%  |  | $275193.03         | $250262.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2683 C | 2062-09-20      | 4.5000%  |  | $116300.20         | $114334.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2612 C | 2062-04-20      | 3.5000%  |  | $118251.08         | $109609.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6463 C | 2055-08-20      | 5.5000%  |  | $1688813.16        | $1736689.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5877 C | 2055-08-20      | 7.0000%  |  | $1271155.28        | $1320309.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6237 C | 2055-10-20      | 6.0000%  |  | $4965074.71        | $5146167.53        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL4965 H | 2075-07-20      | 6.9050%  |  | $846505.61         | $893499.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5345 C | 2065-12-20      | 5.0000%  |  | $17333180.86       | $17401076.85       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5275 C | 2055-11-20      | 5.5000%  |  | $3991891.49        | $4095617.68        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN8047   | 2060-11-15      | 4.9000%  |  | $3534155.50        | $3578088.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7061 C | 2065-07-20      | 3.0000%  |  | $608976.59         | $553807.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005265 M | 2041-12-20      | 3.0000%  |  | $10135.61          | $9538.92           | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3030 H | 2074-08-20      | 6.6460%  |  | $340176.14         | $362746.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2756 C | 2035-05-20      | 5.5000%  |  | $477209.07         | $488074.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005300 M | 2027-02-20      | 3.0000%  |  | $4756.26           | $4741.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4244 C | 2054-10-20      | 4.5000%  |  | $903769.75         | $885715.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6868 M | 2050-09-20      | 4.0000%  |  | $1014182.31        | $987842.88         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC0753 H | 2074-03-20      | 7.0940%  |  | $292731.02         | $304553.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M | 2054-06-20      | 5.5000%  |  | $2425808.87        | $2467732.24        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 892615 H | 2060-09-20      | 5.6290%  |  | $5685.70           | $5898.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M | 2040-10-20      | 4.5000%  |  | $6698.57           | $6807.87           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6201 H | 2073-01-20      | 4.5240%  |  | $203826.89         | $206112.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6411 M | 2050-01-20      | 4.0000%  |  | $21418.45          | $20860.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M | 2049-10-20      | 4.0000%  |  | $2808.56           | $2722.13           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2180 H | 2074-06-20      | 5.9860%  |  | $180217.78         | $185467.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3188 C | 2064-11-20      | 3.5000%  |  | $260251.15         | $242519.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF3533 C | 2054-10-20      | 6.5000%  |  | $95019.45          | $101312.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF2265 C | 2064-09-20      | 7.5000%  |  | $75740.57          | $79084.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF1033 C | 2063-12-20      | 7.5000%  |  | $179729.94         | $187664.42         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH5829 H | 2075-02-20      | 5.3260%  |  | $3950427.73        | $4155697.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5523 C | 2055-02-20      | 5.5000%  |  | $490455.46         | $503722.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5196 C | 2055-01-20      | 4.5000%  |  | $799726.22         | $783755.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5176 C | 2065-03-20      | 3.5000%  |  | $78057.93          | $72739.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5325 C | 2066-01-20      | 5.5000%  |  | $699519.41         | $711190.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3828 C | 2054-03-20      | 7.0000%  |  | $362279.55         | $379747.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ1549 C | 2049-10-20      | 4.0000%  |  | $51846.83          | $50098.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ1446 C | 2049-09-20      | 4.0000%  |  | $58543.55          | $56784.96          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BP9899 H | 2069-10-20      | 6.0440%  |  | $981779.94         | $1031136.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7822 C | 2050-01-20      | 3.5000%  |  | $455217.47         | $426620.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  |  | $1137862.88        | $1080373.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8618 M | 2038-06-20      | 6.0000%  |  | $62137.15          | $63823.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8617 M | 2038-12-20      | 5.5000%  |  | $199760.78         | $208291.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8572 M | 2053-01-20      | 6.5000%  |  | $321693.75         | $336782.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M | 2053-01-20      | 5.5000%  |  | $14471.65          | $14848.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $562197.82         | $569574.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M | 2052-12-20      | 3.5000%  |  | $30443.99          | $28760.83          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DC2125 H | 2074-05-20      | 6.3860%  |  | $61382.91          | $63902.31          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC2107   | 2060-10-15      | 5.4700%  |  | $76794.77          | $81515.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1949 C | 2064-05-20      | 7.5000%  |  | $114850.20         | $119920.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1654 C | 2064-04-20      | 7.5000%  |  | $106174.03         | $110861.37         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC1793   | 2051-10-15      | 6.2300%  |  | $2448444.24        | $2718503.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC0328 C | 2064-05-20      | 7.5000%  |  | $143114.11         | $149432.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4494 C | 2056-02-20      | 5.0000%  |  | $1818593.47        | $1844701.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3701 C | 2062-04-20      | 3.5000%  |  | $134136.77         | $124332.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4570 C | 2056-01-20      | 6.5000%  |  | $1071416.66        | $1123770.84        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6820   | 2061-03-15      | 5.1600%  |  | $8429837.84        | $8655417.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0380   | 2060-12-15      | 5.2500%  |  | $6152442.77        | $6418583.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6688 C | 2066-02-20      | 6.0000%  |  | $624429.61         | $643346.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5237 C | 2056-01-20      | 5.5000%  |  | $2959198.65        | $3053787.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0672 C | 2056-02-20      | 6.5000%  |  | $859918.95         | $905538.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4385 C | 2056-02-20      | 5.5000%  |  | $2803891.62        | $2893857.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3181 C | 2065-10-20      | 6.5000%  |  | $128025.08         | $134239.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8096 C | 2066-01-20      | 6.5000%  |  | $1891901.73        | $1983741.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4713 C | 2056-02-20      | 5.5000%  |  | $1582228.34        | $1632997.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M | 2056-01-20      | 4.5000%  |  | $229641.59         | $227471.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4901 C | 2055-11-20      | 5.5000%  |  | $2483398.95        | $2563081.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4007 C | 2066-02-20      | 6.0000%  |  | $720808.14         | $742645.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8043 C | 2055-12-20      | 5.0000%  |  | $824284.97         | $833079.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8528 C | 2056-02-20      | 6.0000%  |  | $1578460.95        | $1631624.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7519   | 2060-10-15      | 4.4200%  |  | $959170.32         | $947880.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM3712 C | 2065-11-20      | 5.0000%  |  | $245092.02         | $246052.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9363 C | 2065-03-20      | 7.0000%  |  | $100187.51         | $104903.39         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0357   | 2060-12-15      | 4.9500%  |  | $192242.65         | $197579.31         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1854 H | 2075-12-20      | 5.3790%  |  | $1557694.03        | $1668364.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2755 C | 2056-02-20      | 5.5000%  |  | $312428.55         | $317019.45         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6746   | 2060-10-15      | 5.1500%  |  | $960490.29         | $993867.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5239 C | 2056-01-20      | 5.5000%  |  | $1271373.66        | $1312168.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3573 C | 2055-11-20      | 5.0000%  |  | $3120379.36        | $3151277.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0555 C | 2055-10-20      | 6.5000%  |  | $1340256.18        | $1411357.37        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6752   | 2060-10-15      | 5.1500%  |  | $960490.27         | $997763.48         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6747   | 2060-10-15      | 5.1500%  |  | $960490.26         | $993867.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1401 C | 2056-02-20      | 5.5000%  |  | $920078.59         | $946792.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9857 C | 2065-12-20      | 7.0000%  |  | $650762.45         | $681394.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7104 C | 2065-10-20      | 6.5000%  |  | $316611.89         | $331981.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4467 C | 2065-12-20      | 6.5000%  |  | $6926020.14        | $7262233.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4627 C | 2056-02-20      | 6.5000%  |  | $2684172.36        | $2819791.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9749 C | 2065-10-20      | 7.0000%  |  | $98051.55          | $102666.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9856 C | 2056-01-20      | 5.0000%  |  | $3013575.75        | $3055079.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7786 C | 2056-01-20      | 5.0000%  |  | $1040578.59        | $1055517.26        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6754   | 2060-12-15      | 5.2500%  |  | $192263.84         | $200544.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5513 C | 2065-11-20      | 6.5000%  |  | $2614971.63        | $2741911.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4908 C | 2066-02-20      | 6.0000%  |  | $36549906.65       | $37657198.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8232 C | 2065-10-20      | 7.0000%  |  | $1066382.23        | $1116578.51        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6895 H | 2075-11-20      | 6.9600%  |  | $1240100.92        | $1314357.55        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6880 H | 2075-11-20      | 6.8960%  |  | $1738480.09        | $1819483.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1520 C | 2055-03-20      | 6.5000%  |  | $3353668.02        | $3571624.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1539 C | 2055-03-20      | 6.5000%  |  | $2500239.99        | $2648867.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  |  | $1143542.96        | $1202824.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0941 M | 2056-01-20      | 7.5000%  |  | $1853965.05        | $1935407.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3373 C | 2053-12-20      | 7.0000%  |  | $1061662.42        | $1116470.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9321 C | 2066-02-20      | 6.0000%  |  | $8045866.58        | $8289626.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9348 C | 2066-02-20      | 6.0000%  |  | $3795838.74        | $3910838.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9312 C | 2065-12-20      | 7.0000%  |  | $106956.65         | $112293.74         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9103 H | 2075-12-20      | 5.4500%  |  | $619413.29         | $664109.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9100 H | 2075-12-20      | 5.5200%  |  | $546994.43         | $590427.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9075 C | 2056-02-20      | 5.0000%  |  | $928097.88         | $941991.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9045 C | 2055-12-20      | 6.5000%  |  | $924603.06         | $989834.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9858 C | 2065-12-20      | 7.0000%  |  | $757967.92         | $793645.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  |  | $2271205.76        | $2378114.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0933 M | 2056-02-20      | 3.5000%  |  | $2819875.50        | $2641850.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4136 C | 2055-08-20      | 6.0000%  |  | $3785201.58        | $3922794.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3842 C | 2055-10-20      | 5.5000%  |  | $1058564.74        | $1092530.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3754 C | 2055-08-20      | 5.5000%  |  | $763013.50         | $786750.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3720 C | 2055-08-20      | 5.5000%  |  | $868550.31         | $895570.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3448 C | 2054-09-20      | 6.5000%  |  | $3150495.46        | $3356721.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3463 C | 2045-12-20      | 3.0000%  |  | $777695.63         | $715588.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3409 C | 2053-11-20      | 7.0000%  |  | $806924.62         | $848580.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3389 C | 2053-12-20      | 7.0000%  |  | $1249952.77        | $1314479.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7195 C | 2066-01-20      | 7.0000%  |  | $854957.64         | $895200.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7092 C | 2066-01-20      | 7.0000%  |  | $889024.32         | $930871.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6041 C | 2066-02-20      | 6.5000%  |  | $4431847.82        | $4646984.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5867 C | 2055-12-20      | 5.5000%  |  | $1904612.80        | $1965724.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5130 C | 2056-02-20      | 5.0000%  |  | $1241490.81        | $1254738.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4704 C | 2056-02-20      | 5.5000%  |  | $891202.70         | $903319.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4699 C | 2056-02-20      | 6.5000%  |  | $1053248.31        | $1109124.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4720 C | 2056-02-20      | 5.5000%  |  | $809121.93         | $831134.28         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6749   | 2060-10-15      | 5.1500%  |  | $960490.30         | $993867.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6748   | 2060-10-15      | 5.1500%  |  | $960490.27         | $999935.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5165 C | 2055-12-20      | 5.5000%  |  | $2141835.32        | $2210297.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5135 C | 2055-11-20      | 6.5000%  |  | $1126797.88        | $1186572.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5024 C | 2055-12-20      | 5.5000%  |  | $1099458.40        | $1136478.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4744 C | 2065-10-20      | 3.5000%  |  | $253486.43         | $236215.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4753 C | 2063-06-20      | 5.0000%  |  | $186824.56         | $187556.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DO4697 C | 2048-05-20      | 3.5000%  |  | $1019828.98        | $954359.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC0231 C | 2063-12-20      | 7.5000%  |  | $246630.39         | $256777.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9425 C | 2054-05-20      | 8.0000%  |  | $442674.90         | $481077.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH6042 C | 2065-03-20      | 3.5000%  |  | $1456579.50        | $1357339.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9404 C | 2054-04-20      | 8.0000%  |  | $242768.09         | $259686.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB9820 C | 2063-12-20      | 7.5000%  |  | $73883.48          | $77145.19          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB8331   | 2054-10-15      | 5.3700%  |  | $969016.18         | $973391.60         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB8273 H | 2074-03-20      | 6.5010%  |  | $342108.85         | $357501.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB8089 C | 2064-05-20      | 7.5000%  |  | $66992.39          | $69949.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6907   | 2060-09-15      | 5.6500%  |  | $76747.68          | $81790.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5647 C | 2063-12-20      | 8.0000%  |  | $93592.11          | $98613.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5614 C | 2063-12-20      | 8.0000%  |  | $74380.45          | $78370.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5594 C | 2064-03-20      | 8.0000%  |  | $297595.62         | $313562.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4322 M | 2047-03-20      | 4.0000%  |  | $73894.00          | $72544.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7563 C | 2049-11-20      | 3.5000%  |  | $615954.10         | $577243.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7305 C | 2049-10-20      | 3.5000%  |  | $837754.01         | $785111.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8088 C | 2050-03-20      | 3.5000%  |  | $279735.47         | $262164.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5491 C | 2049-12-20      | 3.5000%  |  | $3889408.35        | $3597351.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BO8117 C | 2049-08-20      | 4.0000%  |  | $54209.50          | $52664.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9363 C | 2049-10-20      | 3.5000%  |  | $873867.80         | $818950.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9378 C | 2050-01-20      | 3.5000%  |  | $492372.49         | $461440.56         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM BL8376 H | 2072-05-20      | 5.3130%  |  | $9856649.12        | $10427924.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9517 C | 2048-04-20      | 4.0000%  |  | $2741773.37        | $2639620.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE6814 C | 2048-02-20      | 4.0000%  |  | $1214980.90        | $1169716.65        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CP8918 H | 2072-11-20      | 4.7500%  |  | $277450.82         | $282056.24         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3755   | 2065-04-15      | 6.1500%  |  | $13445483.23       | $14814928.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CP1987 C | 2049-01-20      | 5.0000%  |  | $774665.04         | $783889.06         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2698   | 2066-05-15      | 5.3200%  |  | $25818.69          | $26845.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP0106 C | 2034-08-20      | 6.5000%  |  | $601238.34         | $627700.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M | 2047-03-20      | 3.0000%  |  | $36875.16          | $34245.10          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1754 H | 2074-08-20      | 5.9790%  |  | $892763.07         | $919642.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1753 H | 2074-08-20      | 5.8850%  |  | $147830.65         | $152043.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE8183 C | 2064-08-20      | 7.5000%  |  | $302695.70         | $316058.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6810 C | 2039-11-20      | 4.0000%  |  | $673838.20         | $668004.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5037 C | 2054-08-20      | 7.5000%  |  | $692298.18         | $754770.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE4522 C | 2064-08-20      | 4.5000%  |  | $172122.82         | $169637.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3865 C | 2064-08-20      | 4.0000%  |  | $138412.80         | $133938.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M | 2052-11-20      | 5.5000%  |  | $229974.62         | $235910.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M | 2052-10-20      | 5.0000%  |  | $890721.56         | $900502.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M | 2052-10-20      | 4.5000%  |  | $2763105.65        | $2757689.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8342 M | 2052-10-20      | 2.0000%  |  | $261945.95         | $221688.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  |  | $18392.97          | $18871.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9162 C | 2056-02-20      | 5.0000%  |  | $870664.22         | $879955.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8826 C | 2065-11-20      | 6.5000%  |  | $311501.78         | $326623.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ5340 C | 2064-11-20      | 5.5000%  |  | $253222.50         | $257292.85         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9065   | 2061-02-15      | 5.7500%  |  | $8372106.08        | $8862810.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9907 C | 2065-12-20      | 6.0000%  |  | $509132.54         | $523629.24         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BT5628   | 2061-02-15      | 5.1000%  |  | $2273067.57        | $2370160.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4631 C | 2056-02-20      | 5.5000%  |  | $991387.91         | $1023197.80        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441   | 2060-12-15      | 5.4000%  |  | $961369.94         | $1017788.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2950 C | 2056-02-20      | 6.5000%  |  | $4442878.86        | $4678575.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4910 C | 2065-12-20      | 6.5000%  |  | $452241.85         | $474195.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1314 C | 2055-10-20      | 5.5000%  |  | $2450573.27        | $2517239.21        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6757   | 2060-12-15      | 5.2500%  |  | $192263.84         | $200544.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156   | 2061-02-15      | 4.9300%  |  | $2310810.81        | $2379533.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6720 C | 2066-01-20      | 6.5000%  |  | $455621.80         | $477739.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3723 C | 2065-11-20      | 7.0000%  |  | $84633.63          | $88617.46          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6901 H | 2075-12-20      | 6.8960%  |  | $1451774.58        | $1521904.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9803 C | 2066-02-20      | 5.5000%  |  | $1267609.91        | $1288758.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2082 C | 2065-11-20      | 7.0000%  |  | $142036.73         | $148722.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9890 C | 2064-02-20      | 5.5000%  |  | $103026.08         | $104682.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4378 C | 2065-09-20      | 7.0000%  |  | $74180.39          | $77672.10          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5812   | 2060-11-15      | 5.2000%  |  | $1728951.79        | $1790586.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4745 C | 2065-11-20      | 3.0000%  |  | $163358.16         | $148963.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2324 C | 2055-12-20      | 6.5000%  |  | $1254180.22        | $1306487.62        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7509   | 2060-11-15      | 4.7800%  |  | $76824.13          | $77686.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3657 C | 2065-11-20      | 7.0000%  |  | $717489.04         | $751261.64         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9173   | 2061-01-15      | 5.3100%  |  | $962090.48         | $1012113.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4692 C | 2055-11-20      | 5.5000%  |  | $1312305.81        | $1357616.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0814 M | 2055-12-20      | 5.5000%  |  | $173387.95         | $176745.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7118 C | 2056-01-20      | 6.0000%  |  | $2023017.99        | $2123570.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3161 C | 2056-01-20      | 6.5000%  |  | $4379733.94        | $4561871.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6759   | 2060-12-15      | 5.2500%  |  | $192263.84         | $200544.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2308 C | 2055-11-20      | 6.0000%  |  | $1714929.40        | $1827816.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9916 C | 2066-01-20      | 6.5000%  |  | $691914.58         | $723100.87         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2544   | 2065-12-15      | 6.7200%  |  | $839293.96         | $938200.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9345 C | 2066-01-20      | 6.0000%  |  | $3445271.03        | $3549646.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1371 C | 2056-01-20      | 6.5000%  |  | $1195046.19        | $1244884.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2937 C | 2056-02-20      | 6.0000%  |  | $1249907.55        | $1300975.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4022 C | 2056-02-20      | 5.5000%  |  | $1065246.04        | $1094225.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9414 C | 2063-12-20      | 7.0000%  |  | $53849.58          | $56384.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4707 C | 2063-10-20      | 2.5000%  |  | $158657.07         | $133853.51         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DM3178 H | 2075-12-20      | 6.1130%  |  | $368843.56         | $411983.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4675 C | 2065-12-20      | 4.5000%  |  | $321412.42         | $317168.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6166 C | 2062-05-20      | 4.5000%  |  | $184271.32         | $181157.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6165 C | 2062-05-20      | 4.0000%  |  | $256723.51         | $247792.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6121 C | 2065-05-20      | 4.5000%  |  | $1007035.35        | $992496.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6120 C | 2065-06-20      | 4.0000%  |  | $450633.65         | $436065.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5419 C | 2065-05-20      | 4.0000%  |  | $606283.59         | $586684.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5418 C | 2065-05-20      | 3.5000%  |  | $231867.84         | $216069.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6226 C | 2054-07-20      | 7.0000%  |  | $535954.54         | $561205.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6223 C | 2052-02-20      | 3.0000%  |  | $1180250.90        | $1076578.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5049 C | 2055-09-20      | 6.0000%  |  | $1421339.86        | $1455031.77        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK4991 H | 2075-06-20      | 4.6760%  |  | $326306.16         | $330371.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5349 C | 2065-11-20      | 7.0000%  |  | $653919.59         | $684696.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5348 C | 2065-11-20      | 6.5000%  |  | $16752863.67       | $17566088.62       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5343 C | 2064-09-20      | 7.5000%  |  | $163926.45         | $171163.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4664 C | 2056-01-20      | 6.5000%  |  | $2507515.18        | $2640534.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5342 C | 2065-10-20      | 7.0000%  |  | $1951182.96        | $2043024.27        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6743   | 2060-10-15      | 4.3600%  |  | $959122.07         | $943784.65         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742   | 2060-10-15      | 4.8000%  |  | $191892.82         | $193147.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6348 C | 2055-06-20      | 5.5000%  |  | $999414.34         | $1026602.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7154 C | 2055-06-20      | 5.0000%  |  | $1086829.18        | $1098540.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4855 C | 2065-06-20      | 6.0000%  |  | $1201191.23        | $1235393.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5316 C | 2065-06-20      | 6.5000%  |  | $2241825.61        | $2350653.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2866 C | 2055-06-20      | 6.5000%  |  | $806501.20         | $860040.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4368 C | 2065-10-20      | 6.5000%  |  | $12155682.86       | $12745773.73       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4363 C | 2065-11-20      | 6.5000%  |  | $19072921.02       | $19998767.21       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4085 C | 2065-08-20      | 7.0000%  |  | $366834.11         | $384101.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3847 C | 2056-01-20      | 5.5000%  |  | $2632215.04        | $2716672.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3781 C | 2055-12-20      | 6.5000%  |  | $1091711.19        | $1137241.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3780 C | 2055-12-20      | 6.5000%  |  | $1317513.99        | $1387408.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4398 C | 2055-11-20      | 5.5000%  |  | $637231.62         | $659232.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4369 C | 2065-11-20      | 6.5000%  |  | $12149902.96       | $12739713.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3255 C | 2055-11-20      | 5.0000%  |  | $4800508.50        | $4869415.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8206 C | 2055-11-20      | 5.0000%  |  | $3016850.75        | $3058299.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8175 C | 2055-10-20      | 5.5000%  |  | $1822304.35        | $1871878.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8159 C | 2055-10-20      | 5.5000%  |  | $2899504.81        | $2992538.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8968 C | 2056-02-20      | 5.5000%  |  | $1610089.78        | $1653892.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8928 C | 2056-02-20      | 5.5000%  |  | $1361121.49        | $1398151.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7698 C | 2063-11-20      | 7.2500%  |  | $435519.94         | $456818.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7627 C | 2065-12-20      | 7.0000%  |  | $560314.44         | $586688.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7558 C | 2065-11-20      | 6.5000%  |  | $9067386.04        | $9537379.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8090 C | 2065-11-20      | 7.0000%  |  | $97252.47          | $101830.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M | 2052-09-20      | 4.5000%  |  | $40307.94          | $40210.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8265 M | 2052-09-20      | 3.0000%  |  | $74835.74          | $68849.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3761 C | 2053-09-20      | 6.5000%  |  | $1196137.10        | $1267270.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3785 C | 2053-10-20      | 6.5000%  |  | $31130.73          | $32971.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3753 C | 2054-02-20      | 7.0000%  |  | $822467.10         | $862122.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3720 C | 2054-03-20      | 7.0000%  |  | $500067.68         | $524181.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3060 C | 2055-02-20      | 6.5000%  |  | $395379.97         | $418225.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2453 C | 2065-01-20      | 3.5000%  |  | $165064.13         | $153818.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2343 C | 2065-01-20      | 4.5000%  |  | $93846.90          | $92492.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2667 C | 2055-01-20      | 5.0000%  |  | $1830415.33        | $1851461.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0432 C | 2055-02-20      | 5.5000%  |  | $2384535.44        | $2448091.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0282 C | 2055-01-20      | 5.5000%  |  | $2789054.69        | $2870626.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9610 C | 2066-01-20      | 6.5000%  |  | $1142642.87        | $1198111.84        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG9019 H | 2074-11-20      | 6.5930%  |  | $568145.50         | $594605.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9798 C | 2065-01-20      | 4.5000%  |  | $153701.05         | $151481.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8481 C | 2064-11-20      | 7.5000%  |  | $207831.97         | $217007.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8203 M | 2052-08-20      | 5.5000%  |  | $39717.29          | $40740.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M | 2052-08-20      | 5.0000%  |  | $661459.57         | $670751.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  |  | $1428369.56        | $1425127.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M | 2052-08-20      | 4.0000%  |  | $265806.25         | $257951.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8152 M | 2052-07-20      | 5.0000%  |  | $16489.58          | $16660.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8148 M | 2052-07-20      | 3.0000%  |  | $382210.71         | $350887.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M | 2053-06-20      | 6.0000%  |  | $563592.62         | $580769.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M | 2053-06-20      | 5.5000%  |  | $76765.08          | $78461.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8946 M | 2053-06-20      | 4.5000%  |  | $193075.40         | $192011.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M | 2053-05-20      | 5.5000%  |  | $1273447.54        | $1307065.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M | 2052-03-20      | 3.5000%  |  | $2713908.43        | $2575186.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7852 M | 2037-02-20      | 2.0000%  |  | $723263.20         | $679921.25         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0930 H | 2067-10-20      | 6.8220%  |  | $8249709.17        | $8568964.67        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0929 H | 2067-10-20      | 6.8660%  |  | $9810511.30        | $10186227.72       | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0750 H | 2068-01-20      | 6.5470%  |  | $5553311.95        | $5776446.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB8774 C | 2047-09-20      | 4.0000%  |  | $745143.78         | $718080.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB3665 C | 2047-10-20      | 4.0000%  |  | $144983.62         | $139852.64         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BB0155 H | 2067-10-20      | 6.8680%  |  | $7068183.87        | $7355088.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0007 M | 2027-04-20      | 3.0000%  |  | $8061.68           | $8030.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8195 C | 2043-02-20      | 3.7400%  |  | $112605.88         | $106770.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC7778 C | 2042-12-20      | 3.7400%  |  | $144791.25         | $138200.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8064 C | 2042-07-20      | 3.7400%  |  | $103288.88         | $98263.26          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AB8472 H | 2063-10-20      | 5.9300%  |  | $17591.03          | $18423.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB2098 C | 2042-11-20      | 3.7400%  |  | $41996.59          | $40133.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1870 C | 2042-09-20      | 3.7400%  |  | $211570.50         | $201643.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8529 C | 2055-12-20      | 5.0000%  |  | $2126210.52        | $2161165.65        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6818   | 2061-03-15      | 5.1600%  |  | $5786270.27        | $5941108.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1596 C | 2055-12-20      | 6.0000%  |  | $1899878.00        | $1994304.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9960 C | 2055-11-20      | 6.5000%  |  | $2101998.74        | $2200970.18        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0412   | 2060-12-15      | 5.2600%  |  | $3968032.15        | $4142744.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8665 C | 2056-02-20      | 6.0000%  |  | $1641455.96        | $1713073.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2860 C | 2056-01-20      | 5.5000%  |  | $776136.36         | $801039.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8482 C | 2055-12-20      | 5.0000%  |  | $4256816.55        | $4297005.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9354 C | 2066-01-20      | 7.0000%  |  | $179043.16         | $187977.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6422 C | 2056-02-20      | 6.5000%  |  | $813364.58         | $861908.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7506   | 2060-10-15      | 4.9500%  |  | $76765.97          | $78564.67          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7513   | 2060-11-15      | 5.4100%  |  | $960635.80         | $1014056.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8044 C | 2055-09-20      | 6.5000%  |  | $1220195.32        | $1306274.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6950 C | 2056-01-20      | 6.5000%  |  | $1438699.42        | $1515023.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0560 M | 2055-08-20      | 7.5000%  |  | $4755204.97        | $4962183.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  |  | $2015421.41        | $2050594.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0552 M | 2055-08-20      | 3.5000%  |  | $4564.47           | $4276.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0525 M | 2040-08-20      | 3.5000%  |  | $353655.21         | $343669.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0490 M | 2055-07-20      | 8.0000%  |  | $333662.73         | $349986.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M | 2055-07-20      | 5.5000%  |  | $1528979.91        | $1555411.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  |  | $1256677.04        | $1209261.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M | 2055-07-20      | 3.0000%  |  | $2526847.15        | $2316850.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0460 M | 2040-07-20      | 6.0000%  |  | $3024432.61        | $3127058.66        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM9872 H | 2075-08-20      | 6.6470%  |  | $300526.68         | $324485.60         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DM9866 H | 2075-08-20      | 5.0960%  |  | $212319.32         | $221689.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM8839 C | 2065-12-20      | 6.5000%  |  | $111644.46         | $117064.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8580 C | 2055-09-20      | 6.5000%  |  | $1441528.45        | $1517996.40        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8469   | 2061-01-15      | 5.0900%  |  | $2263516.85        | $2343453.19        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL0170   | 2060-10-15      | 4.7000%  |  | $191877.75         | $192757.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL0169   | 2060-10-15      | 4.7000%  |  | $959388.74         | $963788.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7861 C | 2055-12-20      | 5.0000%  |  | $3318683.01        | $3350018.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7727 C | 2056-01-20      | 5.0000%  |  | $2403755.10        | $2426454.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7737 C | 2056-02-20      | 6.5000%  |  | $837162.85         | $885581.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7531 C | 2055-11-20      | 6.5000%  |  | $1546780.73        | $1611102.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7453 C | 2065-10-20      | 7.0000%  |  | $180862.27         | $189375.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7452 C | 2065-11-20      | 6.5000%  |  | $6663253.72        | $6986711.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8000 C | 2056-02-20      | 5.0000%  |  | $804772.99         | $812372.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7980 C | 2056-02-20      | 6.5000%  |  | $873246.16         | $919571.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6772 C | 2056-02-20      | 5.0000%  |  | $2309772.49        | $2335556.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M | 2055-09-20      | 5.0000%  |  | $120270.84         | $121166.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4856 C | 2065-10-20      | 7.0000%  |  | $176103.77         | $184393.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4674 C | 2066-01-20      | 7.0000%  |  | $5456261.86        | $5713091.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  |  | $991701.63         | $1038381.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4614 C | 2056-01-20      | 6.5000%  |  | $977064.07         | $1022520.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4534 C | 2065-12-20      | 7.0000%  |  | $267063.51         | $279634.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4527 C | 2065-12-20      | 7.0000%  |  | $342537.26         | $358660.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5295 C | 2065-11-20      | 7.0000%  |  | $2945606.90        | $3082496.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5285 C | 2065-11-20      | 7.0000%  |  | $652764.41         | $683490.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0743 M | 2055-11-20      | 4.0000%  |  | $830638.81         | $799700.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M | 2055-11-20      | 3.5000%  |  | $2098025.37        | $1965593.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0716 M | 2040-11-20      | 4.5000%  |  | $192041.92         | $193503.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA0291 C | 2042-05-20      | 3.7400%  |  | $205444.62         | $196056.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 793312 C | 2042-03-20      | 3.7400%  |  | $39456.27          | $37685.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 793049 C | 2042-02-20      | 3.7400%  |  | $54001.57          | $51374.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9715 M | 2054-06-20      | 7.0000%  |  | $208557.99         | $214373.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9714 M | 2054-06-20      | 6.5000%  |  | $4827390.25        | $4981502.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB4099 C | 2054-06-20      | 7.5000%  |  | $701319.56         | $764605.70         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4112 H | 2074-02-20      | 6.0850%  |  | $294838.61         | $304344.48         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4111 H | 2074-02-20      | 6.1000%  |  | $393507.90         | $404695.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4072 C | 2064-04-20      | 7.5000%  |  | $109650.23         | $114471.07         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3413 H | 2074-06-20      | 6.2830%  |  | $528442.80         | $547479.13         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3396 H | 2074-05-20      | 6.5220%  |  | $2092509.22        | $2211753.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0138 M | 2027-06-20      | 2.5000%  |  | $4553.40           | $4518.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $60115.91          | $50842.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $393158.90         | $361255.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB2816 C | 2054-04-20      | 6.5000%  |  | $918123.82         | $956607.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB1895 C | 2064-04-20      | 7.5000%  |  | $98840.53          | $103203.92         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB0955 H | 2074-03-20      | 5.9050%  |  | $220788.34         | $226247.50         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DB0962 H | 2074-04-20      | 4.5780%  |  | $216408.25         | $218987.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0644 C | 2054-03-20      | 6.5000%  |  | $502640.40         | $523710.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7787 C | 2054-03-20      | 5.0000%  |  | $839090.05         | $848199.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA7297 C | 2064-05-20      | 7.5000%  |  | $247924.75         | $258869.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7101 C | 2054-03-20      | 6.5000%  |  | $1269489.18        | $1322579.78        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4297   | 2066-08-15      | 5.4500%  |  | $311289.32         | $326881.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DA4469 H | 2074-03-20      | 6.3100%  |  | $112271.83         | $116595.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  |  | $222671.34         | $204600.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CZ9719 C | 2039-10-20      | 5.0000%  |  | $886160.52         | $897189.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ8708 C | 2063-12-20      | 8.0000%  |  | $86858.00          | $91518.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ8225 C | 2064-03-20      | 7.5000%  |  | $209628.78         | $218883.19         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7753 H | 2074-02-20      | 6.1090%  |  | $331920.39         | $342875.16         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7752 H | 2074-02-20      | 6.0390%  |  | $309908.38         | $319145.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003108 M | 2031-07-20      | 7.0000%  |  | $169.65            | $180.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7796 M | 2037-01-20      | 1.5000%  |  | $58565.03          | $53749.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5621 C | 2064-03-20      | 8.0000%  |  | $547920.33         | $577318.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5587 C | 2063-12-20      | 8.0000%  |  | $136277.40         | $143589.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5243 C | 2064-06-20      | 7.5000%  |  | $322258.15         | $336484.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5204 C | 2064-06-20      | 7.5000%  |  | $234688.38         | $245048.85         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB5015 H | 2074-04-20      | 6.0570%  |  | $294318.62         | $303988.28         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4983 H | 2074-03-20      | 6.1130%  |  | $294541.93         | $305268.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4278 C | 2062-06-20      | 4.0000%  |  | $166489.92         | $160697.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4277 C | 2062-04-20      | 3.0000%  |  | $5105.95           | $4630.86           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4127 H | 2074-04-20      | 6.0240%  |  | $979868.24         | $1009236.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M | 2055-10-20      | 6.0000%  |  | $195394.70         | $200599.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M | 2055-10-20      | 5.5000%  |  | $4038430.83        | $4110081.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0681 M | 2055-10-20      | 3.0000%  |  | $1018063.36        | $933448.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3352 C | 2047-12-20      | 3.0000%  |  | $792566.06         | $724550.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3366 C | 2053-07-20      | 7.0000%  |  | $767868.42         | $807504.68         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3190   | 2060-10-15      | 5.3400%  |  | $38390.87          | $40316.96          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3185   | 2060-10-15      | 5.2500%  |  | $76782.93          | $80076.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3141 C | 2055-09-20      | 6.0000%  |  | $1819748.59        | $1894728.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3573 C | 2055-08-20      | 5.5000%  |  | $580798.07         | $599362.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3503 C | 2055-07-20      | 6.5000%  |  | $1799824.26        | $1916804.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3474 C | 2051-02-20      | 3.0000%  |  | $916981.22         | $838265.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2318 C | 2055-07-20      | 5.5000%  |  | $570186.09         | $585697.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2142 C | 2055-07-20      | 7.5000%  |  | $833778.92         | $889047.35         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1811 H | 2075-12-20      | 6.5010%  |  | $248165.53         | $261332.16         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1809 H | 2075-12-20      | 5.4410%  |  | $607653.99         | $660468.10         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1806 H | 2075-11-20      | 5.7540%  |  | $232954.11         | $260077.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1804 H | 2075-09-20      | 6.5320%  |  | $222319.98         | $231990.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2592 C | 2055-08-20      | 5.5000%  |  | $472837.29         | $488758.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL1584 C | 2055-10-20      | 5.0000%  |  | $1154174.40        | $1161705.51        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1795 H | 2075-07-20      | 5.4710%  |  | $252795.05         | $271288.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8530 C | 2055-12-20      | 5.0000%  |  | $3141246.13        | $3173990.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8521 C | 2065-10-20      | 7.0000%  |  | $295773.29         | $309695.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8497 C | 2055-12-20      | 6.5000%  |  | $4732413.49        | $4929203.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8462 C | 2056-02-20      | 6.5000%  |  | $1061386.99        | $1118334.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8461 C | 2056-01-20      | 6.5000%  |  | $826623.24         | $871972.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8404 C | 2056-02-20      | 6.5000%  |  | $777348.28         | $832189.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312   | 2060-12-15      | 5.4000%  |  | $3268657.81        | $3460482.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0657 M | 2040-10-20      | 5.0000%  |  | $221323.56         | $225057.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  |  | $564553.05         | $579577.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6638 C | 2065-11-20      | 5.0000%  |  | $307834.57         | $309040.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6634 C | 2055-11-20      | 6.5000%  |  | $1012649.19        | $1066366.63        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6576   | 2060-12-15      | 5.8000%  |  | $2752313.39        | $3028023.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2862 C | 2056-01-20      | 6.0000%  |  | $797046.68         | $838696.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2852 C | 2056-01-20      | 6.5000%  |  | $4203748.43        | $4426754.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2855 C | 2056-01-20      | 6.5000%  |  | $1096184.19        | $1154667.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3498 C | 2056-02-20      | 5.5000%  |  | $2303158.18        | $2365816.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1973 C | 2065-08-20      | 6.5000%  |  | $82818.20          | $86838.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8422 C | 2055-10-20      | 6.0000%  |  | $1493998.40        | $1560994.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8331 C | 2055-10-20      | 5.5000%  |  | $988848.23         | $1019610.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8297 C | 2055-10-20      | 5.5000%  |  | $915136.96         | $944499.33         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8158   | 2060-12-15      | 4.3400%  |  | $960978.98         | $944103.66         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4126 H | 2074-04-20      | 5.8370%  |  | $133335.31         | $136369.41         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4125 H | 2074-04-20      | 6.0750%  |  | $324394.17         | $334062.72         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4124 H | 2074-04-20      | 6.1100%  |  | $420507.05         | $432507.80         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DB4122 H | 2074-03-20      | 4.5530%  |  | $69703.78          | $70565.72          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4117 H | 2074-03-20      | 6.1640%  |  | $528562.28         | $547725.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8348 C | 2065-01-20      | 4.0000%  |  | $1282480.10        | $1241022.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8356 C | 2064-11-20      | 3.0000%  |  | $246800.75         | $224441.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8302 C | 2064-11-20      | 4.0000%  |  | $52886.20          | $51176.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8284 C | 2064-12-20      | 4.5000%  |  | $331376.13         | $326592.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO2502 C | 2052-06-20      | 4.5000%  |  | $2197280.95        | $2187217.40        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO1908 X | 2052-08-15      | 6.0000%  |  | $950249.07         | $1026706.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN9840 C | 2039-01-20      | 6.5000%  |  | $910243.36         | $969334.94         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN7618 H | 2072-05-20      | 5.4600%  |  | $8549890.96        | $9054210.55        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7026   | 2065-04-15      | 5.6400%  |  | $76943.60          | $82477.10          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN6143 H | 2072-05-20      | 5.3920%  |  | $11481410.56       | $12149116.45       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN6131 H | 2072-05-20      | 5.2120%  |  | $12375788.36       | $12947949.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9673 M | 2054-05-20      | 8.0000%  |  | $413760.41         | $426502.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9657 M | 2054-05-20      | 6.5000%  |  | $246306.20         | $254169.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M | 2054-05-20      | 5.5000%  |  | $45599.20          | $46664.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9609 M | 2054-04-20      | 7.5000%  |  | $3292723.39        | $3439795.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3137 C | 2054-10-20      | 4.5000%  |  | $869518.35         | $852148.84         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779250 X | 2027-05-15      | 3.0000%  |  | $37099.72          | $36973.08          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778668 X | 2026-12-15      | 3.0000%  |  | $4456.17           | $4443.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778372 C | 2042-02-20      | 3.5000%  |  | $269501.86         | $253632.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778370 C | 2042-01-20      | 3.5000%  |  | $643636.09         | $605826.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778374 C | 2042-03-20      | 3.5000%  |  | $344018.85         | $323863.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE2037 C | 2064-09-20      | 7.5000%  |  | $473420.73         | $494320.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE1950 C | 2064-09-20      | 7.5000%  |  | $787488.28         | $825319.74         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1249 H | 2074-09-20      | 6.3520%  |  | $492132.37         | $522364.50         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE0707 H | 2074-09-20      | 6.3290%  |  | $2184413.20        | $2308293.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD9175 C | 2064-06-20      | 7.5000%  |  | $234490.73         | $244842.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD8405 C | 2064-01-20      | 7.5000%  |  | $241671.81         | $252340.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD8413 C | 2064-07-20      | 7.5000%  |  | $233971.72         | $244301.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD7862 C | 2064-06-20      | 4.5000%  |  | $135443.18         | $133487.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD7553 C | 2053-03-20      | 7.0000%  |  | $906046.57         | $955053.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4865 C | 2054-09-20      | 6.5000%  |  | $101341.81         | $107224.95         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD4709   | 2067-05-15      | 5.9500%  |  | $17062.26          | $18555.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD2436 C | 2050-01-20      | 5.0000%  |  | $946801.31         | $955191.03         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2188 H | 2074-08-20      | 6.0840%  |  | $749605.03         | $774489.80         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2185 H | 2074-07-20      | 5.8940%  |  | $140238.42         | $144136.93         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2176 H | 2074-06-20      | 6.0040%  |  | $1543984.08        | $1593881.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-025 LF | 2054-10-20      | 4.3115%  |  | $21630836.03       | $21619530.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 NT | 2056-02-20      | 3.0000%  |  | $4082347.70        | $3931319.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 PB | 2056-01-20      | 4.5000%  |  | $40057135.14       | $39886211.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 GP | 2056-02-20      | 6.5000%  |  | $66829418.92       | $69461057.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 MF | 2066-02-20      | 4.4642%  |  | $38513513.51       | $38622277.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P  | 2056-02-20      | 4.5000%  |  | $70842623.31       | $70476437.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS | 2056-02-20      | 4.4582%  |  | $38513513.51       | $38662517.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 HF | 2066-02-20      | 4.5579%  |  | $77027027.03       | $77397238.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 KP | 2056-02-20      | 4.5000%  |  | $15405405.41       | $15363610.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT | 2056-02-20      | 5.0000%  |  | $86671221.36       | $87524509.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNPL PN DM8120   | 2050-11-15      | 5.6100%  |  | $2866549.29        | $3058286.08        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8119   | 2061-01-15      | 5.4400%  |  | $1578325.91        | $1669928.61        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DM8129   | 2068-11-15      | 5.5300%  |  | $19256.76          | $19723.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8946 C | 2056-02-20      | 5.5000%  |  | $929338.01         | $947815.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8909 C | 2055-11-20      | 6.5000%  |  | $2420851.90        | $2549276.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0262 M | 2055-03-20      | 7.0000%  |  | $884112.18         | $917960.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M | 2055-03-20      | 4.0000%  |  | $173537.26         | $167076.10         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BY5325   | 2063-12-15      | 2.6600%  |  | $1785269.66        | $1545847.35        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL BW0712   | 2063-03-15      | 2.7500%  |  | $2541737.84        | $2247989.48        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BT5627   | 2061-02-15      | 5.0500%  |  | $2503378.38        | $2600742.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0433 C | 2050-03-20      | 4.0000%  |  | $223656.94         | $215329.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0432 C | 2050-03-20      | 3.5000%  |  | $82975.67          | $78275.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS0976 C | 2049-12-20      | 3.5000%  |  | $574964.34         | $542394.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1367 C | 2054-04-20      | 8.0000%  |  | $871841.44         | $947565.91         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ0307 H | 2074-03-20      | 6.2410%  |  | $219650.46         | $227671.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0246 C | 2053-12-20      | 7.0000%  |  | $2235652.63        | $2344849.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7219 C | 2054-02-20      | 8.0000%  |  | $1078801.53        | $1153977.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7218 C | 2054-02-20      | 8.0000%  |  | $491164.41         | $526771.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7216 C | 2054-01-20      | 8.0000%  |  | $598824.34         | $642205.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7214 C | 2054-01-20      | 8.0000%  |  | $635127.44         | $679598.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $4657926.42        | $4776560.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M | 2055-05-20      | 5.5000%  |  | $577702.40         | $587689.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0361 M | 2055-05-20      | 3.0000%  |  | $270729.52         | $248316.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0311 M | 2055-04-20      | 7.0000%  |  | $138855.08         | $144223.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M | 2055-04-20      | 6.5000%  |  | $335825.37         | $350314.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  |  | $1388942.87        | $1336536.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7968 C | 2055-10-20      | 6.0000%  |  | $1841470.56        | $1917348.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7967 C | 2055-10-20      | 5.5000%  |  | $1715737.16        | $1770786.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7664 C | 2065-11-20      | 7.0000%  |  | $3262688.45        | $3416265.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DM7512 C | 2050-06-20      | 3.5000%  |  | $894797.00         | $837336.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7477 C | 2065-08-20      | 3.0000%  |  | $602553.39         | $549454.38         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DJ1364 H | 2075-03-20      | 6.0580%  |  | $2758961.55        | $2848123.52        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DJ1357 H | 2075-02-20      | 6.1160%  |  | $283615.70         | $297382.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1735 C | 2055-04-20      | 5.0000%  |  | $1988281.02        | $2018831.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0744 C | 2055-09-20      | 6.0000%  |  | $4108690.14        | $4246381.93        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0366   | 2060-12-15      | 5.2200%  |  | $76904.71          | $80069.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC9820 C | 2051-05-20      | 3.5000%  |  | $39472.07          | $37286.02          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CC8487   | 2063-05-15      | 3.0000%  |  | $279380.88         | $250487.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2835 C | 2051-04-20      | 3.5000%  |  | $1974352.11        | $1850372.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ8540 C | 2051-01-20      | 3.5000%  |  | $45281.45          | $42773.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6435 C | 2050-10-20      | 3.5000%  |  | $110618.63         | $104464.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9730 M | 2054-06-20      | 8.0000%  |  | $41206.72          | $44490.64          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DD2184 H | 2074-07-20      | 4.7500%  |  | $1579335.74        | $1603057.89        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2179 H | 2074-06-20      | 6.0840%  |  | $496791.74         | $512992.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8906 C | 2054-01-20      | 6.5000%  |  | $1278503.92        | $1358665.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG6717 C | 2064-10-20      | 3.0000%  |  | $301451.76         | $274142.24         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG5691   | 2060-11-15      | 5.3000%  |  | $960580.26         | $1005426.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4755 C | 2055-02-20      | 4.5000%  |  | $875511.96         | $859403.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4607 C | 2055-01-20      | 6.5000%  |  | $2793061.00        | $2955202.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M | 2051-11-20      | 2.0000%  |  | $760956.38         | $643229.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M | 2051-10-20      | 3.0000%  |  | $1850825.60        | $1697717.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M | 2051-10-20      | 2.5000%  |  | $3583949.45        | $3161583.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M | 2051-07-20      | 2.5000%  |  | $5335523.24        | $4707028.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M | 2051-05-20      | 3.0000%  |  | $324534.61         | $297884.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7364 M | 2051-04-20      | 5.0000%  |  | $150187.33         | $150406.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M | 2051-04-20      | 2.5000%  |  | $670099.96         | $591159.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  |  | $1424646.59        | $1204302.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8047 M | 2052-05-20      | 5.0000%  |  | $7667.05           | $7757.15           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M | 2052-05-20      | 3.0000%  |  | $369376.54         | $338738.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M | 2052-04-20      | 4.0000%  |  | $79349.44          | $77010.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $1932405.28        | $1772125.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M | 2050-12-20      | 3.0000%  |  | $459554.62         | $422499.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7052 M | 2050-12-20      | 2.5000%  |  | $863494.58         | $762017.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M | 2050-11-20      | 2.0000%  |  | $115010.01         | $97235.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M | 2050-09-20      | 3.5000%  |  | $884289.32         | $841120.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6866 M | 2050-09-20      | 3.0000%  |  | $3913601.78        | $3598348.12        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2174 H | 2074-05-20      | 5.8590%  |  | $164573.65         | $168879.23         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3363 H | 2074-03-20      | 6.1580%  |  | $153186.04         | $158478.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  |  | $4176007.22        | $4206079.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6544 C | 2065-06-20      | 6.5000%  |  | $2413511.51        | $2530674.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4399 C | 2054-12-20      | 5.0000%  |  | $773381.13         | $784015.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0310 C | 2054-12-20      | 5.0000%  |  | $4782318.87        | $4843772.20        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4299   | 2066-05-15      | 5.1500%  |  | $292601.80         | $296519.57         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7270   | 2060-09-15      | 5.2000%  |  | $38229.02          | $39708.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9546 C | 2055-05-20      | 6.5000%  |  | $2135940.59        | $2283656.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH6108 C | 2065-03-20      | 4.0000%  |  | $336452.95         | $325576.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6718 C | 2064-11-20      | 4.5000%  |  | $100126.38         | $98680.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8666 C | 2055-05-20      | 6.5000%  |  | $989605.08         | $1053924.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5058 C | 2064-11-20      | 4.0000%  |  | $100989.10         | $97724.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7255 C | 2065-05-20      | 4.5000%  |  | $54800.04          | $54008.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8405 C | 2062-04-20      | 3.5000%  |  | $50901.18          | $47180.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI4347 C | 2065-03-20      | 4.5000%  |  | $293265.88         | $289032.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6419 C | 2050-10-20      | 3.5000%  |  | $94133.10          | $88917.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6511 C | 2055-09-20      | 6.5000%  |  | $3246927.09        | $3457965.80        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443   | 2060-12-15      | 5.4000%  |  | $961369.93         | $1017788.89        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442   | 2060-12-15      | 5.4000%  |  | $961369.94         | $1017788.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7192 C | 2055-09-20      | 5.5000%  |  | $3215330.77        | $3304373.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5789 C | 2055-10-20      | 6.5000%  |  | $3353091.95        | $3547763.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5776 C | 2055-10-20      | 5.5000%  |  | $1651239.25        | $1694521.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5756 C | 2055-10-20      | 6.0000%  |  | $4813419.75        | $5009929.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5780 C | 2055-10-20      | 5.5000%  |  | $583387.73         | $596854.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM5642 C | 2065-09-20      | 2.5000%  |  | $32954.67          | $27802.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV2965 C | 2064-03-20      | 2.5000%  |  | $13446.76          | $11344.39          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CU9053 H | 2073-04-20      | 4.4860%  |  | $174045.87         | $175936.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3288 C | 2055-08-20      | 6.5000%  |  | $817425.03         | $860838.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3276 C | 2055-08-20      | 5.5000%  |  | $927398.80         | $954665.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7213 C | 2054-02-20      | 8.0000%  |  | $316106.83         | $335336.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5084 H | 2074-01-20      | 6.3160%  |  | $1688990.02        | $1784413.45        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5068 H | 2073-12-20      | 6.3640%  |  | $1476453.50        | $1561397.64        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY5050 H | 2073-11-20      | 5.9060%  |  | $133048.65         | $137120.32         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8108   | 2065-10-15      | 5.2400%  |  | $195899.76         | $201583.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7759 C | 2055-04-20      | 6.5000%  |  | $1551030.89        | $1660452.16        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CT8004 H | 2073-04-20      | 4.5190%  |  | $140433.63         | $141751.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5330 C | 2061-08-20      | 3.5000%  |  | $136686.00         | $126696.55         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS8949   | 2066-12-15      | 5.6500%  |  | $2447546.11        | $2595494.29        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6222 H | 2073-03-20      | 4.6080%  |  | $172046.13         | $174478.90         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6212 H | 2073-02-20      | 4.5800%  |  | $117807.59         | $119183.73         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS5203 H | 2072-12-20      | 4.7180%  |  | $150216.90         | $151697.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3928 C | 2053-03-20      | 5.5000%  |  | $1711950.74        | $1758250.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0286 M | 2033-10-20      | 7.0000%  |  | $29456.45          | $30808.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  |  | $2025355.69        | $2060358.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M | 2055-01-20      | 7.0000%  |  | $61301.41          | $63671.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0030 M | 2054-11-20      | 7.5000%  |  | $114426.23         | $119351.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0029 M | 2054-11-20      | 7.0000%  |  | $18439.26          | $19171.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0876 M | 2056-01-20      | 7.5000%  |  | $1135651.29        | $1184406.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0863 M | 2056-01-20      | 7.0000%  |  | $694180.54         | $711463.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0845 M | 2041-08-20      | 4.5000%  |  | $1751211.45        | $1764555.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0818 M | 2055-12-20      | 7.5000%  |  | $138514.65         | $144985.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0809 M | 2055-12-20      | 3.0000%  |  | $293514.49         | $269118.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7302 C | 2065-08-20      | 3.0000%  |  | $402681.27         | $367198.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7301 C | 2065-08-20      | 3.5000%  |  | $278919.08         | $259915.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7214 C | 2065-08-20      | 3.5000%  |  | $408723.91         | $380875.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8010 C | 2056-01-20      | 6.0000%  |  | $2639746.59        | $2748520.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9310 C | 2066-02-20      | 6.0000%  |  | $278156.15         | $286583.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2908 C | 2056-02-20      | 6.5000%  |  | $1179356.19        | $1247611.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1711 C | 2056-02-20      | 5.0000%  |  | $4354751.47        | $4395873.88        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1573   | 2061-01-15      | 5.3900%  |  | $962103.94         | $1014160.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5821 C | 2055-11-20      | 5.0000%  |  | $2611086.41        | $2642552.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0805 M | 2055-10-20      | 7.5000%  |  | $530546.84         | $544428.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5560 C | 2055-12-20      | 5.0000%  |  | $1554637.81        | $1569315.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  |  | $852206.83         | $892320.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5028 C | 2055-12-20      | 6.0000%  |  | $908337.64         | $953485.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7323 C | 2055-10-20      | 6.0000%  |  | $2054039.29        | $2153640.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1457 C | 2065-12-20      | 7.0000%  |  | $190101.28         | $199049.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5350 C | 2065-11-20      | 7.0000%  |  | $2654475.17        | $2779420.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2920 C | 2056-02-20      | 6.0000%  |  | $796698.24         | $829866.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6193 C | 2062-04-20      | 3.5000%  |  | $156341.04         | $144918.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7258 C | 2055-09-20      | 7.0000%  |  | $913229.05         | $976953.76         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DM1340 H | 2075-08-20      | 6.0510%  |  | $2609821.93        | $2688458.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2507 C | 2055-06-20      | 5.5000%  |  | $1114543.83        | $1150168.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3464 C | 2053-11-20      | 6.5000%  |  | $2537494.19        | $2702041.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2452 C | 2065-01-20      | 4.0000%  |  | $292383.71         | $282932.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2852 C | 2055-10-20      | 5.0000%  |  | $818527.08         | $826254.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3471 C | 2064-11-20      | 3.5000%  |  | $184656.03         | $172075.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M | 2055-12-20      | 6.0000%  |  | $1867121.58        | $1916860.46        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1556   | 2060-11-15      | 5.3400%  |  | $960600.60         | $1008747.50        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7517   | 2060-12-15      | 4.7000%  |  | $3075585.23        | $3091613.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DF5653 C | 2041-10-20      | 5.0000%  |  | $772150.98         | $781830.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8612 C | 2055-10-20      | 7.5000%  |  | $920942.30         | $983647.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2509 C | 2055-06-20      | 6.5000%  |  | $2252290.05        | $2411178.85        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CQ7934 H | 2074-02-20      | 6.0430%  |  | $152491.86         | $157565.74         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY7279 H | 2073-10-20      | 6.2910%  |  | $92918.68          | $96124.68          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7730 H | 2074-01-20      | 6.0780%  |  | $315125.16         | $325633.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2935 M | 2030-07-20      | 3.0000%  |  | $38789.29          | $38281.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $4166.55           | $4216.82           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 894759 H | 2066-01-20      | 4.7500%  |  | $10755.06          | $10919.16          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8259 H | 2074-06-20      | 6.9360%  |  | $841335.26         | $885934.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ0309 H | 2074-09-20      | 5.8390%  |  | $187911.87         | $193220.36         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2178 H | 2074-06-20      | 6.0520%  |  | $317016.61         | $326420.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4968 C | 2050-09-20      | 3.5000%  |  | $28681.12          | $27092.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9364 M | 2053-12-20      | 6.5000%  |  | $12469.48          | $13011.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8850 M | 2038-11-20      | 6.5000%  |  | $15391.87          | $16647.00          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4351 H | 2074-01-20      | 6.7620%  |  | $107422.96         | $112071.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7215 C | 2054-02-20      | 8.0000%  |  | $778134.76         | $845587.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8009 C | 2056-01-20      | 5.5000%  |  | $4653867.80        | $4803192.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6607 C | 2055-10-20      | 6.0000%  |  | $1898854.42        | $2020894.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6569 C | 2055-10-20      | 6.5000%  |  | $1695693.75        | $1805909.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4654 M | 2047-08-20      | 4.5000%  |  | $12568.85          | $12699.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1530 C | 2049-10-20      | 3.5000%  |  | $345721.65         | $323994.69         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML BQ9584 H | 2070-01-20      | 5.9700%  |  | $171966.69         | $176956.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ9533 C | 2049-11-20      | 3.5000%  |  | $400254.62         | $375098.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ7305 C | 2049-10-20      | 4.0000%  |  | $407059.88         | $392749.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M | 2048-12-20      | 5.0000%  |  | $113227.76         | $115659.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $21417.44          | $20967.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M | 2049-11-20      | 3.0000%  |  | $679289.56         | $624455.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6218 M | 2049-10-20      | 3.0000%  |  | $145491.44         | $134087.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M | 2048-02-20      | 3.0000%  |  | $1119793.78        | $1038224.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4690 M | 2032-09-20      | 3.0000%  |  | $11128.19          | $10874.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M | 2047-08-20      | 3.5000%  |  | $39996.72          | $38471.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9728 C | 2053-12-20      | 8.0000%  |  | $627976.17         | $666168.29         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CQ9600 H | 2072-12-20      | 4.6250%  |  | $58849.10          | $59549.83          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CQ9588 H | 2072-11-20      | 4.6630%  |  | $66646.87          | $67470.72          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8793   | 2066-10-15      | 5.5300%  |  | $962837.84         | $1019669.23        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CQ7938 H | 2074-04-20      | 6.6250%  |  | $289052.24         | $304756.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7656 C | 2041-05-20      | 5.0000%  |  | $524329.27         | $533828.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7644 C | 2036-05-20      | 5.5000%  |  | $525166.55         | $537877.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CQ7592 C | 2035-04-20      | 5.0000%  |  | $548713.05         | $555533.62         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY5044 H | 2073-10-20      | 6.0020%  |  | $74653.45          | $76886.90          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY5037 H | 2073-09-20      | 4.5910%  |  | $5824.36           | $5893.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3718 C | 2053-12-20      | 8.0000%  |  | $379470.22         | $402540.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CY2541 C | 2063-12-20      | 8.0000%  |  | $515508.44         | $543166.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CY2534 C | 2063-12-20      | 8.0000%  |  | $1083031.12        | $1141137.66        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY1791 H | 2073-09-20      | 4.5750%  |  | $140196.46         | $141782.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX7212 C | 2064-06-20      | 7.5000%  |  | $217775.22         | $227389.06         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CX6379   | 2065-04-15      | 6.0500%  |  | $38457.59          | $41798.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CX6376   | 2058-10-15      | 5.6200%  |  | $9754061.43        | $10411045.15       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX7084 C | 2064-01-20      | 7.5000%  |  | $122369.57         | $127771.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4167 C | 2054-02-20      | 5.0000%  |  | $3804473.12        | $3840387.76        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW8881   | 2065-11-15      | 5.8500%  |  | $486889.56         | $526953.75         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CW3879 H | 2073-08-20      | 4.5310%  |  | $152741.20         | $154435.86         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW0789   | 2060-10-15      | 5.2200%  |  | $959765.91         | $998654.67         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CV7761   | 2064-10-15      | 5.0400%  |  | $962837.84         | $895537.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5776 C | 2053-12-20      | 8.0000%  |  | $540330.12         | $573221.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5777 C | 2053-12-20      | 8.0000%  |  | $670307.62         | $711430.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ8554 C | 2066-02-20      | 6.0000%  |  | $2028368.88        | $2087470.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  |  | $210633.24         | $212798.79         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN0149 H | 2072-03-20      | 5.4260%  |  | $5666956.26        | $5936439.87        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE5722 H | 2074-07-20      | 7.0990%  |  | $225018.85         | $234130.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC8191 C | 2064-06-20      | 7.5000%  |  | $323259.35         | $337529.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  |  | $818738.82         | $854905.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CJ3128 H | 2071-11-20      | 6.2830%  |  | $1136862.73        | $1172791.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M | 2053-12-20      | 7.5000%  |  | $101178.92         | $105604.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ3216 C | 2049-09-20      | 3.5000%  |  | $334052.23         | $315262.39         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6396 H | 2072-04-20      | 5.2860%  |  | $8273388.01        | $8701002.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO5097 C | 2052-07-20      | 4.5000%  |  | $1000088.16        | $995507.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M | 2053-11-20      | 5.5000%  |  | $36265.89          | $37046.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4069 M | 2046-11-20      | 3.5000%  |  | $98744.27          | $94808.10          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AF7359 H | 2064-04-20      | 6.4810%  |  | $125225.10         | $128248.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7768 M | 2051-12-20      | 3.0000%  |  | $754704.67         | $692028.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  |  | $24475.09          | $22444.07          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7183   | 2066-11-15      | 5.6000%  |  | $2179341.85        | $2285840.72        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4113 H | 2074-02-20      | 5.8690%  |  | $215748.21         | $222553.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8436 C | 2054-03-20      | 6.5000%  |  | $273715.82         | $286613.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9121 C | 2052-04-20      | 3.5000%  |  | $578006.36         | $544576.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $166559.17         | $146929.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M | 2047-01-20      | 4.5000%  |  | $4045.69           | $4094.48           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY5036 H | 2073-09-20      | 4.4610%  |  | $140738.51         | $141966.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5677 C | 2054-09-20      | 5.0000%  |  | $1594037.90        | $1612551.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7740 C | 2049-11-20      | 3.5000%  |  | $165364.39         | $155585.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4342 C | 2053-11-20      | 8.0000%  |  | $534120.26         | $566592.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786474 C | 2053-01-20      | 5.0000%  |  | $22707.27          | $23033.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT1136 C | 2063-12-20      | 7.5000%  |  | $658392.36         | $687458.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7345 C | 2050-01-20      | 4.0000%  |  | $2252514.57        | $2168639.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB9233 C | 2063-10-20      | 7.5000%  |  | $33163.56          | $34627.58          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3412 H | 2074-06-20      | 6.3450%  |  | $1954329.17        | $2068278.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  |  | $1462.89           | $1526.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CX7661 C | 2052-12-20      | 6.5000%  |  | $539730.88         | $575052.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2130 C | 2054-03-20      | 6.5000%  |  | $625112.59         | $651040.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9859 C | 2048-04-20      | 3.5000%  |  | $412072.03         | $389397.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9493 M | 2054-02-20      | 8.0000%  |  | $1777081.60        | $1891036.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2728 C | 2049-12-20      | 4.0000%  |  | $397810.47         | $382991.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  |  | $2457185.53        | $2483283.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD5565 C | 2054-07-20      | 8.0000%  |  | $448533.38         | $487572.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $191246.95         | $196407.22         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2187 H | 2074-08-20      | 7.1350%  |  | $871573.94         | $931205.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC1919 C | 2047-09-20      | 3.5000%  |  | $26376.35          | $24922.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005326 M | 2027-03-20      | 3.0000%  |  | $7370.07           | $7344.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005276 M | 2027-01-20      | 3.0000%  |  | $3579.75           | $3569.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004373 M | 2039-02-20      | 7.0000%  |  | $2111.66           | $2223.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003462 M | 2033-10-20      | 7.0000%  |  | $112.25            | $116.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003261 M | 2032-07-20      | 6.5000%  |  | $123.89            | $130.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003251 M | 2032-06-20      | 7.0000%  |  | $126.90            | $132.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8688 C | 2056-01-20      | 6.0000%  |  | $772621.99         | $804461.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8513 C | 2055-12-20      | 5.5000%  |  | $1314200.39        | $1349953.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8397 C | 2055-11-20      | 5.0000%  |  | $826141.09         | $833941.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 680436 C | 2049-01-20      | 5.0000%  |  | $86983.40          | $88173.08          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783276 X | 2041-03-15      | 4.5000%  |  | $37215.29          | $37779.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787946 C | 2055-05-20      | 5.0000%  |  | $738895.45         | $749046.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7580 C | 2056-02-20      | 5.5000%  |  | $3124296.32        | $3209290.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7063 C | 2065-10-20      | 6.5000%  |  | $245488.99         | $257406.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6377 C | 2056-02-20      | 5.5000%  |  | $875892.04         | $903996.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5947 C | 2056-02-20      | 6.5000%  |  | $1485262.86        | $1564056.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5720 C | 2056-02-20      | 5.0000%  |  | $1143624.89        | $1154424.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5719 C | 2056-02-20      | 5.0000%  |  | $1305947.03        | $1318279.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4900 C | 2056-02-20      | 5.5000%  |  | $3327583.74        | $3418104.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4909 C | 2066-02-20      | 6.5000%  |  | $4425013.22        | $4639818.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4556 C | 2056-02-20      | 5.0000%  |  | $2188297.78        | $2219715.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4555 C | 2056-02-20      | 5.0000%  |  | $2968609.30        | $3011229.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4554 C | 2056-02-20      | 5.0000%  |  | $1506962.92        | $1528597.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4552 C | 2056-02-20      | 5.0000%  |  | $921936.49         | $936304.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3960 C | 2056-02-20      | 6.5000%  |  | $860923.38         | $906592.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4532 C | 2056-02-20      | 5.0000%  |  | $782098.54         | $793326.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4530 C | 2056-02-20      | 5.0000%  |  | $1750507.74        | $1775638.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4529 C | 2056-02-20      | 5.0000%  |  | $853286.92         | $865536.80         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM3186 H | 2075-12-20      | 6.9420%  |  | $895417.30         | $946538.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2747 C | 2065-07-20      | 4.0000%  |  | $128392.66         | $124241.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2739 C | 2065-07-20      | 3.5000%  |  | $734480.60         | $684437.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3579 C | 2055-10-20      | 6.5000%  |  | $1449351.42        | $1549587.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2563 C | 2055-11-20      | 6.0000%  |  | $1767906.95        | $1863424.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2499 C | 2065-04-20      | 3.0000%  |  | $197327.37         | $179450.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9071 C | 2065-02-20      | 4.5000%  |  | $380174.97         | $374686.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9050 C | 2065-04-20      | 4.5000%  |  | $301794.77         | $297437.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9058 C | 2065-02-20      | 3.0000%  |  | $181951.33         | $165468.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9820 C | 2055-10-20      | 6.5000%  |  | $1918122.86        | $2053435.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9819 C | 2055-10-20      | 6.0000%  |  | $2042397.71        | $2126557.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8816 C | 2055-09-20      | 6.5000%  |  | $930940.87         | $979763.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8792 C | 2055-08-20      | 7.5000%  |  | $1335441.82        | $1455962.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8422 C | 2065-07-20      | 5.0000%  |  | $377088.45         | $378565.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8452 C | 2065-08-20      | 4.0000%  |  | $471855.30         | $456599.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL8340 C | 2051-08-20      | 3.0000%  |  | $1245558.91        | $1138617.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7622 C | 2051-08-20      | 7.0000%  |  | $1268940.86        | $1297769.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2325 C | 2065-07-20      | 7.5000%  |  | $92453.91          | $96535.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2242 C | 2055-09-20      | 6.5000%  |  | $853017.69         | $898270.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2149 C | 2055-12-20      | 5.0000%  |  | $1019938.13        | $1019719.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2563 C | 2055-07-20      | 6.5000%  |  | $1217957.82        | $1297119.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2404 C | 2065-04-20      | 4.5000%  |  | $201887.68         | $198973.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2632 C | 2065-05-20      | 6.5000%  |  | $1318477.82        | $1382479.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1421 C | 2065-05-20      | 4.0000%  |  | $145878.32         | $141162.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0695 C | 2055-09-20      | 6.0000%  |  | $820487.54         | $840004.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BI6059 C | 2048-09-20      | 4.0000%  |  | $104138.72         | $100708.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2959 M | 2045-07-20      | 2.5000%  |  | $131480.08         | $118845.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ1666 C | 2043-03-20      | 5.0000%  |  | $281019.85         | $286497.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3024 C | 2053-12-20      | 8.0000%  |  | $150755.78         | $159923.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  |  | $5298661.36        | $4479034.98        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024   | 2063-09-15      | 2.4100%  |  | $118692.78         | $102998.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS1020 C | 2049-12-20      | 3.5000%  |  | $397982.34         | $372979.81         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BC0776 H | 2067-07-20      | 6.9650%  |  | $9518938.98        | $9870601.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO6405 C | 2052-07-20      | 4.5000%  |  | $2581366.63        | $2569543.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6337 M | 2049-12-20      | 2.5000%  |  | $161584.47         | $142995.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA7973 C | 2064-02-20      | 7.5000%  |  | $204476.65         | $213503.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4323 M | 2047-03-20      | 4.5000%  |  | $2967.14           | $3002.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  |  | $1162905.72        | $1026944.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9309 M | 2053-11-20      | 7.5000%  |  | $214028.15         | $223459.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  |  | $296057.65         | $301174.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5658 C | 2064-05-20      | 8.0000%  |  | $44776.70          | $47179.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7217 C | 2054-02-20      | 8.0000%  |  | $603319.66         | $645616.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB7579 C | 2064-06-20      | 7.5000%  |  | $432525.00         | $451619.10         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC3839 H | 2074-05-20      | 6.3170%  |  | $2853894.41        | $3024272.70        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7729 H | 2074-01-20      | 6.1610%  |  | $276383.73         | $284111.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6442 C | 2054-03-20      | 6.5000%  |  | $508464.22         | $529531.64         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DB3415 H | 2074-06-20      | 5.7460%  |  | $371626.65         | $390398.58         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0740 H | 2068-01-20      | 6.1770%  |  | $936163.93         | $993702.74         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE2751 H | 2074-07-20      | 6.9240%  |  | $1055523.82        | $1111848.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3929 C | 2053-01-20      | 5.0000%  |  | $613384.45         | $624521.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M | 2049-12-20      | 3.5000%  |  | $51839.81          | $49193.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5492 C | 2049-12-20      | 3.5000%  |  | $911355.05         | $876819.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M | 2051-05-20      | 2.0000%  |  | $496104.00         | $419361.89         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG5690   | 2060-10-15      | 5.4600%  |  | $76794.24          | $81370.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3499 C | 2065-04-20      | 3.0000%  |  | $118965.42         | $108188.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7460 C | 2053-10-20      | 6.5000%  |  | $160935.42         | $170505.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3377 C | 2055-09-20      | 6.5000%  |  | $1185201.26        | $1268100.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0270 C | 2055-01-20      | 5.0000%  |  | $973441.08         | $993092.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CH6585   | 2064-01-15      | 2.4300%  |  | $1782554.94        | $1519531.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3992 C | 2055-05-20      | 6.5000%  |  | $3591433.63        | $3844796.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7125 C | 2065-03-20      | 4.5000%  |  | $73299.43          | $72241.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7334 C | 2065-03-20      | 4.5000%  |  | $93474.95          | $92125.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8660 C | 2065-03-20      | 3.0000%  |  | $235306.09         | $213988.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0309 C | 2055-10-20      | 5.5000%  |  | $989649.08         | $1021402.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3142 C | 2064-12-20      | 4.0000%  |  | $122008.64         | $118064.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9570 C | 2064-12-20      | 4.0000%  |  | $481375.81         | $465815.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786610 M | 2037-12-20      | 2.5000%  |  | $174702.91         | $166407.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786340 C | 2052-09-20      | 5.0000%  |  | $22882.22          | $23196.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9903 C | 2065-12-20      | 6.5000%  |  | $212980.21         | $222227.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9928 C | 2056-01-20      | 6.5000%  |  | $1560239.05        | $1636881.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9731 C | 2056-02-20      | 6.5000%  |  | $809001.00         | $852403.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9899 C | 2065-12-20      | 7.0000%  |  | $1258865.23        | $1318120.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9897 C | 2065-12-20      | 6.5000%  |  | $403612.36         | $423205.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9853 C | 2056-01-20      | 6.5000%  |  | $1279213.31        | $1332406.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9773 C | 2056-02-20      | 5.5000%  |  | $1496921.68        | $1537642.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8667 C | 2056-02-20      | 6.0000%  |  | $3940587.16        | $4096379.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8666 C | 2056-02-20      | 6.0000%  |  | $2734727.51        | $2847202.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8557 C | 2056-02-20      | 6.0000%  |  | $1254878.88        | $1297446.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6575   | 2055-12-15      | 5.2100%  |  | $961770.05         | $1002135.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3703 C | 2065-09-20      | 7.0000%  |  | $197504.48         | $206801.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4468 C | 2065-11-20      | 7.0000%  |  | $2323967.14        | $2433357.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4462 C | 2065-12-20      | 7.0000%  |  | $4033693.21        | $4223561.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4461 C | 2065-12-20      | 6.5000%  |  | $17311699.73       | $18152069.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4429 C | 2055-11-20      | 5.5000%  |  | $1031218.09        | $1054552.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3436 C | 2065-11-20      | 7.0000%  |  | $502053.17         | $525685.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8553 C | 2066-01-20      | 6.5000%  |  | $1658386.50        | $1738890.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8551 C | 2056-02-20      | 6.0000%  |  | $925103.84         | $956262.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8577 C | 2056-02-20      | 6.0000%  |  | $2021855.47        | $2089954.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5559 C | 2065-11-20      | 7.0000%  |  | $370025.07         | $387442.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5514 C | 2065-11-20      | 7.0000%  |  | $664348.49         | $695619.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5459 C | 2065-12-20      | 6.5000%  |  | $159929.68         | $167693.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5238 C | 2056-01-20      | 6.0000%  |  | $3966231.63        | $4139303.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5190 C | 2065-11-20      | 7.0000%  |  | $205980.40         | $215676.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6875 C | 2054-01-20      | 6.5000%  |  | $1334447.36        | $1418117.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6830 C | 2054-04-20      | 7.0000%  |  | $485694.02         | $509112.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6837 C | 2053-07-20      | 5.5000%  |  | $982625.36         | $1004151.95        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6758   | 2060-12-15      | 5.2500%  |  | $192263.84         | $200544.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6756   | 2060-12-15      | 5.2500%  |  | $192263.84         | $200544.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6755   | 2060-12-15      | 5.2500%  |  | $961319.18         | $1002723.84        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6753   | 2060-12-15      | 5.2500%  |  | $961319.18         | $1002723.84        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6751   | 2060-10-15      | 5.1500%  |  | $960490.26         | $993867.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6750   | 2060-10-15      | 5.1500%  |  | $960490.29         | $993867.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1758 C | 2056-01-20      | 6.5000%  |  | $952532.82         | $1003067.01        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP0680   | 2061-02-15      | 5.1000%  |  | $2218378.38        | $2313134.93        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP0679   | 2061-02-15      | 5.1000%  |  | $962837.84         | $1003964.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0519 C | 2056-02-20      | 5.0000%  |  | $1171677.36        | $1184755.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP0192 C | 2066-01-20      | 5.5000%  |  | $469635.54         | $477471.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0086 C | 2055-06-20      | 5.5000%  |  | $628936.83         | $648502.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ9685 C | 2051-06-20      | 3.0000%  |  | $814057.41         | $744159.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9665 C | 2065-06-20      | 7.0000%  |  | $2041535.08        | $2137631.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9622 C | 2065-06-20      | 7.0000%  |  | $3175010.10        | $3324459.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9254 C | 2065-05-20      | 4.5000%  |  | $363125.33         | $357882.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9252 C | 2065-05-20      | 3.5000%  |  | $506553.43         | $472041.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9251 C | 2065-05-20      | 3.0000%  |  | $118420.70         | $107692.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2577 C | 2065-07-20      | 3.5000%  |  | $2293043.40        | $2136813.27        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DM1420   | 2065-08-15      | 6.4400%  |  | $725008.42         | $815800.58         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM1363 H | 2075-09-20      | 7.0260%  |  | $451318.68         | $477186.84         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DM1324 H | 2075-07-20      | 6.1360%  |  | $878577.59         | $908612.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1789 C | 2055-10-20      | 6.0000%  |  | $4307139.72        | $4505536.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1688 C | 2055-09-20      | 6.5000%  |  | $3197536.76        | $3422149.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1684 C | 2055-09-20      | 6.5000%  |  | $2869193.61        | $3067493.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM1678 C | 2065-09-20      | 4.0000%  |  | $687060.89         | $664850.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM1677 C | 2065-08-20      | 3.5000%  |  | $609857.82         | $568306.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0517 C | 2055-11-20      | 5.0000%  |  | $2139842.06        | $2163722.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0516 C | 2055-11-20      | 5.0000%  |  | $1745613.69        | $1766917.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7618 C | 2055-08-20      | 7.0000%  |  | $1090709.44        | $1148561.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7615 C | 2055-08-20      | 6.5000%  |  | $385592.76         | $405814.95         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7522   | 2060-11-15      | 5.1000%  |  | $192095.26         | $198885.31         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5987   | 2060-10-15      | 5.1100%  |  | $959689.13         | $993805.65         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5986   | 2060-10-15      | 5.6500%  |  | $76804.10          | $83670.58          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5819   | 2061-01-15      | 4.7300%  |  | $3694028.41        | $3762878.12        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5811   | 2060-11-15      | 5.3500%  |  | $76848.45          | $80482.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5613 C | 2065-03-20      | 4.5000%  |  | $82572.96          | $81380.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ8679 C | 2065-04-20      | 3.5000%  |  | $848377.15         | $790572.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ8170 C | 2065-05-20      | 6.5000%  |  | $2003043.09        | $2100279.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7707 C | 2065-11-20      | 7.0000%  |  | $607656.25         | $636259.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7386 C | 2065-05-20      | 6.5000%  |  | $2149716.37        | $2254071.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7322 C | 2065-03-20      | 4.0000%  |  | $200678.70         | $194191.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7569 C | 2041-06-20      | 4.5000%  |  | $1405240.35        | $1405824.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ2831 C | 2064-03-20      | 4.0000%  |  | $51924.61          | $50246.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2783 C | 2041-09-20      | 4.5000%  |  | $487738.55         | $487941.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2742 C | 2040-09-20      | 5.5000%  |  | $428100.26         | $439641.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2741 C | 2042-07-20      | 4.0000%  |  | $722732.41         | $711451.21         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LM AF7414   | 2035-07-15      | 3.3800%  |  | $171332.88         | $165531.74         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AF5213 H | 2063-12-20      | 5.7190%  |  | $22509.64          | $22866.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE9762 C | 2043-05-20      | 3.7400%  |  | $37645.20          | $35975.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE9761 C | 2043-03-20      | 3.7400%  |  | $38100.06          | $36271.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE6599 X | 2043-06-15      | 3.5000%  |  | $79869.46          | $76593.60          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4990   | 2066-08-15      | 5.4000%  |  | $1400100.24        | $1478083.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ4646 C | 2065-03-20      | 3.0000%  |  | $277519.80         | $252377.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7017 C | 2052-09-20      | 6.0000%  |  | $65292.40          | $66411.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6225 C | 2054-04-20      | 6.5000%  |  | $1598337.70        | $1698603.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5896 C | 2055-04-20      | 5.5000%  |  | $2822695.89        | $2912918.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2651 C | 2062-05-20      | 4.0000%  |  | $88888.11          | $85796.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3358 C | 2053-11-20      | 6.5000%  |  | $476423.47         | $504756.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2556 C | 2065-03-20      | 3.0000%  |  | $203204.79         | $184796.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7825 C | 2065-03-20      | 4.0000%  |  | $882464.14         | $853935.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  |  | $584793.60         | $599661.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  |  | $1137409.13        | $1084245.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M | 2051-07-20      | 3.0000%  |  | $1448171.12        | $1328663.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M | 2053-10-20      | 6.5000%  |  | $512619.52         | $535474.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1970 C | 2064-03-20      | 7.5000%  |  | $118476.55         | $123707.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6447 C | 2047-02-20      | 4.0000%  |  | $715310.63         | $688672.38         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4118 H | 2074-03-20      | 6.0750%  |  | $243709.83         | $250954.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1605 C | 2042-09-20      | 3.7400%  |  | $129578.28         | $123753.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB7683 C | 2064-06-20      | 7.5000%  |  | $171180.73         | $178737.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0601 M | 2027-12-20      | 2.5000%  |  | $3420.18           | $3385.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3078 M | 2030-09-20      | 3.0000%  |  | $44567.99          | $43962.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8399 M | 2037-11-20      | 5.5000%  |  | $222854.30         | $234467.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M | 2046-04-20      | 3.5000%  |  | $3904217.86        | $3750617.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5331 M | 2048-07-20      | 4.5000%  |  | $27310.09          | $27531.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M | 2051-04-20      | 3.0000%  |  | $703620.16         | $645892.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8065 C | 2043-01-20      | 3.7400%  |  | $102103.90         | $97511.99          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE0706 H | 2074-09-20      | 6.9480%  |  | $2273155.23        | $2389979.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN8603 C | 2049-05-20      | 5.0000%  |  | $171863.90         | $173628.10         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4114 H | 2074-02-20      | 6.0650%  |  | $1117439.21        | $1153045.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9107 M | 2053-08-20      | 6.0000%  |  | $4170435.43        | $4300483.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3886 C | 2036-06-20      | 6.5000%  |  | $701386.95         | $752391.42         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AG8181 H | 2064-08-20      | 4.5620%  |  | $29555.34          | $29774.19          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM AO0392 H | 2066-01-20      | 4.7500%  |  | $45366.50          | $45878.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3802 C | 2064-08-20      | 4.0000%  |  | $76270.08          | $73804.49          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CE5527 H | 2071-08-20      | 6.9070%  |  | $9395310.96        | $10068106.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8463 M | 2037-11-20      | 6.5000%  |  | $13486.72          | $14359.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M | 2047-07-20      | 3.5000%  |  | $97426.32          | $93411.07          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3455 H | 2074-08-20      | 7.0530%  |  | $159479.15         | $171269.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7152 C | 2055-06-20      | 5.0000%  |  | $964041.82         | $977434.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0059 C | 2055-10-20      | 6.5000%  |  | $782829.18         | $824357.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1422 C | 2065-05-20      | 3.5000%  |  | $102804.95         | $95666.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8303 C | 2065-01-20      | 4.5000%  |  | $188899.86         | $186172.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0142 C | 2055-12-20      | 6.0000%  |  | $1432837.40        | $1495359.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0777 C | 2056-01-20      | 6.5000%  |  | $2125649.21        | $2238415.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9558 C | 2065-12-20      | 5.5000%  |  | $2295982.05        | $2334288.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9371 C | 2065-09-20      | 5.0000%  |  | $178237.07         | $178935.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9367 C | 2065-10-20      | 7.0000%  |  | $397536.71         | $416249.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5650 C | 2065-11-20      | 6.5000%  |  | $70436.67          | $73855.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9357 C | 2065-11-20      | 7.0000%  |  | $382186.23         | $400176.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7428 C | 2054-02-20      | 7.0000%  |  | $307204.06         | $322017.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7426 C | 2054-06-20      | 6.5000%  |  | $789813.56         | $836779.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7455 C | 2054-04-20      | 6.5000%  |  | $1044151.49        | $1106248.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7202 C | 2065-03-20      | 4.0000%  |  | $166163.26         | $160791.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6890 C | 2065-03-20      | 4.0000%  |  | $725255.69         | $701810.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6889 C | 2065-03-20      | 3.5000%  |  | $551772.61         | $514178.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6877 C | 2065-03-20      | 4.0000%  |  | $282264.39         | $273139.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6875 C | 2065-02-20      | 3.0000%  |  | $229007.88         | $208260.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6805 C | 2065-01-20      | 4.0000%  |  | $266599.71         | $257981.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7186 C | 2065-03-20      | 3.0000%  |  | $179967.31         | $163663.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7150 C | 2065-03-20      | 4.5000%  |  | $556813.28         | $548774.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6128 C | 2064-12-20      | 4.5000%  |  | $123655.84         | $121870.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI5954 C | 2065-06-20      | 3.5000%  |  | $169702.18         | $158139.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI5805 C | 2065-03-20      | 4.0000%  |  | $367845.14         | $355954.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3166   | 2060-12-15      | 5.2000%  |  | $961301.95         | $999383.50         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3163   | 2060-12-15      | 5.2500%  |  | $961319.18         | $1003087.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3080 C | 2055-11-20      | 5.5000%  |  | $2770386.95        | $2867013.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2938 C | 2056-02-20      | 6.0000%  |  | $2091943.91        | $2166719.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003250 M | 2032-06-20      | 6.5000%  |  | $674.16            | $717.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $1167.47           | $1228.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M | 2031-05-20      | 7.0000%  |  | $811.36            | $843.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002895 M | 2030-03-20      | 7.0000%  |  | $290.28            | $301.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002714 M | 2029-02-20      | 6.5000%  |  | $2300.05           | $2399.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002266 M | 2026-08-20      | 7.0000%  |  | $18.56             | $19.25             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002202 M | 2026-04-20      | 7.0000%  |  | $1.60              | $1.60              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002645 M | 2028-09-20      | 7.0000%  |  | $75.31             | $78.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9255 C | 2055-12-20      | 6.5000%  |  | $4484337.41        | $4670820.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9174 C | 2056-01-20      | 6.0000%  |  | $1233322.86        | $1281150.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9166 C | 2056-02-20      | 5.5000%  |  | $3128219.31        | $3213323.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9159 C | 2065-09-20      | 6.5000%  |  | $128229.71         | $134454.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9782 C | 2065-09-20      | 7.0000%  |  | $2611037.12        | $2733940.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8864 C | 2056-01-20      | 6.5000%  |  | $1391409.28        | $1465222.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8807 C | 2056-01-20      | 5.5000%  |  | $1819755.17        | $1878144.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8677 C | 2065-02-20      | 3.0000%  |  | $291459.75         | $265056.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD7424 C | 2043-04-20      | 3.7400%  |  | $84591.80          | $80476.08          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD5437 X | 2043-05-15      | 3.5000%  |  | $66376.78          | $63654.33          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0560   | 2067-06-15      | 5.0500%  |  | $192567.57         | $192369.85         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0556   | 2067-08-15      | 5.5000%  |  | $3141474.12        | $3317752.36        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0569   | 2067-11-15      | 5.6000%  |  | $38513.51          | $40875.87          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN0129 H | 2072-05-20      | 5.2760%  |  | $11030167.94       | $11594411.29       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM9951 H | 2072-04-20      | 5.2740%  |  | $11000398.00       | $11526397.31       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6391 H | 2072-04-20      | 5.3190%  |  | $11711878.85       | $12300698.12       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6390 H | 2072-04-20      | 5.2340%  |  | $12037302.36       | $12732356.26       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM2528 C | 2032-11-20      | 7.0000%  |  | $539018.25         | $568088.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CM2632 C | 2036-09-20      | 6.0000%  |  | $531482.39         | $551781.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5432 C | 2065-05-20      | 4.5000%  |  | $129122.93         | $127258.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ5135 C | 2054-02-20      | 6.5000%  |  | $862099.71         | $916147.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5100 C | 2064-08-20      | 4.0000%  |  | $177029.90         | $171306.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5061 C | 2064-12-20      | 2.5000%  |  | $169242.36         | $142780.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C | 2055-05-20      | 6.5000%  |  | $550256.05         | $591066.59         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4704   | 2067-11-15      | 6.2400%  |  | $118869.65         | $121145.60         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4692   | 2060-06-15      | 4.9200%  |  | $38248.43          | $38576.38          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CL8175 H | 2072-06-20      | 5.5090%  |  | $15847179.90       | $16840377.24       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CL8162 H | 2072-05-20      | 5.5350%  |  | $8253830.08        | $8746735.97        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CL6602   | 2064-02-15      | 3.1100%  |  | $1143104.09        | $1037392.24        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM0235 H | 2072-03-20      | 5.3430%  |  | $3765845.61        | $3960592.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4493 C | 2056-02-20      | 5.0000%  |  | $1504620.53        | $1526222.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2947 C | 2056-02-20      | 6.5000%  |  | $3638741.35        | $3831778.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2946 C | 2056-02-20      | 6.5000%  |  | $2930117.35        | $3085564.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2951 C | 2056-02-20      | 6.5000%  |  | $3594881.39        | $3785591.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2744 C | 2066-01-20      | 7.0000%  |  | $824743.78         | $863565.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2735 C | 2066-01-20      | 7.0000%  |  | $25341.12          | $26533.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2733 C | 2056-02-20      | 5.0000%  |  | $856783.95         | $868583.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2721 C | 2056-02-20      | 6.0000%  |  | $941811.00         | $971028.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2717 C | 2056-02-20      | 6.0000%  |  | $3225368.11        | $3325426.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2732 C | 2056-02-20      | 5.0000%  |  | $2874607.05        | $2914193.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2726 C | 2056-02-20      | 5.5000%  |  | $1990295.96        | $2050514.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2360 C | 2056-02-20      | 6.0000%  |  | $1298309.03        | $1340699.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2359 C | 2056-02-20      | 6.0000%  |  | $861263.84         | $897669.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2372 C | 2066-02-20      | 6.5000%  |  | $2003342.80        | $2100593.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2238 C | 2056-02-20      | 5.0000%  |  | $1269218.23        | $1283074.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2234 C | 2056-02-20      | 5.5000%  |  | $2637517.86        | $2709272.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2233 C | 2056-02-20      | 5.0000%  |  | $3779313.36        | $3814998.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2220 C | 2056-02-20      | 5.5000%  |  | $113919.12         | $117018.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2242 C | 2056-02-20      | 6.5000%  |  | $1038282.73        | $1093364.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3423 C | 2053-09-20      | 6.5000%  |  | $1208957.60        | $1288091.66        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9856 H | 2075-01-20      | 6.0750%  |  | $182018.15         | $189215.25         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH9858 H | 2075-01-20      | 5.4720%  |  | $2256430.07        | $2417003.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0464 M | 2029-11-20      | 8.0000%  |  | $35974.91          | $37036.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9379 C | 2055-04-20      | 5.5000%  |  | $1146567.24        | $1180277.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3526 C | 2065-01-20      | 3.0000%  |  | $218992.81         | $199152.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5787 C | 2054-11-20      | 6.5000%  |  | $1204878.92        | $1276498.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5433 C | 2065-03-20      | 4.0000%  |  | $226161.23         | $218850.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8823 C | 2054-01-20      | 6.5000%  |  | $834883.81         | $884533.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5177 C | 2065-03-20      | 4.0000%  |  | $880850.89         | $852376.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2678 M | 2045-03-20      | 3.5000%  |  | $2965563.65        | $2849010.41        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AB8459 H | 2063-10-20      | 5.7370%  |  | $10342.41          | $10672.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  |  | $1329997.83        | $1280448.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $1306967.80        | $1152935.83        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3397 H | 2074-05-20      | 6.3450%  |  | $618616.68         | $646533.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0945 C | 2064-03-20      | 7.5000%  |  | $49823.29          | $52022.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M | 2052-07-20      | 2.5000%  |  | $4908.98           | $4334.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3813 C | 2064-08-20      | 4.0000%  |  | $339558.43         | $328581.82         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4982 H | 2074-03-20      | 6.0520%  |  | $291188.82         | $300240.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M | 2052-03-20      | 2.5000%  |  | $106402.33         | $93862.34          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2177 H | 2074-06-20      | 7.0010%  |  | $716047.06         | $755602.93         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4602   | 2065-07-15      | 5.9000%  |  | $37064.64          | $39769.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1084 C | 2064-06-20      | 7.5000%  |  | $519835.70         | $542784.19         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CW9897 H | 2073-10-20      | 6.0680%  |  | $117847.35         | $121252.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M | 2054-07-20      | 7.0000%  |  | $2395.92           | $2494.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0900 C | 2054-03-20      | 6.5000%  |  | $416283.57         | $432967.57         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DD2189 H | 2074-08-20      | 4.3500%  |  | $180394.22         | $181848.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9658 H | 2072-01-20      | 5.3280%  |  | $20619430.48       | $21804784.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9962 M | 2054-10-20      | 4.0000%  |  | $13946.02          | $13461.08          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9713   | 2058-12-15      | 5.7800%  |  | $15461468.13       | $16690723.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9854 M | 2054-08-20      | 7.0000%  |  | $31659.04          | $33195.85          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3433 H | 2074-07-20      | 5.9870%  |  | $139071.02         | $142304.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8347 C | 2065-01-20      | 3.5000%  |  | $983259.72         | $916268.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3375 C | 2054-07-20      | 6.5000%  |  | $2913234.79        | $3102159.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  |  | $3977934.66        | $4048512.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3729 C | 2054-02-20      | 7.0000%  |  | $860981.85         | $902499.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6856 C | 2054-03-20      | 7.0000%  |  | $1445300.10        | $1519913.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5489 C | 2055-04-20      | 7.0000%  |  | $797400.55         | $843515.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8349 C | 2064-12-20      | 4.5000%  |  | $315269.95         | $310718.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6232 C | 2063-11-20      | 7.5000%  |  | $53195.67          | $55543.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4147 C | 2055-09-20      | 6.5000%  |  | $4404521.49        | $4647133.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8658 C | 2065-03-20      | 4.0000%  |  | $241988.02         | $234165.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7826 C | 2065-03-20      | 4.5000%  |  | $593239.63         | $584675.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7824 C | 2065-03-20      | 3.5000%  |  | $559172.91         | $521074.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7470 C | 2054-01-20      | 6.5000%  |  | $614207.95         | $650734.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005049 M | 2026-05-20      | 3.5000%  |  | $111.79            | $111.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8249 C | 2066-02-20      | 6.0000%  |  | $5693693.03        | $5866191.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8219 C | 2056-02-20      | 5.5000%  |  | $1317386.31        | $1353226.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8223 C | 2066-01-20      | 6.0000%  |  | $1350209.84        | $1391116.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2909 C | 2056-02-20      | 6.5000%  |  | $1459552.78        | $1544026.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2907 C | 2056-02-20      | 6.5000%  |  | $824672.92         | $872402.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2906 C | 2056-02-20      | 6.5000%  |  | $791267.84         | $840310.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2921 C | 2056-02-20      | 6.0000%  |  | $783518.92         | $815330.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2453 C | 2055-10-20      | 5.5000%  |  | $2172264.58        | $2231359.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2397 C | 2065-07-20      | 7.0000%  |  | $202942.51         | $212494.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2127 C | 2055-12-20      | 6.5000%  |  | $1056942.72        | $1101602.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2148 C | 2065-07-20      | 7.0000%  |  | $445529.22         | $466500.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2021 C | 2055-09-20      | 7.0000%  |  | $949529.24         | $1008991.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1980 C | 2056-01-20      | 6.5000%  |  | $805335.88         | $849938.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1972 C | 2056-01-20      | 6.5000%  |  | $2285425.48        | $2402355.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1965 C | 2056-02-20      | 5.5000%  |  | $801214.34         | $818121.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1963 C | 2056-02-20      | 6.0000%  |  | $1126407.81        | $1170090.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1960 C | 2056-02-20      | 6.5000%  |  | $948208.09         | $998795.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1578   | 2061-02-15      | 5.6300%  |  | $29581305.41       | $31041086.95       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8891 C | 2056-01-20      | 5.5000%  |  | $984204.81         | $1015784.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7813 C | 2056-02-20      | 5.0000%  |  | $778931.19         | $790113.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7401 C | 2056-02-20      | 6.0000%  |  | $1681485.36        | $1732915.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7983 C | 2056-01-20      | 7.0000%  |  | $263404.70         | $275869.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7981 C | 2056-02-20      | 6.5000%  |  | $1555440.65        | $1645464.02        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6821   | 2061-03-15      | 5.1600%  |  | $4658594.59        | $4783257.04        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6819   | 2061-03-15      | 5.1600%  |  | $5472000.00        | $5618428.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6645 C | 2056-02-20      | 5.5000%  |  | $1223959.46        | $1241305.68        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DP1852 H | 2075-11-20      | 6.5250%  |  | $689009.77         | $724756.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1839 C | 2066-01-20      | 7.0000%  |  | $663702.61         | $694944.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1838 C | 2056-01-20      | 6.5000%  |  | $985127.92         | $1037387.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1823 C | 2056-01-20      | 6.5000%  |  | $1093949.83        | $1139441.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1599 C | 2055-12-20      | 6.0000%  |  | $1158826.27        | $1216423.79        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1518 H | 2075-12-20      | 5.5970%  |  | $14519431.13       | $15844015.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1494 C | 2056-02-20      | 5.0000%  |  | $1372288.09        | $1385246.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1489 C | 2056-01-20      | 5.5000%  |  | $1572436.66        | $1595628.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1480 C | 2056-02-20      | 6.0000%  |  | $1746826.62        | $1809265.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1423 C | 2056-01-20      | 5.5000%  |  | $1881315.51        | $1942543.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0321 C | 2065-08-20      | 2.0000%  |  | $400088.93         | $319232.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0308 C | 2065-08-20      | 2.5000%  |  | $250568.75         | $211391.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0292 C | 2065-08-20      | 2.5000%  |  | $440532.10         | $371652.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7321 C | 2065-03-20      | 3.5000%  |  | $405415.51         | $377794.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7227 C | 2065-04-20      | 4.5000%  |  | $186646.16         | $183951.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7226 C | 2065-03-20      | 4.0000%  |  | $141503.13         | $136928.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7008 C | 2055-05-20      | 5.5000%  |  | $681876.29         | $705418.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6529 C | 2065-04-20      | 3.0000%  |  | $283042.21         | $257399.62         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6459   | 2060-07-15      | 5.6600%  |  | $38317.45          | $41012.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9454 C | 2055-10-20      | 6.5000%  |  | $1662540.77        | $1750739.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9282 C | 2055-09-20      | 6.5000%  |  | $812731.02         | $856824.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9088 C | 2065-01-20      | 4.0000%  |  | $247543.43         | $239541.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CL2689   | 2063-07-15      | 2.2200%  |  | $114386.29         | $95541.98          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9662 H | 2072-01-20      | 5.3750%  |  | $16395527.37       | $17324400.50       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9659 H | 2072-01-20      | 5.3180%  |  | $19803195.21       | $20928967.24       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9645 H | 2071-12-20      | 5.4140%  |  | $23935079.49       | $25294014.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK6093 C | 2043-11-20      | 3.0000%  |  | $830399.40         | $761517.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK2815 H | 2072-05-20      | 5.3440%  |  | $15612624.92       | $16449088.65       | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK2814 H | 2072-05-20      | 5.3090%  |  | $8957735.67        | $9435545.27        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ9613   | 2063-12-15      | 2.8700%  |  | $121152.66         | $106173.68         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CJ7159 H | 2071-12-20      | 5.2090%  |  | $4296640.78        | $4486969.56        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ1386   | 2049-01-15      | 3.3000%  |  | $1554480.85        | $1346213.58        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI1786   | 2063-08-15      | 3.8300%  |  | $58623.19          | $56195.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9119 C | 2052-04-20      | 3.5000%  |  | $662044.15         | $619403.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9118 C | 2052-04-20      | 3.5000%  |  | $930267.15         | $869994.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF9204 C | 2044-10-20      | 3.5000%  |  | $800141.52         | $753431.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CE9951 C | 2051-09-20      | 3.5000%  |  | $69225.70          | $64516.61          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD0955   | 2063-05-15      | 2.9000%  |  | $58922.29          | $52720.75          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD0235   | 2060-12-15      | 5.2000%  |  | $1730343.51        | $1713077.37        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ7738 H | 2074-01-20      | 6.3140%  |  | $1598947.95        | $1695354.92        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011   | 2066-07-15      | 5.9000%  |  | $192567.57         | $203717.83         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ6004 H | 2074-01-20      | 6.0060%  |  | $159106.30         | $163946.78         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ6002 H | 2074-01-20      | 5.9690%  |  | $97992.60          | $100894.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ5339 C | 2065-02-20      | 6.5000%  |  | $125762.80         | $131867.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5335 C | 2055-11-20      | 5.5000%  |  | $696203.84         | $720242.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5332 C | 2055-09-20      | 6.0000%  |  | $992502.75         | $1041832.46        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4336 H | 2074-01-20      | 5.9390%  |  | $134777.93         | $138034.63         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4335 H | 2074-01-20      | 6.2950%  |  | $589034.95         | $615819.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ4649 C | 2065-03-20      | 4.5000%  |  | $1657296.68        | $1633370.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5348 C | 2065-04-20      | 3.0000%  |  | $124822.14         | $113514.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3684 C | 2065-03-20      | 6.5000%  |  | $654076.76         | $685827.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M | 2039-12-20      | 6.0000%  |  | $397925.32         | $415267.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8296 C | 2055-10-20      | 5.5000%  |  | $3327875.57        | $3434654.52        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH5824 H | 2075-01-20      | 6.9520%  |  | $786303.21         | $824544.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8890 C | 2054-01-20      | 7.0000%  |  | $853800.21         | $896475.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9455 C | 2055-10-20      | 6.5000%  |  | $830641.11         | $874955.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0667 C | 2054-11-20      | 6.5000%  |  | $1025766.40        | $1091012.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M | 2055-08-20      | 5.0000%  |  | $38024.24          | $38296.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7682 C | 2055-09-20      | 7.0000%  |  | $1430346.60        | $1501075.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M | 2055-06-20      | 6.5000%  |  | $965280.23         | $1006925.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8219 C | 2055-09-20      | 5.5000%  |  | $942720.26         | $972048.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1593 C | 2055-04-20      | 7.0000%  |  | $1058817.27        | $1114975.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ5109 C | 2053-12-20      | 7.0000%  |  | $692906.29         | $727538.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4987 C | 2054-12-20      | 5.0000%  |  | $1461685.45        | $1482305.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M | 2055-07-20      | 6.5000%  |  | $824570.46         | $860145.27         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8031   | 2060-09-15      | 4.5300%  |  | $38334.14          | $38175.42          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR3475   | 2065-05-15      | 5.1800%  |  | $38397.46          | $39828.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9634 C | 2065-06-20      | 7.0000%  |  | $3322652.81        | $3479051.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3527 C | 2065-03-20      | 3.5000%  |  | $328128.00         | $305771.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2122 C | 2055-05-20      | 7.0000%  |  | $812420.12         | $852591.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8293 C | 2055-08-20      | 6.5000%  |  | $2825392.39        | $2973568.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9054 C | 2065-02-20      | 3.0000%  |  | $230599.19         | $209709.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH9348 C | 2064-11-20      | 4.5000%  |  | $350906.48         | $345840.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  |  | $981975.08         | $1029353.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5433 C | 2065-05-20      | 4.0000%  |  | $583201.71         | $564348.48         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE8045 H | 2074-10-20      | 6.9070%  |  | $954405.01         | $1007835.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2923 C | 2055-07-20      | 5.0000%  |  | $4352021.91        | $4412480.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3885 C | 2055-09-20      | 5.5000%  |  | $616152.64         | $633726.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK8693 C | 2065-06-20      | 4.5000%  |  | $116589.63         | $114906.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4375 C | 2055-09-20      | 7.0000%  |  | $1141956.64        | $1186114.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3146 C | 2055-09-20      | 6.5000%  |  | $1255023.07        | $1320842.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9242 C | 2055-05-20      | 6.5000%  |  | $1478581.83        | $1572618.81        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC2110   | 2067-02-15      | 5.5500%  |  | $1845537.53        | $1944916.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4860 C | 2065-06-20      | 6.0000%  |  | $1007700.46        | $1036393.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7152 C | 2054-12-20      | 6.5000%  |  | $2544645.61        | $2699440.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9253 C | 2065-04-20      | 4.0000%  |  | $132776.25         | $128483.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7481 C | 2054-01-20      | 7.0000%  |  | $530284.38         | $555852.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8360 C | 2065-01-20      | 4.5000%  |  | $479039.83         | $472124.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0656 M | 2040-10-20      | 4.5000%  |  | $197926.53         | $199432.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3353 C | 2054-08-20      | 6.5000%  |  | $2495457.52        | $2658803.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  |  | $1189395.05        | $1250341.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7432 C | 2054-11-20      | 5.0000%  |  | $2079638.30        | $2106557.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1179 C | 2066-01-20      | 5.5000%  |  | $1111359.81        | $1129901.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1148 C | 2066-01-20      | 5.5000%  |  | $1993247.64        | $2026503.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785156 C | 2050-10-20      | 2.5000%  |  | $214299.85         | $188184.11         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 899665 H | 2063-04-20      | 5.8690%  |  | $21291.76          | $21637.70          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 897923 H | 2062-08-20      | 4.7680%  |  | $29668.99          | $29997.85          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 896352 H | 2062-04-20      | 4.3560%  |  | $31762.71          | $32047.05          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892978 H | 2060-11-20      | 4.5930%  |  | $59126.93          | $59425.00          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892990 H | 2060-11-20      | 5.0200%  |  | $57616.29          | $58728.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9394 C | 2055-04-20      | 6.5000%  |  | $2798021.99        | $2991534.44        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9174   | 2060-10-15      | 5.7300%  |  | $38404.07          | $41331.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8700 C | 2065-03-20      | 3.5000%  |  | $210786.49         | $196425.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4187 C | 2055-10-20      | 6.0000%  |  | $2593481.79        | $2697203.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4068 C | 2055-10-20      | 6.0000%  |  | $823853.60         | $856801.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4067 C | 2055-10-20      | 6.0000%  |  | $810564.09         | $842981.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4051 C | 2055-10-20      | 5.5000%  |  | $490958.54         | $504239.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4050 C | 2055-10-20      | 5.5000%  |  | $815293.06         | $837473.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4018 C | 2055-10-20      | 6.5000%  |  | $1594203.79        | $1678765.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3864 C | 2065-11-20      | 4.0000%  |  | $320617.75         | $310253.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3830 C | 2065-10-20      | 7.0000%  |  | $617255.97         | $646311.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0945 C | 2056-01-20      | 6.0000%  |  | $809744.51         | $843111.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0936 C | 2056-01-20      | 5.0000%  |  | $941122.88         | $950008.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1703 C | 2055-11-20      | 5.0000%  |  | $1274148.30        | $1292437.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1682 C | 2055-10-20      | 4.5000%  |  | $1022054.46        | $1017378.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0691 C | 2055-11-20      | 6.5000%  |  | $1519715.38        | $1600336.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0677 C | 2055-11-20      | 6.5000%  |  | $2736386.42        | $2881547.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0308 C | 2055-10-20      | 5.5000%  |  | $985004.85         | $1016609.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0160 C | 2055-12-20      | 5.0000%  |  | $1619952.76        | $1635246.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0031 C | 2055-11-20      | 5.0000%  |  | $776962.13         | $785517.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0778 C | 2063-12-20      | 7.0000%  |  | $132641.67         | $138885.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9682 C | 2055-05-20      | 6.5000%  |  | $2707523.08        | $2894765.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9652 C | 2055-05-20      | 5.5000%  |  | $1608364.05        | $1655650.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9580 C | 2055-05-20      | 5.5000%  |  | $2387399.63        | $2457589.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9604 C | 2055-05-20      | 6.5000%  |  | $1034015.40        | $1105527.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3797 C | 2065-11-20      | 7.0000%  |  | $2883559.62        | $3019293.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3789 C | 2065-06-20      | 3.0000%  |  | $191304.67         | $173971.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3749 C | 2065-08-20      | 7.0000%  |  | $36062.87          | $37760.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  |  | $1141760.59        | $1195505.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3713 C | 2065-08-20      | 2.0000%  |  | $500310.69         | $399202.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3712 C | 2065-11-20      | 7.0000%  |  | $5736130.48        | $6006139.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0428 M | 2055-06-20      | 7.5000%  |  | $842183.13         | $878288.92         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892975 H | 2060-09-20      | 5.0200%  |  | $6877.38           | $7012.81           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3096 C | 2055-08-20      | 7.0000%  |  | $1234140.77        | $1323691.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3511 C | 2065-02-20      | 4.0000%  |  | $51826.36          | $50054.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3492 C | 2064-11-20      | 4.5000%  |  | $287167.82         | $283022.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3490 C | 2065-01-20      | 4.0000%  |  | $314757.93         | $304582.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2542 C | 2065-05-20      | 4.0000%  |  | $247009.76         | $239024.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2523 C | 2064-12-20      | 4.5000%  |  | $154903.78         | $152667.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2522 C | 2064-12-20      | 4.0000%  |  | $297263.26         | $287653.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2521 C | 2064-11-20      | 3.5000%  |  | $215540.18         | $200855.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2479 C | 2056-02-20      | 7.0000%  |  | $1589318.68        | $1666949.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2293 C | 2055-06-20      | 5.5000%  |  | $4689848.05        | $4817431.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9463 M | 2030-12-20      | 8.0000%  |  | $18139.20          | $18934.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $1187104.96        | $1240553.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  |  | $3349554.28        | $3497422.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5556 C | 2054-03-20      | 6.5000%  |  | $183640.81         | $192159.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4636 C | 2054-02-20      | 8.0000%  |  | $186109.68         | $198312.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ4614 C | 2063-12-20      | 3.0000%  |  | $6595.36           | $5997.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4606 C | 2054-03-20      | 6.5000%  |  | $71617.81          | $74514.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9425 M | 2054-01-20      | 6.5000%  |  | $2060215.82        | $2151222.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M | 2054-01-20      | 5.5000%  |  | $574752.27         | $588691.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9367 M | 2053-12-20      | 8.0000%  |  | $519744.36         | $541221.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $1401859.52        | $1464362.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9360 M | 2053-12-20      | 4.5000%  |  | $9901.19           | $9839.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  |  | $53414.37          | $54049.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9246 M | 2053-10-20      | 8.0000%  |  | $918132.19         | $982028.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9173 M | 2053-09-20      | 6.5000%  |  | $9733.26           | $10169.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9171 M | 2053-09-20      | 5.5000%  |  | $26950.68          | $27480.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $65098.46          | $63169.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9143 M | 2031-07-20      | 8.0000%  |  | $16145.62          | $16486.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0936 C | 2064-07-20      | 4.5000%  |  | $372155.78         | $365864.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0935 C | 2062-04-20      | 3.5000%  |  | $179661.41         | $166541.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD0909 C | 2041-05-20      | 5.0000%  |  | $942638.60         | $954453.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0437 C | 2061-05-20      | 3.5000%  |  | $194927.57         | $180681.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0856 C | 2064-06-20      | 7.5000%  |  | $149703.02         | $156311.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC9622 C | 2063-12-20      | 7.5000%  |  | $98644.71          | $102981.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9228 C | 2054-11-20      | 5.0000%  |  | $902860.49         | $910747.98         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8271 H | 2074-07-20      | 6.3210%  |  | $2404161.58        | $2541188.10        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8241 H | 2074-05-20      | 6.3040%  |  | $1501163.04        | $1592612.23        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8260 H | 2074-06-20      | 6.4040%  |  | $1466636.49        | $1560895.59        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DC8253 H | 2074-06-20      | 6.0930%  |  | $307063.55         | $316550.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC7286 C | 2064-04-20      | 7.5000%  |  | $202549.24         | $211491.11         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7268   | 2067-05-15      | 5.7300%  |  | $183716.39         | $197655.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1602 C | 2065-04-20      | 3.0000%  |  | $227242.07         | $206653.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3640 C | 2055-10-20      | 7.0000%  |  | $769784.15         | $818219.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3659 C | 2055-07-20      | 5.5000%  |  | $944536.57         | $973919.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6834 C | 2054-06-20      | 6.5000%  |  | $2037292.72        | $2158449.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2344 C | 2064-12-20      | 3.0000%  |  | $130944.81         | $119081.57         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0783   | 2066-07-15      | 5.8200%  |  | $178457.76         | $193313.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3797 C | 2064-01-20      | 7.5000%  |  | $1069481.04        | $1116694.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6900 C | 2054-06-20      | 6.5000%  |  | $2858897.58        | $3044301.21        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1799 H | 2075-08-20      | 6.5520%  |  | $204591.61         | $215681.41         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1796 H | 2075-07-20      | 6.6260%  |  | $434097.18         | $452752.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4969   | 2060-04-15      | 5.7500%  |  | $6876164.07        | $7394350.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4703 C | 2055-05-20      | 6.5000%  |  | $1372505.18        | $1457900.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6917 C | 2054-01-20      | 7.0000%  |  | $699098.99         | $732809.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6949 C | 2064-09-20      | 3.5000%  |  | $116271.46         | $108349.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5630 C | 2062-05-20      | 4.0000%  |  | $189817.89         | $183214.68         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4690   | 2067-09-15      | 5.2500%  |  | $3150492.45        | $3225378.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8350 C | 2065-12-20      | 7.0000%  |  | $187090.95         | $195897.42         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK0167   | 2066-11-15      | 5.6800%  |  | $38513.51          | $40705.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0911 M | 2041-06-20      | 4.5000%  |  | $1648954.54        | $1661519.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1999 C | 2055-11-20      | 7.5000%  |  | $896261.86         | $934204.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7354 C | 2055-11-20      | 5.5000%  |  | $973725.04         | $1004849.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2235 C | 2056-02-20      | 6.0000%  |  | $1329491.11        | $1377015.54        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4188   | 2068-02-15      | 4.2800%  |  | $1777481.84        | $1703689.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0682 M | 2055-10-20      | 3.5000%  |  | $2975952.57        | $2788103.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8831 C | 2053-10-20      | 7.0000%  |  | $250198.26         | $262263.21         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BY8320   | 2063-03-15      | 2.6500%  |  | $185792.07         | $162709.05         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7259   | 2067-02-15      | 6.1300%  |  | $1417297.30        | $1543924.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6197 C | 2063-12-20      | 8.0000%  |  | $69710.93          | $73446.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7892 C | 2065-04-20      | 6.5000%  |  | $5546657.10        | $5815910.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0515 C | 2055-11-20      | 5.0000%  |  | $901309.16         | $913720.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7890 C | 2065-09-20      | 7.0000%  |  | $334594.12         | $350343.65         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1810 H | 2075-12-20      | 5.1650%  |  | $305976.35         | $327216.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3744 C | 2065-10-20      | 7.0000%  |  | $302561.73         | $316803.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6908 C | 2053-12-20      | 6.5000%  |  | $2356080.39        | $2508870.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3164 C | 2064-12-20      | 4.5000%  |  | $541527.60         | $533710.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1494 C | 2055-05-20      | 7.0000%  |  | $1050170.55        | $1103354.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0094 C | 2065-08-20      | 5.0000%  |  | $620581.51         | $623012.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2239 C | 2056-02-20      | 5.0000%  |  | $1771584.65        | $1788313.92        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3167   | 2060-12-15      | 5.4200%  |  | $961376.60         | $1015596.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4553 C | 2056-02-20      | 5.0000%  |  | $857092.05         | $869396.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6326 C | 2065-07-20      | 7.0000%  |  | $1776659.74        | $1860289.87        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 893149 H | 2060-07-20      | 5.7140%  |  | $48851.89          | $50194.22          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892950 H | 2060-07-20      | 4.6930%  |  | $5994.13           | $6046.08           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 892614 H | 2060-08-20      | 6.2010%  |  | $47971.00          | $49576.37          | Agency Mortgage-Backed Securities         |
| GNMA GNPL RX 728041   | 2041-01-15      | 4.5000%  |  | $216187.24         | $217903.98         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 891562 H | 2058-08-20      | 4.8390%  |  | $3769.88           | $3800.65           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 891588 H | 2058-03-20      | 4.5170%  |  | $4488.36           | $4531.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  |  | $1351661.93        | $1301321.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9485 C | 2056-01-20      | 5.0000%  |  | $1002998.96        | $1013702.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9511 C | 2065-11-20      | 6.0000%  |  | $706056.39         | $727446.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9457 C | 2065-12-20      | 7.0000%  |  | $538810.78         | $564173.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9358 C | 2066-02-20      | 6.0000%  |  | $983843.88         | $1013649.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9333 C | 2066-01-20      | 7.0000%  |  | $1433726.39        | $1501214.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8273 C | 2066-02-20      | 6.0000%  |  | $2188941.73        | $2255258.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8539 C | 2056-02-20      | 7.0000%  |  | $777893.64         | $817290.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8537 C | 2056-02-20      | 5.5000%  |  | $1710651.65        | $1757185.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8544 C | 2056-02-20      | 6.0000%  |  | $2371754.59        | $2451640.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8541 C | 2056-02-20      | 5.5000%  |  | $965156.35         | $996123.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8349 C | 2066-01-20      | 6.5000%  |  | $193840.05         | $203250.11         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK8585   | 2067-10-15      | 6.0000%  |  | $2538375.61        | $2780590.79        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DK8569 H | 2075-06-20      | 6.4860%  |  | $906083.47         | $1001701.85        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8579   | 2060-09-15      | 5.4500%  |  | $38367.35          | $40622.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8192 C | 2055-09-20      | 6.5000%  |  | $974057.40         | $1025332.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7596 C | 2055-06-20      | 7.5000%  |  | $2595233.52        | $2829444.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7549 C | 2055-08-20      | 5.5000%  |  | $508650.35         | $523031.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6959 C | 2054-05-20      | 6.5000%  |  | $1672543.22        | $1781006.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6945 C | 2054-06-20      | 6.5000%  |  | $1255551.83        | $1334274.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6911 C | 2053-12-20      | 7.0000%  |  | $1925810.93        | $2022069.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6868 C | 2054-08-20      | 6.5000%  |  | $862235.73         | $916293.12         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6574   | 2055-12-15      | 5.2100%  |  | $1669155.82        | $1750490.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6311 C | 2055-11-20      | 6.5000%  |  | $1035547.65        | $1089228.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7139 C | 2055-12-20      | 5.0000%  |  | $815960.44         | $825668.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7134 C | 2055-12-20      | 6.5000%  |  | $2437580.37        | $2566895.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7105 C | 2065-11-20      | 7.0000%  |  | $145186.92         | $152020.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5953 C | 2055-12-20      | 5.5000%  |  | $1439324.43        | $1481642.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5932 C | 2055-12-20      | 6.5000%  |  | $3980495.12        | $4191662.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5904 C | 2065-11-20      | 5.0000%  |  | $224546.74         | $225908.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5834 C | 2055-11-20      | 6.5000%  |  | $3113485.85        | $3207262.31        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5670   | 2061-01-15      | 5.3800%  |  | $2093534.54        | $2205211.11        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5668   | 2061-01-15      | 5.1800%  |  | $1721486.29        | $1793661.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0074 C | 2066-01-20      | 7.0000%  |  | $397813.01         | $417015.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0092 C | 2056-02-20      | 5.5000%  |  | $1336420.46        | $1372775.40        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7257   | 2067-01-15      | 5.6000%  |  | $192567.57         | $201659.54         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7214   | 2066-11-15      | 5.8700%  |  | $1546987.70        | $1625334.03        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7211   | 2066-08-15      | 5.2400%  |  | $738871.74         | $767225.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC6446 C | 2064-05-20      | 7.5000%  |  | $90472.58          | $94466.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC6382 C | 2064-05-20      | 7.5000%  |  | $550951.70         | $575274.93         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7194   | 2067-02-15      | 5.3200%  |  | $2203661.59        | $2300275.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC5887 C | 2064-04-20      | 7.5000%  |  | $208520.97         | $217726.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC4804 C | 2064-04-20      | 7.5000%  |  | $90880.72          | $94892.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  |  | $209350.88         | $192343.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M | 2050-05-20      | 4.0000%  |  | $79518.25          | $77520.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6525 M | 2050-03-20      | 3.5000%  |  | $461870.34         | $427907.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6473 M | 2050-02-20      | 2.5000%  |  | $157854.20         | $139714.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  |  | $1301818.63        | $1198124.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  |  | $142808.40         | $131299.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M | 2049-07-20      | 3.0000%  |  | $300475.61         | $276851.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M | 2049-01-20      | 5.0000%  |  | $41232.77          | $42232.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M | 2049-01-20      | 4.5000%  |  | $369191.48         | $372281.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7347 C | 2050-01-20      | 4.0000%  |  | $2800239.46        | $2757955.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2741 C | 2049-11-20      | 3.5000%  |  | $590128.98         | $556688.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC8656 C | 2064-06-20      | 7.5000%  |  | $371299.71         | $387690.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  |  | $13501.60          | $13645.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M | 2047-07-20      | 3.0000%  |  | $486604.24         | $451448.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M | 2047-06-20      | 3.0000%  |  | $35095.63          | $32614.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0311 C | 2054-12-20      | 5.0000%  |  | $2467088.08        | $2512144.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0802 C | 2054-12-20      | 6.5000%  |  | $590450.96         | $628008.03         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF9983   | 2067-04-15      | 5.0500%  |  | $253753.22         | $256130.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9508 C | 2054-11-20      | 4.5000%  |  | $4246670.65        | $4227237.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9773 C | 2054-12-20      | 5.0000%  |  | $610276.48         | $619397.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8862 C | 2064-10-20      | 7.5000%  |  | $383658.48         | $400595.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB3229 C | 2063-12-20      | 4.5000%  |  | $257063.07         | $253351.07         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3040 H | 2074-10-20      | 6.6650%  |  | $312778.48         | $328527.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3016 H | 2074-05-20      | 6.6610%  |  | $259972.92         | $273809.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4560 C | 2055-02-20      | 6.5000%  |  | $1263755.14        | $1352909.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG4236 C | 2063-11-20      | 7.5000%  |  | $92830.98          | $96912.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3163 C | 2064-12-20      | 4.0000%  |  | $803884.91         | $777898.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3160 C | 2064-12-20      | 3.5000%  |  | $1877750.44        | $1749817.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3148 C | 2064-12-20      | 3.5000%  |  | $181714.37         | $169334.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3147 C | 2063-12-20      | 7.5000%  |  | $247740.49         | $258677.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3064 C | 2064-12-20      | 4.0000%  |  | $220983.68         | $213840.36         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2546   | 2065-12-15      | 6.7200%  |  | $569795.89         | $636943.11         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2545   | 2065-12-15      | 6.7200%  |  | $1936536.05        | $2143273.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2341 C | 2056-02-20      | 6.5000%  |  | $837370.82         | $881793.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3168   | 2060-12-15      | 5.4200%  |  | $2393058.62        | $2528023.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3189 C | 2064-11-20      | 4.0000%  |  | $587271.26         | $568286.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0926 M | 2056-02-20      | 6.0000%  |  | $3657680.76        | $3701841.15        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1808 H | 2075-11-20      | 6.6140%  |  | $223401.92         | $234023.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0787 C | 2056-02-20      | 5.5000%  |  | $3191559.41        | $3278386.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0347   | 2060-11-15      | 5.1000%  |  | $960476.29         | $993566.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5659 C | 2063-12-20      | 7.5000%  |  | $139876.96         | $146051.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9460 C | 2055-04-20      | 6.5000%  |  | $1405940.28        | $1503170.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1518 C | 2055-03-20      | 5.5000%  |  | $1503051.62        | $1550864.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7225 C | 2065-04-20      | 3.5000%  |  | $404809.56         | $377227.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5629 C | 2062-04-20      | 3.5000%  |  | $58628.99          | $54345.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2371 C | 2066-02-20      | 6.0000%  |  | $3114961.42        | $3209333.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8538 C | 2056-02-20      | 6.0000%  |  | $843737.88         | $875688.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8800 C | 2055-08-20      | 6.5000%  |  | $2764891.16        | $2883196.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9842 C | 2065-12-20      | 7.0000%  |  | $2590635.32        | $2712580.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1042 C | 2056-02-20      | 5.5000%  |  | $771163.78         | $795904.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8696 C | 2055-12-20      | 5.5000%  |  | $426551.57         | $441278.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0700 C | 2056-02-20      | 5.5000%  |  | $1283769.41        | $1318694.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6950 C | 2065-03-20      | 4.0000%  |  | $235351.00         | $227743.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0690 M | 2055-10-20      | 7.5000%  |  | $768177.37         | $801156.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8969 C | 2056-02-20      | 6.0000%  |  | $1073016.53        | $1111371.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2854 C | 2056-01-20      | 6.5000%  |  | $1158103.10        | $1220239.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0628 C | 2055-12-20      | 6.5000%  |  | $2985249.65        | $3109389.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0380 C | 2056-02-20      | 6.0000%  |  | $3887575.62        | $4026534.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3799 C | 2056-01-20      | 6.5000%  |  | $2434496.17        | $2535733.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8255 C | 2066-02-20      | 6.0000%  |  | $1474958.96        | $1519643.33        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CH0464   | 2061-01-15      | 5.3400%  |  | $3929506.13        | $4114109.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0932 C | 2056-01-20      | 6.5000%  |  | $893890.85         | $931170.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0707 C | 2055-12-20      | 5.5000%  |  | $758053.51         | $781636.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1571   | 2061-01-15      | 5.3900%  |  | $2431506.05        | $2563067.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3659 C | 2055-11-20      | 6.5000%  |  | $4231997.75        | $4361536.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3302 C | 2056-01-20      | 7.5000%  |  | $992908.93         | $1079537.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9189 C | 2065-04-20      | 7.0000%  |  | $272522.63         | $285350.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  |  | $853522.31         | $893698.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2935 C | 2056-01-20      | 5.5000%  |  | $1320096.89        | $1356010.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8853 C | 2056-02-20      | 5.5000%  |  | $1552442.76        | $1594671.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1572   | 2061-01-15      | 5.3900%  |  | $2691735.93        | $2837377.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5296 C | 2065-10-20      | 7.0000%  |  | $183997.56         | $192548.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7709 C | 2065-09-20      | 7.0000%  |  | $272174.96         | $284986.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4719 C | 2055-04-20      | 7.5000%  |  | $2572765.08        | $2804940.84        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1521 H | 2076-01-20      | 5.0770%  |  | $15251799.65       | $16408156.35       | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DP3614 H | 2076-01-20      | 6.3290%  |  | $1903232.31        | $2021942.51        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9107 H | 2076-01-20      | 4.9200%  |  | $924205.70         | $967521.68         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1813 H | 2076-01-20      | 4.9330%  |  | $587217.85         | $626561.28         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1855 H | 2076-01-20      | 4.8380%  |  | $5030162.19        | $5321912.15        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DQ3820 H | 2076-01-20      | 5.9630%  |  | $455138.07         | $480381.21         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM3197 H | 2076-01-20      | 6.8590%  |  | $727726.70         | $760706.35         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DJ2377 H | 2076-01-20      | 5.2610%  |  | $2460472.78        | $2642399.18        | Agency Mortgage-Backed Securities         |

### Security 198: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.680%, 3/16/2026
- **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:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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 FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $43476373.78       | $43606865.72       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  |  | $39201423.50       | $39288725.08       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  |  | $65532948.10       | $65197055.31       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  |  | $115974371.72      | $115823965.84      | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9172%  |  | $43105396.68       | $43396452.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4672%  |  | $47875797.28       | $47993723.89       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  |  | $42386694.40       | $42523198.37       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  |  | $56135481.82       | $56366841.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  |  | $45327534.72       | $45551906.02       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  |  | $78228916.37       | $77941477.21       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $31802990.57       | $31672916.34       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  |  | $78801128.10       | $78074143.88       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  |  | $123478406.15      | $124371950.84      | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  |  | $12774531.51       | $12611934.42       | Agency Mortgage-Backed Securities         |

### Security 199: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 3/2/2026
- **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):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-069 FC | 2055-04-20      | 4.7115%  |  | $11800103.52       | $11889184.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF | 2054-12-20      | 4.8615%  |  | $16081114.00       | $16211375.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL | 2054-02-20      | 4.9615%  |  | $15765364.40       | $15920680.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA | 2054-01-20      | 4.7615%  |  | $15175410.40       | $15272879.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH | 2052-12-20      | 4.6615%  |  | $13838266.94       | $13912390.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F  | 2065-09-20      | 4.7615%  |  | $18977642.20       | $19071616.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH | 2072-11-20      | 4.8615%  |  | $10790346.59       | $10956348.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF | 2051-07-20      | 3.5000%  |  | $16531200.25       | $14730465.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF | 2051-06-20      | 3.5000%  |  | $12120074.16       | $10881785.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH | 2049-02-20      | 4.2317%  |  | $12166925.70       | $12025434.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ | 2054-12-20      | 4.7615%  |  | $14678160.90       | $14772333.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL | 2055-11-20      | 5.0000%  |  | $10066495.20       | $10160134.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB | 2051-06-20      | 3.0000%  |  | $11971315.00       | $10500690.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF | 2051-06-20      | 3.5000%  |  | $16674693.78       | $15023825.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET | 2055-03-20      | 4.5000%  |  | $14873368.00       | $14733855.81       | Agency Collateralized Mortgage Obligation |

### Security 200: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.670%, 3/17/2026
- **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:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2317%  |  | $13167811.33       | $13047718.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0415%  |  | $19129424.42       | $19092540.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7969%  |  | $9845917.11        | $9925794.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $6787750.94        | $6863479.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3469%  |  | $7617876.16        | $7623957.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  |  | $6383227.10        | $6443428.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  |  | $17599759.59       | $17526773.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1511753.30        | $1342717.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3611749.45        | $3733989.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2969%  |  | $4229091.24        | $4233466.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6969%  |  | $2454437.37        | $2469567.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.7169%  |  | $3485507.99        | $3506177.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7969%  |  | $2565956.67        | $2584833.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7469%  |  | $6377399.82        | $6417717.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6969%  |  | $9699232.84        | $9755190.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  |  | $688885.69         | $694510.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4569%  |  | $5169667.37        | $5182765.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6615%  |  | $15711412.07       | $15778883.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9615%  |  | $17821596.21       | $17997704.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $6243070.55        | $6188327.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8615%  |  | $21263249.96       | $21454476.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4369%  |  | $3655850.31        | $3663775.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  |  | $5455480.02        | $5524256.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9115%  |  | $19480346.94       | $19663170.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1469%  |  | $254051.14         | $253679.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7469%  |  | $6740461.55        | $6797897.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9843316.88        | $9578882.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5469%  |  | $1861171.33        | $1868340.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.7069%  |  | $2681873.75        | $2697812.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8615%  |  | $22248968.24       | $22450328.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0469%  |  | $4294312.24        | $4344432.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3049350.16        | $2958967.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7115%  |  | $18130556.32       | $18253647.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1817%  |  | $18953337.89       | $18731699.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $9843465.29        | $8828747.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  |  | $1418595.31        | $1428266.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $1798681.07        | $1763219.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  |  | $4793989.83        | $4834616.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $2484648.16        | $2507908.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4369%  |  | $3903311.98        | $3911445.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  |  | $954146.90         | $962351.65         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3969%  |  | $6042682.04        | $6053129.56        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  |  | $121055096.12      | $120559980.78      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  |  | $584248.19         | $589682.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7379971.68        | $7520941.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8615%  |  | $15927137.45       | $16094695.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9115%  |  | $19268587.04       | $19457284.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7615%  |  | $19480346.94       | $19610570.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8615%  |  | $19935209.53       | $20110446.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8615%  |  | $19610741.84       | $19773869.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0615%  |  | $12202073.88       | $12335359.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9115%  |  | $11958852.02       | $12097036.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $9414885.01        | $9124046.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $19997073.56       | $19906904.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $9296660.16        | $9275332.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6969%  |  | $3109848.29        | $3129758.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  |  | $6342533.52        | $6393286.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $9714812.80        | $9780058.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  |  | $6053800.49        | $6122673.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $3020520.85        | $2930949.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1624313.64        | $1578990.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $848230.73         | $828856.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3943349.03        | $3598653.88        | Agency Mortgage-Backed Securities         |

### Security 201: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, 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: 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:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DO3994 C | 2056-02-20      | 5.0000%  |  | $8197159.88        | $8274566.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3242 C | 2055-11-20      | 5.0000%  |  | $7593868.10        | $7702871.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3475 C | 2055-10-20      | 6.5000%  |  | $13524560.34       | $14185403.42       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1915 C | 2055-11-20      | 6.0000%  |  | $6317684.81        | $6570350.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1695 C | 2055-11-20      | 5.0000%  |  | $8167903.21        | $8285146.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0938 M | 2056-02-20      | 6.0000%  |  | $16392008.94       | $16868415.35       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  |  | $13288528.12       | $13650658.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  |  | $13353944.62       | $13933418.27       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0683 M | 2055-10-20      | 4.0000%  |  | $9568916.16        | $9207870.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0627 M | 2055-09-20      | 7.5000%  |  | $6665370.42        | $6951532.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  |  | $11073758.13       | $11508575.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4351 C | 2056-02-20      | 5.5000%  |  | $5492907.69        | $5642343.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4495 C | 2056-02-20      | 5.0000%  |  | $6771534.44        | $6868747.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2948 C | 2056-02-20      | 6.5000%  |  | $8120202.53        | $8550991.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0107 C | 2056-02-20      | 6.0000%  |  | $10674249.85       | $11011751.84       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8668 C | 2056-02-20      | 6.0000%  |  | $8314339.29        | $8611513.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8670 C | 2056-02-20      | 6.0000%  |  | $7608656.54        | $7880615.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7896 C | 2056-02-20      | 6.0000%  |  | $5905536.98        | $6159288.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4263 C | 2056-01-20      | 6.0000%  |  | $9323625.35        | $9707827.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4256 C | 2056-01-20      | 5.5000%  |  | $7007957.59        | $7232816.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7561 C | 2055-10-20      | 5.0000%  |  | $8512492.94        | $8607229.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4070 C | 2055-10-20      | 6.5000%  |  | $7660758.49        | $7993192.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0376 C | 2056-02-20      | 5.5000%  |  | $8621985.98        | $8856549.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0372 C | 2056-02-20      | 5.0000%  |  | $5827058.02        | $5882083.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7327 C | 2055-10-20      | 6.5000%  |  | $6150546.19        | $6449231.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6568 C | 2055-10-20      | 6.0000%  |  | $6778831.29        | $7074621.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3525 C | 2055-09-20      | 6.0000%  |  | $5606111.44        | $5877942.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7621 C | 2055-08-20      | 7.0000%  |  | $14021840.13       | $14564030.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9373 C | 2055-05-20      | 7.5000%  |  | $5934353.26        | $6469902.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3193 C | 2055-08-20      | 6.5000%  |  | $16413967.80       | $17686435.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2294 C | 2055-06-20      | 5.0000%  |  | $6398818.13        | $6487711.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6780 C | 2054-11-20      | 4.5000%  |  | $10370422.12       | $10179564.87       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  |  | $14685289.52       | $15028517.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  |  | $13838309.23       | $14449581.17       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M | 2054-03-20      | 5.5000%  |  | $15094666.24       | $15355535.62       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  |  | $5946836.85        | $6215649.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  |  | $6939973.52        | $7022539.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  |  | $20317581.09       | $17173932.06       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7417 M | 2051-06-20      | 2.0000%  |  | $12112000.10       | $10238327.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6541 M | 2050-03-20      | 3.0000%  |  | $6343739.08        | $5830503.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M | 2050-02-20      | 3.5000%  |  | $5874453.67        | $5597965.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  |  | $14770576.73       | $13589619.89       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  |  | $12647314.93       | $10690780.93       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9670 M | 2054-05-20      | 6.5000%  |  | $16723767.96       | $17457982.24       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  |  | $2790103.74        | $2817943.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M | 2052-09-20      | 4.0000%  |  | $6636747.29        | $6447645.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  |  | $12666714.37       | $12931223.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6522 C | 2055-08-20      | 5.5000%  |  | $5431614.42        | $5582027.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1981 C | 2055-05-20      | 7.5000%  |  | $11180791.20       | $12156300.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  |  | $8163391.45        | $7855377.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0202 M | 2055-02-20      | 4.0000%  |  | $6814944.77        | $6559172.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1232 C | 2055-09-20      | 6.0000%  |  | $16083639.30       | $16658538.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8552 C | 2055-12-20      | 5.0000%  |  | $5671043.89        | $5724584.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8793 C | 2055-08-20      | 7.5000%  |  | $7056771.92        | $7693615.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3725 C | 2055-12-20      | 5.0000%  |  | $12340361.35       | $12456868.07       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7448 C | 2054-12-20      | 7.5000%  |  | $10599263.64       | $11524014.07       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0091 C | 2056-02-20      | 5.5000%  |  | $7976517.00        | $8193511.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7898 C | 2055-12-20      | 5.0000%  |  | $6402365.06        | $6462810.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6592 C | 2055-09-20      | 6.0000%  |  | $5515382.21        | $5756042.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0543 C | 2055-10-20      | 6.5000%  |  | $6903368.94        | $7269588.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5486 C | 2055-12-20      | 5.5000%  |  | $6566246.40        | $6776939.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4002 C | 2056-02-20      | 5.0000%  |  | $9217495.02        | $9304536.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6681 C | 2056-02-20      | 5.5000%  |  | $14834126.15       | $15237647.34       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3568 C | 2055-11-20      | 5.0000%  |  | $6101999.83        | $6172960.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8483 C | 2055-12-20      | 5.0000%  |  | $8785123.56        | $8868073.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8669 C | 2056-02-20      | 6.0000%  |  | $6672439.98        | $6910928.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3717 C | 2055-12-20      | 5.5000%  |  | $5515503.58        | $5677666.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1074 C | 2056-02-20      | 5.5000%  |  | $7118044.52        | $7311671.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2949 C | 2056-02-20      | 6.5000%  |  | $5852013.71        | $6162465.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6682 C | 2056-02-20      | 6.0000%  |  | $6535697.60        | $6769305.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6318 C | 2055-10-20      | 6.5000%  |  | $5953972.32        | $6395563.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9148 C | 2055-12-20      | 5.0000%  |  | $9065640.82        | $9195770.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9863 C | 2056-01-20      | 5.0000%  |  | $18971388.33       | $19232664.40       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9854 C | 2056-01-20      | 6.5000%  |  | $7993125.55        | $8237486.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4995 C | 2056-01-20      | 5.0000%  |  | $15996291.01       | $16147345.76       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4955 C | 2056-01-20      | 5.0000%  |  | $6733981.77        | $6797571.51        | Agency Mortgage-Backed Securities |

### Security 202: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce, REPO,  3.670%, 3/12/2026
- **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:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  |  | $23287142.70       | $23905959.70       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $28457045.64       | $24080165.46       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  |  | $11511109.47       | $10965768.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5670 | 2056-01-01      | 4.5000%  |  | $2596021.33        | $2577366.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  |  | $555725.13         | $580346.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  |  | $7297344.80        | $7095797.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  |  | $1079378.41        | $1134609.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  |  | $17255301.87       | $17637372.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  |  | $4188979.21        | $4341056.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  |  | $23384873.64       | $24099827.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  |  | $7945804.28        | $6998938.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  |  | $3016070.98        | $2658544.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $10074197.90       | $8404847.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  |  | $966.64            | $982.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  |  | $7750880.51        | $8365118.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  |  | $23929727.10       | $25067691.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  |  | $17699711.84       | $18921601.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  |  | $11183998.32       | $11395276.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  |  | $24308206.96       | $23286965.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  |  | $1056230.84        | $930814.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  |  | $13208654.39       | $13843479.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  |  | $24634410.24       | $26239402.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  |  | $1376168.29        | $1370955.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  |  | $15943072.60       | $16724194.58       | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  |  | $163943.19         | $165989.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  |  | $16469.60          | $17215.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  |  | $25462677.62       | $27530897.77       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $58065822.85       | $49082078.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $16742463.67       | $17085520.47       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  |  | $76779068.12       | $64899384.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  |  | $15351660.03       | $12689673.65       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $37876608.89       | $39525773.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  |  | $24329403.96       | $26209447.85       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  |  | $677610.18         | $706453.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  |  | $729804.08         | $727387.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $6023301.37        | $5301796.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  |  | $14959056.05       | $12980654.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  |  | $18962.90          | $19747.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  |  | $18996183.15       | $19637726.46       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  |  | $17792403.13       | $17751427.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  |  | $1231485.20        | $1278118.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  |  | $17962443.22       | $18511165.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  |  | $12278258.82       | $10371831.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  |  | $14797.67          | $15553.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  |  | $4789640.93        | $4929825.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0651 | 2042-08-01      | 2.0000%  |  | $9669015.13        | $8604489.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  |  | $910658.14         | $941160.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  |  | $8609701.70        | $9041653.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  |  | $13553.57          | $14132.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $12306668.76       | $9771905.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  |  | $17375666.45       | $18157125.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $54711.46          | $57492.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  |  | $15452755.95       | $16519574.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  |  | $22740477.77       | $20256206.92       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  |  | $519.82            | $534.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  |  | $93746.57          | $92681.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  |  | $31326271.53       | $33142081.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  |  | $197077.01         | $205495.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $16195034.18       | $16050054.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  |  | $354391.07         | $293370.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  |  | $6965229.59        | $6805766.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  |  | $4026696.90        | $3374192.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  |  | $1218254.55        | $1270809.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $766405.63         | $785923.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  |  | $798144.61         | $855918.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $990433.18         | $1015687.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  |  | $917122.98         | $953631.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  |  | $663806.13         | $659686.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  |  | $874689.32         | $924409.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  |  | $1283225.79        | $1275263.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  |  | $22293320.76       | $19595975.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  |  | $4677586.03        | $4943438.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  |  | $881533.10         | $944216.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  |  | $442325.30         | $469634.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  |  | $19107.95          | $20301.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  |  | $447216.96         | $479955.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  |  | $2621602.84        | $2594801.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $69189.11          | $64152.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  |  | $11373660.43       | $10238960.87       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  |  | $31410368.87       | $27297355.58       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  |  | $24745763.11       | $21618778.52       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  |  | $22787.23          | $24084.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $18301366.18       | $18680062.12       | Agency Mortgage-Backed Securities  |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $1187450.00        | $1141364.67        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $222105.00         | $227721.24         | U.S. Treasuries (including strips) |

### Security 203: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  3.680%, 3/2/2026
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 CLCB9991 | 2055-02-01      | 6.0000%  |  | $51773.86          | $54228.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9507 | 2054-11-01      | 6.0000%  |  | $78590.98          | $81626.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0285 | 2055-04-01      | 6.5000%  |  | $1360105.71        | $1456045.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5770 | 2040-07-01      | 4.5000%  |  | $233.79            | $235.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3020 | 2053-10-01      | 4.5000%  |  | $1431928.84        | $1434065.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  |  | $176.86            | $173.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3530 | 2052-05-01      | 4.0000%  |  | $88107.77          | $85993.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9383 | 2047-07-01      | 5.0000%  |  | $398856.18         | $409970.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8558 | 2054-05-01      | 7.0000%  |  | $243138.17         | $261869.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $63230.36          | $64657.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8524 | 2052-09-01      | 5.0000%  |  | $166796.72         | $168714.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $30060.21          | $27386.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  |  | $7724.61           | $7839.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  |  | $104918.68         | $108109.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM7190 | 2034-03-01      | 4.0000%  |  | $97.40             | $97.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  |  | $4029.82           | $3921.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612 | 2053-12-01      | 6.0000%  |  | $4545.61           | $4708.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  |  | $1062.89           | $962.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  |  | $178.01            | $165.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  |  | $72656.91          | $74908.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  |  | $538736.13         | $555142.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $189038.54         | $191454.47         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-008 NM     | 2055-12-20      | 4.5000%  |  | $3120540.17        | $3126119.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 4.8115%  |  | $4246308.78        | $4277054.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 4.7115%  |  | $5419191.70        | $5457262.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-032 FL     | 2053-01-20      | 4.5115%  |  | $412976.00         | $412971.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $310143.67         | $269506.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 4.7215%  |  | $82232.58          | $82598.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FB     | 2052-02-20      | 3.0000%  |  | $1014413.52        | $889625.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  |  | $1847694.23        | $1567382.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $400247.85         | $348921.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $791282.43         | $710629.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-001 YF     | 2050-01-20      | 3.5000%  |  | $746058.38         | $686495.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.1817%  |  | $683965.66         | $674167.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $260869.57         | $271703.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-044 F      | 2054-03-20      | 4.4615%  |  | $583036.51         | $585027.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.0615%  |  | $1079890.67        | $1090378.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FE     | 2055-05-20      | 4.6615%  |  | $5143465.11        | $5175814.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 4.7615%  |  | $4858794.00        | $4897964.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 4.8115%  |  | $4364187.13        | $4395105.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-127 FC     | 2054-08-20      | 4.9115%  |  | $3999651.78        | $4033388.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FB     | 2054-05-20      | 4.9615%  |  | $2761236.52        | $2788884.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-170 FA     | 2053-11-20      | 4.9115%  |  | $2727436.50        | $2759113.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $1304347.83        | $1348637.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 LD     | 2053-11-20      | 6.5000%  |  | $623238.65         | $652936.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 4.7115%  |  | $715432.30         | $720010.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 TF     | 2053-07-20      | 4.7115%  |  | $189205.70         | $190578.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $391304.35         | $411395.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $456521.74         | $476214.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 4.7115%  |  | $2374602.65        | $2389415.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 DF     | 2053-05-20      | 4.6615%  |  | $3390747.00        | $3406800.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 4.5615%  |  | $3192664.76        | $3205045.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-018 FA     | 2053-02-20      | 4.6115%  |  | $121696.91         | $121976.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 FE     | 2054-05-20      | 4.7615%  |  | $1052543.27        | $1057593.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 VF     | 2055-07-20      | 4.6615%  |  | $758343.81         | $762129.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 4.7615%  |  | $1021008.11        | $1026837.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-48 CF      | 2048-04-20      | 4.3817%  |  | $1455111.74        | $1389282.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.0817%  |  | $1197241.51        | $1169311.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-131 KF     | 2044-09-16      | 4.0741%  |  | $234102.90         | $231163.01         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  |  | $489934.31         | $491404.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL109FE R25F109 | 2052-09-25      | 4.3672%  |  | $1230239.83        | $1233292.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 FB     | 2053-02-20      | 5.0115%  |  | $1180452.69        | $1186892.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 4.6615%  |  | $2533283.69        | $2547149.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FA     | 2053-08-20      | 4.7415%  |  | $2338332.77        | $2354072.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.1817%  |  | $1236820.47        | $1222357.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1007502.72        | $957600.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.0817%  |  | $827454.99         | $812359.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-055 FC     | 2050-04-20      | 3.5000%  |  | $4043866.70        | $3658722.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5353TB 07/25/46 | 2046-07-25      | 2.0000%  |  | $847826.09         | $705148.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-72 YF      | 2048-12-20      | 4.4817%  |  | $2180009.74        | $2082546.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  |  | $2096997.19        | $1839249.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-192 FB     | 2055-11-20      | 4.8115%  |  | $6463641.00        | $6501282.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $652173.91         | $680741.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-166 CA     | 2050-11-20      | 1.0000%  |  | $1356500.93        | $1046386.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF     | 2052-02-20      | 3.0000%  |  | $5143683.63        | $4509031.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $521739.13         | $548798.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $195652.17         | $204224.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $260869.57         | $274276.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 4.7115%  |  | $2864139.89        | $2882946.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 4.8115%  |  | $3464857.30        | $3488700.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  |  | $25270.63          | $26059.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $9188.75           | $9476.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $85285.15          | $86239.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $1023808.32        | $1035895.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  |  | $665081.25         | $680705.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $65193.48          | $64801.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  |  | $14447.30          | $14984.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $338442.96         | $294337.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $81649.04          | $81279.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $10018.73          | $9445.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $3220.85           | $2918.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $53000.16          | $48023.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $1042.71           | $1037.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $71120.12          | $61895.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $30885.65          | $27936.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB7143 | 2027-12-01      | 2.5000%  |  | $138.40            | $137.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0920 | 2037-08-01      | 5.5000%  |  | $2202.63           | $2309.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995655 | 2038-07-01      | 5.5000%  |  | $2738.15           | $2879.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $19.33             | $20.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995018 | 2038-06-01      | 5.5000%  |  | $40817.21          | $42794.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL940765 | 2037-06-01      | 5.5000%  |  | $1602.93           | $1678.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  |  | $52308.99          | $53394.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  |  | $46296.62          | $40441.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $56888.91          | $49694.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  |  | $110842.41         | $101210.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  |  | $65105.20          | $65159.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  |  | $6738.03           | $6135.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $36966.65          | $32345.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888268 | 2037-03-01      | 6.0000%  |  | $169.15            | $179.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888352 | 2037-05-01      | 5.5000%  |  | $38513.01          | $40378.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0730 | 2055-07-01      | 6.0000%  |  | $88690.42          | $91528.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9381 | 2049-02-01      | 6.0000%  |  | $1124739.73        | $1191988.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  |  | $56940.25          | $59812.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS8487 | 2054-01-01      | 4.5000%  |  | $22377.55          | $22324.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $2185291.88        | $2212435.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  |  | $41463.50          | $41683.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $11159.32          | $10698.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  |  | $16987.94          | $16745.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7361 | 2050-06-01      | 5.0000%  |  | $296463.82         | $303410.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7294 | 2044-05-01      | 5.5000%  |  | $38724.22          | $40728.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $1116.01           | $1011.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7024 | 2052-04-01      | 2.5000%  |  | $340741.26         | $298658.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $112.83            | $102.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $4298.80           | $3946.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3634 | 2039-04-01      | 3.5000%  |  | $1340.30           | $1306.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $920398.82         | $802602.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $84.07             | $84.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $17625.24          | $16819.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  |  | $844.61            | $834.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2834 | 2046-12-01      | 3.5000%  |  | $835.61            | $802.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA1980 | 2044-08-01      | 3.5000%  |  | $3456.69           | $3332.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC9580 | 2040-02-01      | 4.5000%  |  | $2624.28           | $2664.74           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q45735 G | 2047-01-01      | 3.0000%  |  | $1773189.85        | $1645017.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5087 | 2052-11-01      | 5.5000%  |  | $27671.83          | $28732.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4678 | 2052-09-01      | 5.0000%  |  | $6367.73           | $6519.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $50485.98          | $51093.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  |  | $13639.31          | $14030.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $78269.35          | $79458.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $9128.65           | $9422.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4029 | 2052-07-01      | 4.5000%  |  | $39092.84          | $38932.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $301.50            | $275.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  |  | $939060.81         | $941173.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $2041.88           | $1770.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3239 | 2052-04-01      | 3.0000%  |  | $12213.54          | $11193.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $36838.99          | $33450.05          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q15884 G | 2043-02-01      | 3.0000%  |  | $120.65            | $113.89            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC H09197 G | 2038-10-01      | 6.5000%  |  | $463.16            | $482.58            | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC G18600 G | 2031-05-01      | 2.5000%  |  | $41.29             | $40.21             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18572 G | 2030-10-01      | 3.0000%  |  | $18253.17          | $18005.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ9256 | 2048-06-01      | 4.0000%  |  | $14949.66          | $14642.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I6BF0497 | 2060-07-01      | 3.0000%  |  | $17692.23          | $15748.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ9177 | 2045-09-01      | 4.0000%  |  | $1971.16           | $1950.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO0800 | 2027-04-01      | 3.0000%  |  | $81.17             | $80.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $609.05            | $587.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH9360 | 2047-10-01      | 4.0000%  |  | $6628.21           | $6539.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1087 | 2054-05-01      | 6.0000%  |  | $16713.19          | $17267.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBA6884 | 2046-01-01      | 4.5000%  |  | $19.41             | $19.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $51657.69          | $47776.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8551 | 2052-06-01      | 3.0000%  |  | $989195.28         | $907807.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7475 | 2050-10-01      | 4.5000%  |  | $130414.30         | $130863.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  |  | $421.40            | $397.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM1896 | 2034-11-01      | 3.0000%  |  | $788.54            | $769.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8881 | 2043-04-01      | 3.0000%  |  | $65492.70          | $61737.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $29513.70          | $29896.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL3878 | 2039-07-01      | 6.0000%  |  | $1709.65           | $1809.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $5892.72           | $5540.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS0513 | 2043-08-01      | 2.5000%  |  | $4361.45           | $3944.78           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC C91749 G | 2034-01-01      | 4.0000%  |  | $2086.97           | $2090.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  |  | $4165.46           | $3693.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $1235683.50        | $1251411.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5508 | 2039-10-01      | 5.5000%  |  | $318.23            | $327.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $350.05            | $348.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8513 | 2051-01-01      | 2.5000%  |  | $2293831.93        | $1990691.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  |  | $31052.33          | $29555.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  |  | $1554.16           | $1581.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3860 | 2054-04-01      | 6.0000%  |  | $104508.51         | $108874.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2575 | 2048-11-01      | 4.5000%  |  | $2140.99           | $2158.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1696 | 2055-10-01      | 6.0000%  |  | $854281.20         | $880038.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6231 | 2055-10-01      | 6.0000%  |  | $1044313.11        | $1077690.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2785 | 2054-05-01      | 5.5000%  |  | $4227.69           | $4370.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB2046 | 2054-05-01      | 6.0000%  |  | $788659.43         | $814267.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7307 | 2054-01-01      | 6.5000%  |  | $3739.96           | $3901.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL824601 | 2034-12-01      | 5.5000%  |  | $387.48            | $401.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL810049 | 2035-03-01      | 5.5000%  |  | $425.04            | $433.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL809974 | 2035-03-01      | 4.5000%  |  | $3094.84           | $3103.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL770858 | 2034-04-01      | 5.5000%  |  | $111.28            | $113.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735060 | 2034-11-01      | 6.0000%  |  | $387.61            | $406.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE0217 | 2040-08-01      | 4.5000%  |  | $80.38             | $81.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  |  | $41428.22          | $43158.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  |  | $97.98             | $89.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $9077.10           | $8269.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2641 | 2041-05-01      | 4.5000%  |  | $7127.05           | $7231.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $28.61             | $28.51             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G31030 G | 2037-10-01      | 4.0000%  |  | $3669.84           | $3661.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203 | 2054-09-01      | 6.0000%  |  | $181887.51         | $187744.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  |  | $598846.57         | $518221.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  |  | $308767.38         | $282888.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $1741.46           | $1589.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6144 | 2050-06-01      | 2.5000%  |  | $1330424.25        | $1162304.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6049 | 2050-06-01      | 3.0000%  |  | $83628.11          | $77665.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5216 | 2050-02-01      | 3.0000%  |  | $1441.19           | $1328.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM5290 | 2050-03-01      | 3.0000%  |  | $59797.88          | $55455.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  |  | $35784.53          | $36306.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  |  | $1511.53           | $1584.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8196 | 2048-12-01      | 3.5000%  |  | $869.80            | $834.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7346 | 2051-05-01      | 3.0000%  |  | $34224.63          | $31228.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5608 | 2051-01-01      | 2.5000%  |  | $119245.35         | $103264.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM4854 | 2044-05-01      | 5.5000%  |  | $15469.61          | $16212.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4529 | 2050-10-01      | 2.5000%  |  | $1150264.29        | $1010272.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5296 | 2049-01-01      | 4.0000%  |  | $232631.69         | $230444.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  |  | $196843.55         | $201235.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6640 | 2053-08-01      | 4.5000%  |  | $9783.30           | $9751.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  |  | $40593.86          | $40364.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  |  | $8086.84           | $8387.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5589 | 2053-07-01      | 5.5000%  |  | $3446.81           | $3554.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $539.16            | $547.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL929155 | 2038-01-01      | 5.5000%  |  | $1133.72           | $1184.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL890604 | 2044-10-01      | 4.5000%  |  | $50542.96          | $51531.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CI890611 | 2027-01-01      | 4.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889529 | 2038-03-01      | 6.0000%  |  | $4941.12           | $5243.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  |  | $15606.17          | $15810.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4979 | 2053-05-01      | 5.5000%  |  | $13012.78          | $13336.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  |  | $1851.70           | $1602.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS5346 | 2036-04-01      | 2.5000%  |  | $21505.86          | $20867.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4104 | 2053-03-01      | 6.0000%  |  | $15989.24          | $16570.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $21157.64          | $19176.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS2931 | 2037-03-01      | 2.0000%  |  | $1175.09           | $1093.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS2948 | 2037-09-01      | 4.5000%  |  | $201.69            | $205.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  |  | $2495.35           | $2193.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2310 | 2048-09-01      | 5.0000%  |  | $162826.68         | $167200.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1873 | 2052-05-01      | 3.0000%  |  | $3695.61           | $3395.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1590 | 2052-04-01      | 2.5000%  |  | $60973.43          | $53556.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $1193702.61        | $1082230.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $554025.48         | $508249.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  |  | $51303.91          | $46931.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0332 | 2052-01-01      | 3.0000%  |  | $240350.06         | $220916.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2408 | 2033-10-01      | 4.0000%  |  | $8631.70           | $8692.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  |  | $8777.79           | $9040.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1148 | 2052-11-01      | 5.0000%  |  | $1044501.99        | $1061621.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8526 | 2052-05-01      | 3.0000%  |  | $314735.24         | $285385.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $121.53            | $114.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6052 | 2055-09-01      | 6.0000%  |  | $1787309.06        | $1841953.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4145 | 2052-03-01      | 3.0000%  |  | $364779.02         | $334121.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1011.73           | $879.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0315 | 2052-02-01      | 3.0000%  |  | $208141.39         | $190496.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU5925 | 2051-12-01      | 3.0000%  |  | $8262.72           | $7531.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4192 | 2053-10-01      | 6.0000%  |  | $393.55            | $412.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1114 | 2051-10-01      | 2.5000%  |  | $3726970.39        | $3292165.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2761 | 2051-08-01      | 2.5000%  |  | $19145.75          | $16862.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  |  | $316645.98         | $276069.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0915 | 2051-06-01      | 2.5000%  |  | $1950087.32        | $1700812.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  |  | $101038.38         | $92415.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4140 | 2050-09-01      | 2.5000%  |  | $108945.03         | $95995.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM3977 | 2050-08-01      | 2.0000%  |  | $39226.03          | $32750.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  |  | $1446.49           | $1457.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  |  | $45460.98          | $46147.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3637 | 2050-07-01      | 3.5000%  |  | $823872.62         | $787739.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  |  | $5872.56           | $5325.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1120 | 2047-08-01      | 3.0000%  |  | $62563.86          | $57952.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  |  | $135643.29         | $140782.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  |  | $180251.44         | $186806.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9216 | 2054-09-01      | 6.0000%  |  | $254265.45         | $262479.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  |  | $2151846.79        | $2254899.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9793 | 2055-01-01      | 5.5000%  |  | $93532.42          | $96909.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0517 | 2035-11-01      | 5.5000%  |  | $14168.31          | $14833.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0103 | 2039-05-01      | 6.0000%  |  | $30.08             | $31.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7730 | 2040-07-01      | 4.5000%  |  | $11556.23          | $11730.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7128 | 2040-07-01      | 4.5000%  |  | $4478.11           | $4540.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1593 | 2040-02-01      | 4.5000%  |  | $5879.88           | $5970.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0688 | 2037-07-01      | 6.0000%  |  | $7388.14           | $7666.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5651 | 2040-03-01      | 5.0000%  |  | $1118.71           | $1139.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $5483.58           | $5650.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  |  | $243.19            | $247.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5428 | 2044-07-01      | 5.0000%  |  | $92123.32          | $94932.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $6628.97           | $6835.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5233 | 2053-12-01      | 4.5000%  |  | $17344.25          | $17208.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  |  | $120333.49         | $113283.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0723 | 2052-03-01      | 2.0000%  |  | $1018465.82        | $862661.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR6515 | 2051-04-01      | 2.0000%  |  | $8606.71           | $7205.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  |  | $8669.71           | $7673.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR0994 | 2051-05-01      | 2.5000%  |  | $1141601.17        | $1004866.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  |  | $2081.22           | $1736.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  |  | $5014.57           | $5154.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5021 | 2044-05-01      | 5.5000%  |  | $405.80            | $425.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  |  | $4483.37           | $4434.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  |  | $2897.17           | $2819.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  |  | $15528.93          | $15717.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $790.72            | $800.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0203 | 2043-08-01      | 3.0000%  |  | $22407.42          | $21085.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1183 | 2043-01-01      | 3.0000%  |  | $3812.10           | $3594.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR0938 | 2043-01-01      | 3.0000%  |  | $466.30            | $438.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8832 | 2042-10-01      | 4.5000%  |  | $3556.77           | $3611.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7747 | 2045-11-01      | 4.5000%  |  | $246.25            | $249.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7359 | 2029-05-01      | 4.0000%  |  | $2745.77           | $2745.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7081 | 2029-07-01      | 4.0000%  |  | $14521.24          | $14561.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $1868.04           | $1945.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $90.38             | $90.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $10.61             | $10.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  |  | $965.88            | $984.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL256022 | 2035-12-01      | 5.5000%  |  | $15.99             | $16.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8494 | 2054-05-01      | 6.0000%  |  | $1058601.45        | $1093538.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8233 | 2054-03-01      | 5.5000%  |  | $3182.73           | $3263.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8006 | 2054-02-01      | 6.0000%  |  | $907613.25         | $942014.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7968 | 2054-02-01      | 5.0000%  |  | $396245.26         | $399877.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $72594.27          | $74393.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  |  | $1569509.48        | $1611654.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  |  | $10250.43          | $10519.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6051 | 2053-04-01      | 4.5000%  |  | $5600.65           | $5567.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192 | 2053-11-01      | 6.5000%  |  | $3213.92           | $3354.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  |  | $32099.63          | $32389.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5449 | 2039-08-01      | 5.5000%  |  | $3482.01           | $3588.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6622 | 2050-08-01      | 3.0000%  |  | $102829.61         | $93957.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS8108 | 2052-01-01      | 2.5000%  |  | $22761.64          | $19889.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7943 | 2046-09-01      | 4.0000%  |  | $81986.20          | $81559.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8253 | 2052-08-01      | 5.0000%  |  | $240585.59         | $243455.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5206 | 2053-07-01      | 6.0000%  |  | $16643.27          | $17247.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082 | 2052-03-01      | 2.5000%  |  | $1320.12           | $1170.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $1984026.01        | $1729482.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  |  | $224111.56         | $194976.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $1182.65           | $1079.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $1124.68           | $1019.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFS4918 | 2043-06-01      | 5.0000%  |  | $20868.40          | $21543.91          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-212 BD     | 2068-01-16      | 4.5000%  |  | $260440.31         | $258457.32         | Agency Mortgage-Backed Securities         |

### Security 204: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  3.690%, 3/2/2026
- **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):** $358812500.00
- **C.18.a - Value (excl. sponsor support):** $358812500.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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       | $43500000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42931200.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42931200.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42931200.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42931200.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $42931200.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $25000000.00       | $21465600.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43342400.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $43342400.00       | Agency Debentures and Agency Strips |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 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:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 SP 785035 C     | 2050-06-20      | 5.5000%  |  | $3100644.04        | $3302831.52        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  |  | $489484.98         | $482755.97         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  |  | $87063.11          | $90203.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  |  | $139302.59         | $144753.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  |  | $98872.51          | $101270.92         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  |  | $80018.93          | $77035.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  |  | $546606.39         | $569804.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  |  | $9599106.77        | $9942210.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1587585.62        | $1644332.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $16839063.07       | $17440947.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1427117.62        | $1511432.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1470814.73        | $1556381.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  |  | $10138148.74       | $10615357.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12039088.07       | $12469417.24       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  |  | $896328.14         | $962803.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  |  | $900404.03         | $943241.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  |  | $1967784.69        | $2021015.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  |  | $1730333.39        | $1863550.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  |  | $868105.06         | $891586.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  |  | $4284503.90        | $4492484.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  |  | $754311.77         | $729927.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  |  | $89555.31          | $81227.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  |  | $54772.83          | $52869.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  |  | $123507.96         | $119514.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  |  | $518737.49         | $437638.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  |  | $732553.90         | $666189.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  |  | $251732.84         | $243596.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  |  | $100242.51         | $93413.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  |  | $518575.02         | $483243.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  |  | $171070.32         | $155573.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  |  | $141221.00         | $128427.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  |  | $614682.49         | $572802.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  |  | $5234342.15        | $5483548.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  |  | $1300783.39        | $1364241.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  |  | $7622692.60        | $8075280.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  |  | $1064764.20        | $1128012.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  |  | $597748.88         | $597544.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  |  | $957933.32         | $1002293.40        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  |  | $1035335.73        | $1007059.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $11760046.66       | $11183543.04       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  |  | $294649.71         | $266161.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  |  | $61841.88          | $63154.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  |  | $56535.66          | $57321.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  |  | $48001.12          | $45679.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  |  | $488161.59         | $416690.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  |  | $95599.93          | $81523.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  |  | $100589.07         | $91599.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  |  | $236030.79         | $201316.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  |  | $46419.42          | $46851.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  |  | $117338.94         | $106855.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  |  | $65895.20          | $60986.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  |  | $167815.86         | $143115.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  |  | $107958.79         | $114295.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  |  | $205771.05         | $212013.34         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6115%  |  | $59524681.96       | $59759012.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4615%  |  | $75075985.15       | $75431659.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7615%  |  | $40143817.04       | $40384714.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4615%  |  | $144180336.07      | $144839027.12      | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  |  | $232042.43         | $245652.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  |  | $1031086.34        | $1092218.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  |  | $1347251.67        | $1442286.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  |  | $1929415.21        | $2080408.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  |  | $163278.22         | $139336.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $88126.94          | $90246.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  |  | $921500.98         | $941578.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  |  | $273517.07         | $285322.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $33334735.45       | $34484628.25       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  |  | $49997668.45       | $51462861.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  |  | $29782931.74       | $30924220.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  |  | $828444.21         | $772000.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  |  | $392793.59         | $366031.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  |  | $677079.68         | $571222.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  |  | $1536741.31        | $1635874.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  |  | $293839.96         | $273819.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  |  | $126892.32         | $101250.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  |  | $2249565.45        | $2425615.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  |  | $4443302.34        | $4791024.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  |  | $1186934.70        | $1279821.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  |  | $1879378.29        | $1958931.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  |  | $729086.04         | $767806.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  |  | $1572811.17        | $1660581.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  |  | $288886.23         | $296234.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  |  | $241061.27         | $192346.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  |  | $1796090.15        | $1904332.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  |  | $1866774.12        | $1987992.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  |  | $85742.39          | $68415.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  |  | $816745.17         | $861545.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  |  | $287718.79         | $295910.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  |  | $773712.64         | $808145.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  |  | $2155127.38        | $2295069.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  |  | $19392695.24       | $20438575.63       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  |  | $644202.70         | $674683.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  |  | $294520.67         | $282251.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  |  | $234215.49         | $217425.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  |  | $55932992.01       | $54969658.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  |  | $24476647.26       | $25697944.92       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $50327008.68       | $50905825.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3355 | 2055-11-01      | 5.5000%  |  | $20703954.00       | $21192282.06       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4615%  |  | $28193115.05       | $28319604.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0315%  |  | $45759348.85       | $46191379.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0115%  |  | $97840168.41       | $98715492.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY     | 2055-05-20      | 4.9615%  |  | $75062808.91       | $75967972.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8115%  |  | $41989508.01       | $42381714.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6615%  |  | $13596387.39       | $14428933.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8615%  |  | $33817236.77       | $34180241.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9115%  |  | $23958815.39       | $24191360.16       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9115%  |  | $81048744.01       | $81970837.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8615%  |  | $66134.71          | $66499.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9115%  |  | $17272646.47       | $17431693.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9115%  |  | $20759778.83       | $21013754.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 4.7615%  |  | $29784105.67       | $30074407.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 4.8115%  |  | $18720743.72       | $18924043.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9615%  |  | $3836029.79        | $3886752.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7815%  |  | $18017263.42       | $18145037.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  |  | $15206235.01       | $16892675.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6615%  |  | $77923121.62       | $78370588.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  |  | $41308385.33       | $33727690.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8115%  |  | $63006119.84       | $63625506.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5115%  |  | $7731665.20        | $7810437.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5115%  |  | $7760408.74        | $7839473.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8615%  |  | $42087162.81       | $42393696.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5615%  |  | $26246945.21       | $26389019.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7315%  |  | $48034924.71       | $48355895.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6615%  |  | $41105427.66       | $41335388.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9815%  |  | $80304420.74       | $81010267.04       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5615%  |  | $36847975.69       | $37030371.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0615%  |  | $200059.31         | $201012.63         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8615%  |  | $76589659.02       | $77085293.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  |  | $12848697.80       | $12921459.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2172%  |  | $48562525.56       | $48230371.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  |  | $4284111.81        | $4316372.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $3351077.14        | $3378788.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  |  | $6365592.37        | $6406935.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6672%  |  | $8994601.02        | $9046817.29        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  |  | $3377864.91        | $3312177.45        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  |  | $2224143.67        | $2186553.91        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.500 CLSL1277 | 2054-09-01      | 6.5000%  |  | $19870918.75       | $21022944.09       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1054 | 2054-10-01      | 5.5000%  |  | $23149122.58       | $23678872.24       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  |  | $21066013.42       | $21617336.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  |  | $27283827.08       | $28182920.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  |  | $35322383.22       | $36152396.42       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  |  | $784169.49         | $817857.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  |  | $1238316.59        | $1318166.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  |  | $5768095.96        | $6096033.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  |  | $688735.89         | $742627.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  |  | $674138.54         | $726891.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  |  | $1201985.83        | $1296042.02        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  |  | $2994423.58        | $3235388.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  |  | $948083.40         | $1033628.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  |  | $439034.30         | $431605.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  |  | $150082.23         | $152621.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  |  | $4426343.00        | $4335292.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  |  | $299251.46         | $289578.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  |  | $6834755.73        | $7398351.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  |  | $163771.35         | $151671.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  |  | $75893.99          | $70223.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  |  | $2151168.18        | $2280764.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  |  | $60115.64          | $62773.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  |  | $1332639.84        | $1420373.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  |  | $755975.64         | $782314.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  |  | $4889750.18        | $5272415.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  |  | $884397.99         | $895481.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  |  | $378132.09         | $367149.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  |  | $516442.89         | $500094.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  |  | $589075.07         | $519110.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  |  | $4623894.87        | $4239925.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  |  | $578038.13         | $559367.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  |  | $89731.64          | $92805.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  |  | $551696.20         | $572154.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  |  | $327818.71         | $274661.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  |  | $938725.76         | $1016126.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  |  | $75413141.93       | $77400294.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  |  | $138909727.74      | $145840690.29      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  |  | $27436267.67       | $28879781.16       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $181436314.21      | $183522489.10      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  |  | $37298.19          | $38344.04          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8672%  |  | $3518107.86        | $3545951.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  |  | $3947503.90        | $3986825.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  |  | $4979470.14        | $5010516.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5115%  |  | $5541241.44        | $5597835.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.6615%  |  | $13213492.94       | $13342224.20       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  |  | $3523921.20        | $3558635.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  |  | $1677030.42        | $1687636.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8972%  |  | $39944881.60       | $40251141.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP     | 2055-11-20      | 4.7115%  |  | $306688596.62      | $309282609.25      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9615%  |  | $24374942.57       | $24573275.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1615%  |  | $79408444.84       | $80803542.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9115%  |  | $32030860.13       | $32810523.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4115%  |  | $23105438.81       | $25296335.52       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0672%  |  | $33632254.62       | $34065657.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8115%  |  | $17974317.76       | $18087063.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9615%  |  | $12430167.59       | $12557747.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8115%  |  | $31362246.30       | $31597136.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1615%  |  | $25098791.67       | $25479280.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8615%  |  | $38014029.34       | $38276261.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8615%  |  | $25738948.17       | $25951147.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9615%  |  | $39074042.56       | $39448518.18       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  |  | $7216687.75        | $7256971.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4615%  |  | $49801226.13       | $49879440.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8115%  |  | $4851686.34        | $4890085.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  |  | $1093637.74        | $1012923.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  |  | $821904.10         | $753624.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  |  | $5690069.69        | $5584438.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  |  | $3114730.45        | $3039126.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  |  | $616103.10         | $594304.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  |  | $647851.39         | $627133.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  |  | $604414.38         | $584522.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  |  | $442795.54         | $428695.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  |  | $810587.77         | $785409.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  |  | $426831.71         | $412472.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  |  | $460633.75         | $445412.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  |  | $389154.26         | $376528.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  |  | $562754.42         | $550743.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  |  | $785971.34         | $761632.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  |  | $371242.07         | $383277.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  |  | $597093.92         | $623495.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  |  | $558637.96         | $584959.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  |  | $931062.44         | $867627.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  |  | $738698.07         | $738445.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  |  | $931991.24         | $976352.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  |  | $875974.57         | $944526.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  |  | $115172.80         | $84288.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  |  | $91599.30          | $83424.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  |  | $2662803.05        | $2834518.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  |  | $319544.32         | $339700.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  |  | $52313574.11       | $55237089.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  |  | $52823.92          | $53558.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  |  | $1120523.45        | $1187061.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  |  | $115299.53         | $111355.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  |  | $950877.49         | $927619.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  |  | $1304050.75        | $1372421.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  |  | $864759.08         | $836831.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  |  | $410851.60         | $397030.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  |  | $1091687.77        | $1162576.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  |  | $2191822.66        | $2323851.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  |  | $205861.93         | $187662.43         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  |  | $326859.58         | $326970.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  |  | $698851.31         | $676260.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  |  | $92688.23          | $100258.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  |  | $722798.28         | $699768.40         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  |  | $227925.32         | $234763.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  |  | $71870.08          | $72955.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  |  | $1614209.62        | $1720480.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  |  | $635412.29         | $616067.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  |  | $211396.47         | $220406.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  |  | $1104518.47        | $1046042.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  |  | $256254.30         | $247635.93         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  |  | $1214244.90        | $1293277.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  |  | $172348.16         | $166250.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  |  | $88674.52          | $82083.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  |  | $391551.46         | $397561.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  |  | $414936.74         | $444011.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  |  | $104978.05         | $107653.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  |  | $331872.52         | $337004.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  |  | $25469340.51       | $27112480.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  |  | $256521.56         | $267846.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  |  | $81328900.28       | $82987214.61       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  |  | $1738085.33        | $1785102.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  |  | $16457998.49       | $17271621.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  |  | $1039979.22        | $1117474.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  |  | $8178590.78        | $8510627.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  |  | $7598421.93        | $8047340.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  |  | $32513.98          | $31964.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  |  | $21345196.60       | $21812276.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  |  | $6082467.69        | $6299857.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  |  | $1198291.28        | $1261857.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  |  | $27362657.13       | $28256519.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  |  | $14345197.86       | $14673447.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4158 | 2056-02-01      | 5.0000%  |  | $38440337.68       | $39261120.03       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  |  | $6710260.00        | $5561394.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $393611.71         | $378315.06         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $238244383.70      | $241516572.13      | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $254225.42         | $271104.63         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $35068838.04       | $34508374.07       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $512188.20         | $477758.31         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $254820.00         | $249884.20         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $42470000.00       | $31022197.43       | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  |  | $31427.80          | $22570.46          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $42470.00          | $23352.92          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $16903.06          | $10977.12          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $33976.00          | $26410.92          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $21235000.00       | $16430985.54       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $21553525.00       | $18502324.64       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $147031.14         | $130486.71         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $84.94             | $70.65             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $78994.20          | $65959.04          | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $424700.00         | $466968.11         | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  |  | $254.82            | $275.58            | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  |  | $8494.00           | $8632.01           | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  |  | $33151317.54       | $32876824.63       | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $205724.68         | $204874.83         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $1208866.08        | $904932.57         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $218199223.22      | $225863458.88      | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $1274.10           | $855.77            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $49265.20          | $36596.24          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $24426875.32       | $21123898.07       | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.660%, 4/27/2026
- **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):** $899000000.00
- **C.18.a - Value (excl. sponsor support):** $899000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-027 GF | 2055-08-20      | 4.3115%  |  | $56225693.12       | $56190965.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 QT | 2051-05-20      | 6.5000%  |  | $22400650.00       | $23996907.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M  | 2056-01-20      | 4.5000%  |  | $41356280.76       | $41199995.38       | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $55618433.00       | $56382329.26       | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $26603747.40       | $17451740.23       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $4482953.40        | $4560382.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $55837878.90       | $57358766.50       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $381869398.70      | $381912189.17      | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $1244755.40        | $1103077.11        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $14024400.00       | $13925992.88       | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26    | 2026-07-16      | 0.0000%  |  | $9888910.10        | $9753432.03        | U.S. Treasuries (including strips)        |
| USTR BILL 06/25/26    | 2026-06-25      | 0.0000%  |  | $23279155.50       | $23007254.96       | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26    | 2026-05-21      | 0.0000%  |  | $63742875.80       | $63215084.78       | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $12396311.00       | $12388873.21       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $12460140.00       | $12664778.18       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $148307940.10      | $150877782.60      | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  3.650%, 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:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 CLRJ0179 | 2053-11-01      | 5.5000%  |  | $12182139.36       | $12614096.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  |  | $836.34            | $847.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  |  | $839.16            | $847.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  |  | $16731801.88       | $16924236.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  |  | $199238.32         | $210695.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  |  | $23243.33          | $23692.32          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $47.03             | $49.22             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  |  | $12099.24          | $12232.28          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $1716.92           | $1768.90           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $31.67             | $32.15             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $74.88             | $76.47             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  |  | $54305.16          | $55986.91          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  |  | $11.69             | $11.66             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  |  | $522.10            | $544.50            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  |  | $53.86             | $56.31             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  |  | $21215778.09       | $21335477.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $671.75            | $685.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  |  | $329454.79         | $343724.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  |  | $60.15             | $61.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  |  | $533.97            | $557.06            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $107.35            | $104.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  |  | $629.47            | $642.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $40630575.30       | $36136856.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $65123863.46       | $68312219.25       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  |  | $12913865.37       | $12519045.46       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0816%  |  | $13192200.00       | $11910982.34       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4572%  |  | $6163977.10        | $5948994.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  |  | $3969238.29        | $3755727.67        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4970%  |  | $30707.11          | $30743.14          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  |  | $2337428.08        | $1984703.42        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4680%  |  | $21567000.00       | $19400685.91       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  |  | $4200000.00        | $3705510.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  |  | $5733173.55        | $5412439.12        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  |  | $5273891.83        | $4758835.64        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  |  | $2440200.00        | $2129533.80        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  |  | $470224.57         | $463642.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  |  | $840211.04         | $836069.27         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $17053680.00       | $16327774.95       | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  |  | $1487177.86        | $1412952.74        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  |  | $25175276.78       | $25200485.62       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  |  | $16185120.00       | $14976522.42       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  |  | $12867120.00       | $12550789.86       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  |  | $2339236.37        | $2393220.49        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4946%  |  | $17896423.32       | $17342627.96       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  |  | $2374433.27        | $2338741.98        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $3449833.60        | $3213927.65        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $388714.23         | $382013.32         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $6500302.03        | $6195788.16        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1521349.54        | $1469234.19        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $1959109.61        | $1823073.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6250%  |  | $3918929.49        | $3901882.36        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0740%  |  | $11107488.69       | $10872555.43       | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0627%  |  | $5180112.72        | $5138833.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  |  | $3010893.28        | $2893883.10        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  |  | $1338102.64        | $1312059.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  |  | $25788000.00       | $22878799.83       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $30466.30          | $30360.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  |  | $113.27            | $109.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  |  | $2333698.01        | $2257100.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  |  | $91546.99          | $87200.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  |  | $68447.40          | $67443.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $116236.46         | $109596.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  |  | $28802129.93       | $29611847.40       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  |  | $563.22            | $493.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $2283.37           | $1888.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $97655.42          | $93961.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  |  | $65599.66          | $66727.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  |  | $516.65            | $471.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $443.69            | $462.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  |  | $143.26            | $138.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  |  | $393712.11         | $392014.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  |  | $24986.70          | $20827.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  |  | $66340245.66       | $66318088.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  |  | $781.63            | $809.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  |  | $136.70            | $129.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $6733062.11        | $6565266.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  |  | $652.94            | $673.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $218.02            | $209.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  |  | $12522752.35       | $12975992.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  |  | $155896.75         | $135896.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  |  | $1117061.21        | $1159491.92        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  |  | $460467.07         | $457063.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  |  | $75.44             | $75.04             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $26.50             | $26.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $19362.08          | $20028.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3885 | 2055-11-01      | 5.5000%  |  | $13640850.00       | $13918989.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  |  | $1786741.07        | $1845930.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  |  | $11389677.64       | $11736440.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  |  | $15638511.39       | $15955757.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  |  | $9612231.33        | $8767957.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  |  | $995995.45         | $1036697.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  |  | $1113228.95        | $1188619.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  |  | $1442871.04        | $1435561.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  |  | $24474125.76       | $24785635.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $86.88             | $86.16             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  |  | $2325707.16        | $2410077.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $66532626.03       | $55459098.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $304.39            | $291.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $671.29            | $685.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $24149652.51       | $24453312.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  |  | $131.91            | $134.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  |  | $726.68            | $778.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  |  | $5366.09           | $5666.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  |  | $4710086.24        | $4953552.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $19188653.95       | $20237473.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  |  | $304830.98         | $311665.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  |  | $21316.02          | $21528.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  |  | $483.14            | $517.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  |  | $4719.11           | $4903.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  |  | $19451061.45       | $20489521.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  |  | $7012989.43        | $7305565.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  |  | $86709.13          | $84536.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  |  | $57572.01          | $57211.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  |  | $18874785.77       | $19375858.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  |  | $5532.78           | $5617.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  |  | $680.35            | $676.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $688.54            | $687.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  |  | $23527349.48       | $24615544.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  |  | $19250264.87       | $19650403.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $59064165.79       | $60229449.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $7384.64           | $7611.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  |  | $670270.69         | $680930.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  |  | $814.43            | $832.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  |  | $55429.53          | $51610.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  |  | $4386469.42        | $3861033.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  |  | $13233824.43       | $13268894.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  |  | $127691.89         | $131277.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $43610742.29       | $44660462.54       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $76075558.94       | $77806971.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  |  | $60578908.71       | $61427504.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  |  | $576.95            | $507.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  |  | $1270281.76        | $1102395.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  |  | $1199792.94        | $1057948.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  |  | $223787.23         | $188811.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  |  | $329170.81         | $308981.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  |  | $230.22            | $220.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  |  | $5053218.56        | $5272949.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  |  | $784668.44         | $804535.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  |  | $990181.69         | $1037767.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  |  | $655.66            | $702.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $676.13            | $698.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  |  | $1175094.85        | $1206853.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $39532535.59       | $40524059.89       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $698.16            | $724.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  |  | $14372750.04       | $13382114.63       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $88298.60          | $90210.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $632.39            | $628.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  |  | $25571559.87       | $22552723.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  |  | $165.90            | $158.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  |  | $1205033.08        | $1231809.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  |  | $1229635.98        | $1274612.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $475.47            | $418.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  |  | $190.84            | $195.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  |  | $485969.39         | $500111.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  |  | $721637.49         | $746475.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  |  | $201.85            | $187.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  |  | $22286.99          | $23013.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  |  | $23947139.17       | $24156844.27       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  |  | $74362.40          | $64833.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  |  | $557.88            | $554.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $20292940.08       | $20590899.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $30795435.54       | $31182660.77       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  |  | $60949784.28       | $52240940.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $706.87            | $715.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $494.57            | $414.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  |  | $1020798.73        | $1080627.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  |  | $837.02            | $874.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  |  | $2418587.67        | $2453688.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  |  | $151852.86         | $127967.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $813.11            | $837.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $1664535.41        | $1713473.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $214.88            | $199.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $649.85            | $665.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  |  | $452.89            | $410.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  |  | $96819.13          | $99596.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  |  | $1850643.58        | $1614082.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  |  | $38653.21          | $39576.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  |  | $529.04            | $440.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1122322.80        | $1198714.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  |  | $236.92            | $228.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  |  | $900706.65         | $968098.92         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  |  | $1451363.76        | $1531337.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  |  | $21583892.05       | $22654244.44       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  |  | $1182854.30        | $1268251.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3609.17           | $3642.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  |  | $16560170.84       | $15345427.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  |  | $8313061.27        | $8322222.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $243.80            | $241.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $19791245.64       | $19952348.57       | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  |  | $827.97            | $749.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $9048.55           | $9260.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  |  | $506.51            | $532.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  |  | $3109245.75        | $2860047.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $16733552.33       | $16938824.67       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $650.34            | $635.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  |  | $922896.78         | $961522.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1188724.85        | $1268714.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  |  | $744138.61         | $666260.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD9532 | 2040-09-01      | 5.0000%  |  | $11784969.17       | $12009957.32       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  |  | $95428.40          | $100247.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  |  | $1039890.78        | $1089242.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  |  | $871158.76         | $919704.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  |  | $24435610.34       | $25506951.65       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  |  | $196136.15         | $199034.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  |  | $1106474.70        | $1158654.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  |  | $2510.86           | $2620.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  |  | $27617.17          | $28856.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  |  | $2412.87           | $2570.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  |  | $4497900.54        | $4683836.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  |  | $733.75            | $781.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  |  | $12922932.40       | $13339326.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  |  | $11804980.23       | $12161990.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  |  | $5085333.67        | $5325149.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  |  | $1194611.99        | $1248887.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  |  | $1610352.18        | $1671209.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  |  | $833.12            | $854.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  |  | $1093925.72        | $1131332.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  |  | $1078718.31        | $1154813.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  |  | $32603.35          | $33349.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  |  | $1106596.14        | $1159059.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $3736624.37        | $3875642.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  |  | $781.77            | $789.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  |  | $836.72            | $845.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  |  | $843.37            | $863.78            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  |  | $2254230.30        | $1976308.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  |  | $1302658.10        | $1362978.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  |  | $3347.06           | $3497.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  |  | $1143722.82        | $1192813.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  |  | $9902693.82        | $9983015.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $11221788.26       | $11599347.82       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3016 | 2055-01-01      | 6.0000%  |  | $936055.57         | $964460.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $768.26            | $815.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  |  | $1102477.05        | $1160779.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  |  | $797.46            | $803.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  |  | $5888903.97        | $6023419.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  |  | $3345.69           | $3535.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1598.02           | $1701.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $168941820.03      | $174769524.38      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  |  | $6246566.23        | $6575100.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  |  | $1004887.72        | $1039702.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  |  | $9376365.36        | $9686978.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  |  | $1782345.56        | $1801878.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1161230.80        | $1178191.74        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  |  | $100923.30         | $104540.73         | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  |  | $211400.08         | $204390.81         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $35641.58          | $36242.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  |  | $1111309.25        | $1156717.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  |  | $584.42            | $602.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  |  | $1164418.85        | $1212007.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  |  | $538.66            | $558.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  |  | $679.40            | $728.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  |  | $687.22            | $736.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $3313796.59        | $3387091.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $10846628.76       | $11282797.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $15405344.61       | $15696368.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  |  | $962088.36         | $964287.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $630.11            | $629.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $41771429.60       | $42292407.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  |  | $590.87            | $588.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $663.61            | $661.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  |  | $1326615.82        | $1358522.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  |  | $633.10            | $579.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  |  | $70096.73          | $57944.37          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  |  | $218.37            | $220.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $503.83            | $525.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  |  | $103109.94         | $102769.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $80077.81          | $81195.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  |  | $27827001.72       | $27328867.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $529096.47         | $546101.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $85660404.08       | $85847400.74       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $1289.30           | $1226.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  |  | $33446.81          | $29026.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  |  | $14258845.17       | $14077970.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  |  | $604.37            | $569.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  |  | $40865.92          | $34192.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $635.76            | $553.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  |  | $85771.17          | $81194.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  |  | $71424.23          | $64818.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  |  | $665.24            | $577.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  |  | $603.57            | $551.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  |  | $1230.78           | $1037.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $439.61            | $419.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  |  | $11955.24          | $9941.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  |  | $66262.23          | $60874.15          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45023 G | 2046-12-01      | 3.5000%  |  | $200.03            | $192.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  |  | $56233.32          | $56197.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  |  | $67722549.94       | $71552418.13       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  |  | $43900154.19       | $44788351.86       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $561.35            | $585.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $19677.74          | $20075.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $28225109.32       | $29430729.17       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $22008.81          | $22684.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $567.62            | $585.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  |  | $693.56            | $688.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  |  | $555.29            | $573.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  |  | $577716.83         | $593344.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  |  | $1225299.37        | $1239388.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  |  | $690.84            | $691.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  |  | $564607.53         | $534793.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  |  | $660.20            | $642.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  |  | $679.13            | $647.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  |  | $639.37            | $554.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  |  | $552.28            | $480.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  |  | $4320778.20        | $3917133.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  |  | $912327.67         | $803205.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  |  | $444.94            | $414.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $930.45            | $924.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $472.63            | $462.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $27959.74          | $26611.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  |  | $816.51            | $762.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  |  | $244.17            | $238.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  |  | $776.69            | $728.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  |  | $750.51            | $758.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  |  | $58.02             | $57.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  |  | $183.19            | $172.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  |  | $383.58            | $371.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  |  | $4632171.27        | $3936861.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  |  | $230.42            | $232.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  |  | $450355.98         | $455823.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  |  | $158.84            | $157.24            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $31920000.00       | $29397624.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  |  | $24173141.33       | $25162263.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  |  | $1148854.47        | $1204064.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $693.38            | $706.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $9963566.01        | $10215437.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  |  | $504.59            | $523.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  |  | $461.17            | $418.32            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $4421254.32        | $4486171.11        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  |  | $1164187.52        | $1215593.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  |  | $608.52            | $537.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  |  | $590.21            | $497.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  |  | $596.30            | $496.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  |  | $515.01            | $430.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  |  | $420.83            | $384.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  |  | $328.87            | $337.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $112.43            | $107.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  |  | $22136.49          | $22289.37          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3470%  |  | $23257674.85       | $22964568.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  |  | $1263868.67        | $1287731.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $2799219.00        | $2920655.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  |  | $529.46            | $569.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  |  | $439.25            | $472.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  |  | $21.56             | $22.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  |  | $26.60             | $27.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  |  | $123983.84         | $126748.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  |  | $346222.39         | $367396.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  |  | $9.22              | $9.49              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  |  | $126.95            | $118.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  |  | $43.33             | $42.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  |  | $544612.61         | $552574.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  |  | $1726791.14        | $1789565.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $34951.63          | $36251.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  |  | $7770.05           | $7321.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  |  | $1303.87           | $1297.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $709.38            | $668.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $27012.14          | $25471.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  |  | $2504.99           | $2368.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $582.40            | $538.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  |  | $5200259.94        | $4378329.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  |  | $5513353.63        | $4813199.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  |  | $550.05            | $458.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  |  | $17134875.87       | $14286501.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $506.67            | $424.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $524.92            | $442.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  |  | $65864651.46       | $54943070.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $119531375.44      | $104439410.43      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $383.47            | $336.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $29558713.32       | $25908819.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  |  | $256.50            | $250.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  |  | $158408.02         | $145757.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  |  | $254.70            | $244.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  |  | $179.11            | $170.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  |  | $197.98            | $193.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $154.80            | $155.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  |  | $411972.88         | $412319.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  |  | $2488.51           | $2166.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $558.37            | $486.99            | Agency Mortgage-Backed Securities         |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3070%  |  | $480093.87         | $488726.84         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4934%  |  | $362614.81         | $364428.11         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3257%  |  | $902888.88         | $908818.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.9106%  |  | $406664.93         | $416922.13         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0172%  |  | $37580210.00       | $38046871.05       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  |  | $13303627.60       | $13392523.92       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6172%  |  | $3693193.46        | $3713973.26        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  |  | $11681085.69       | $11856771.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6672%  |  | $1537413.50        | $1549142.87        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7672%  |  | $3189494.82        | $3209734.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  |  | $25571191.03       | $25713931.14       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  |  | $4062142.89        | $4085146.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0672%  |  | $4374649.53        | $4421254.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5172%  |  | $20162697.34       | $20232681.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  |  | $523752.55         | $529742.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2772%  |  | $52710268.65       | $52549113.49       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0672%  |  | $5052955.94        | $5098131.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8672%  |  | $5036506.71        | $5081620.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  |  | $11651970.28       | $11724618.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  |  | $3163893.85        | $3189161.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2172%  |  | $9145383.87        | $9263403.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $12521310.06       | $9820829.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6672%  |  | $6609424.33        | $6655189.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8172%  |  | $34251846.44       | $34513860.12       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8672%  |  | $1048373.64        | $1057093.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4672%  |  | $77261552.76       | $77444676.39       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7672%  |  | $1535322.96        | $1545127.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  |  | $8150520.60        | $8203116.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8672%  |  | $2211604.21        | $2228696.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8672%  |  | $1177559.95        | $1187549.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1172%  |  | $7420154.55        | $7490076.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  |  | $16515557.67       | $16764186.54       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0672%  |  | $21987693.92       | $22236320.03       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  |  | $483025.71         | $420814.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $4782.40           | $4347.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  |  | $809.99            | $675.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $580.78            | $613.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $63137.68          | $63275.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1129510.62        | $998244.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  |  | $12237867.09       | $11260228.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  |  | $666264.63         | $698493.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  |  | $115541.66         | $118743.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $151.06            | $149.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  |  | $625.80            | $601.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $108353.86         | $99962.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  |  | $19981594.32       | $19509327.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $824.35            | $844.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  |  | $961153.99         | $995336.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  |  | $1669.82           | $1711.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  |  | $5301647.61        | $5365559.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  |  | $836.35            | $857.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  |  | $834.96            | $876.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  |  | $836.26            | $873.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $183.35            | $175.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  |  | $130.43            | $129.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $51.72             | $51.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  |  | $155467.92         | $150113.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  |  | $36104.98          | $35339.44          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2060%  |  | $194.44            | $200.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  |  | $94229.30          | $87734.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  |  | $1599120.01        | $1620438.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  |  | $133080.72         | $136695.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  |  | $592.21            | $613.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  |  | $16707707.36       | $17886126.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  |  | $643.83            | $664.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $533.69            | $553.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  |  | $75702.34          | $74826.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  |  | $30438844.15       | $30848337.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  |  | $1527.62           | $1509.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  |  | $76.38             | $75.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $148.15            | $146.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1569 | 2048-04-01      | 5.0000%  |  | $3109747.09        | $3207520.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  |  | $7237.76           | $7170.49           | Agency Mortgage-Backed Securities         |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $1917655.74        | $1902617.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5437%  |  | $647419.97         | $658235.74         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6672%  |  | $2993252.83        | $3014278.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0172%  |  | $2545628.60        | $2568235.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5172%  |  | $11854725.20       | $11896275.49       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5172%  |  | $23827006.04       | $23938610.68       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  |  | $18856867.04       | $18490168.03       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2172%  |  | $11514838.25       | $11660959.76       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  |  | $2707752.93        | $2672028.35        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.2648%  |  | $440111.10         | $435809.52         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  |  | $3711463.97        | $3777435.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8672%  |  | $27848561.62       | $28092916.07       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7172%  |  | $18320983.17       | $18415282.51       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4659%  |  | $324614.96         | $325792.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1817%  |  | $5068190.74        | $5053053.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  |  | $699476.11         | $697163.49         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  |  | $12782286.94       | $12470394.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9098465.99        | $8893702.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M      | 2056-01-20      | 4.5000%  |  | $840.00            | $836.82            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  |  | $14620552.88       | $14773195.68       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  |  | $24367588.14       | $24542833.35       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8172%  |  | $21828112.03       | $22026630.45       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0172%  |  | $4163029.27        | $4203709.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  |  | $306874.66         | $305803.22         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5708%  |  | $916094.59         | $950814.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9672%  |  | $3983296.66        | $4011960.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  |  | $17683179.93       | $16983397.56       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0172%  |  | $5926061.66        | $5977717.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1172%  |  | $3478905.26        | $3520663.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8172%  |  | $27612880.72       | $27784042.56       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6672%  |  | $9672207.74        | $9653427.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  |  | $5301882.56        | $5353507.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  |  | $11204957.62       | $11339095.40       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6172%  |  | $16183378.83       | $16230432.20       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  |  | $15178298.11       | $15276878.80       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  |  | $2400419.04        | $2415599.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5172%  |  | $15641862.30       | $15693511.04       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5172%  |  | $15591139.70       | $15645708.00       | Agency Collateralized Mortgage Obligation |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  |  | $840000.00         | $860532.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  |  | $4175.04           | $4361.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  |  | $1787.40           | $1890.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $832.75            | $863.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  |  | $12217479.09       | $12590505.87       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  |  | $728775.43         | $771769.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  |  | $1628452.97        | $1661365.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  |  | $672.32            | $702.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  |  | $593.02            | $614.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $665.08            | $696.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  |  | $824.53            | $834.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  |  | $659.47            | $709.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  |  | $1072563.23        | $1119843.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  |  | $1155159.27        | $1193318.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  |  | $823.60            | $801.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  |  | $836.35            | $867.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  |  | $100400.79         | $105825.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  |  | $839.26            | $847.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  |  | $7784305.60        | $8118139.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  |  | $836.68            | $891.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  |  | $768.96            | $799.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  |  | $5568.12           | $5746.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $42263.90          | $43304.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $26168.08          | $23685.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $616.79            | $622.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  |  | $605390.89         | $629508.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0316 | 2055-09-01      | 6.0000%  |  | $833.75            | $866.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  |  | $6521.37           | $6764.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  |  | $837.33            | $890.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $98773.66          | $95311.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  |  | $9214.77           | $8688.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  |  | $122.42            | $117.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  |  | $24661.05          | $24187.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  |  | $471072.62         | $452990.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  |  | $1106336.59        | $1157500.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  |  | $836.63            | $865.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  |  | $5850.41           | $6040.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  |  | $1364990.83        | $1409915.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  |  | $640.72            | $640.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  |  | $608.57            | $646.93            | Agency Mortgage-Backed Securities         |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  |  | $11083626.15       | $10896304.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $14006391.99       | $13265743.33       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1172%  |  | $37995994.38       | $38354041.62       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  |  | $658.46            | $666.25            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  |  | $18053513.19       | $18233347.44       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8672%  |  | $2391794.06        | $2407396.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0872%  |  | $2131978.30        | $2158776.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $21838294.13       | $16322916.48       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2227%  |  | $1769581.83        | $1756026.04        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2244316.15        | $2208208.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9672%  |  | $11168698.91       | $11276487.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $5653964.32        | $5702370.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8672%  |  | $4799217.70        | $4835640.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  |  | $17770607.44       | $17904427.22       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $508273.63         | $499179.43         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8172%  |  | $13259630.74       | $13371709.40       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.6003%  |  | $5022991.72        | $4997783.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1672%  |  | $3074800.73        | $3104884.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  |  | $11088392.16       | $11197624.65       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9672%  |  | $20218410.45       | $20384018.57       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  |  | $8333715.14        | $8402629.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  |  | $869518.67         | $912708.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  |  | $552.01            | $584.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  |  | $827.47            | $876.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  |  | $527.54            | $564.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  |  | $922942.55         | $957257.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  |  | $825.96            | $864.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $821.63            | $842.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  |  | $667621.81         | $715479.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  |  | $1209100.03        | $1225182.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  |  | $54.04             | $55.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  |  | $51.56             | $53.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  |  | $64.89             | $67.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  |  | $24.12             | $24.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  |  | $24405.47          | $25680.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  |  | $103916.61         | $107265.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  |  | $11032070.29       | $11392468.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  |  | $59952245.41       | $52140141.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  |  | $13991308.32       | $12341501.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  |  | $275655.27         | $263401.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  |  | $265.52            | $249.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  |  | $220288.66         | $222770.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  |  | $2007996.79        | $1944545.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  |  | $5469087.07        | $5299680.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  |  | $10818238.63       | $10479809.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  |  | $965732.96         | $934629.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  |  | $211273.96         | $221299.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  |  | $7291700.13        | $6431887.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $1989175.25        | $2013678.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  |  | $210144.96         | $210337.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  |  | $6292545.46        | $5926738.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  |  | $3441700.25        | $3335123.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $6201419.29        | $5727176.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  |  | $717857.99         | $694296.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  |  | $58.99             | $58.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  |  | $104.25            | $103.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  |  | $122.68            | $121.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  |  | $122.02            | $126.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  |  | $130.94            | $130.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  |  | $5862638.88        | $5722268.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $1666945.86        | $1704572.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $40229730.69       | $41137805.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  |  | $8345782.74        | $8721371.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  |  | $1362731.70        | $1355451.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  |  | $33828291.52       | $34244992.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  |  | $103153879.25      | $108173897.13      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  |  | $23593959.39       | $24375561.71       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  |  | $55848026.44       | $58930589.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  |  | $13775134.78       | $12176495.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  |  | $62496208.69       | $64606844.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  |  | $4849514.62        | $4321040.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  |  | $10155158.83       | $10498101.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  |  | $844.84            | $880.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  |  | $11801684.64       | $11919974.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  |  | $1148684.99        | $1165431.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  |  | $7122285.74        | $7361938.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  |  | $47657336.94       | $49582375.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $6936877.80        | $7162418.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  |  | $322511.36         | $325599.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  |  | $640.41            | $650.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $828.93            | $905.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  |  | $43449398.54       | $44019285.68       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  |  | $6596.69           | $6796.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $40277258.90       | $40605966.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  |  | $32322.39          | $32276.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  |  | $7.10              | $7.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  |  | $25989.16          | $26272.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3336 | 2053-07-01      | 5.0000%  |  | $13498752.75       | $13728584.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  |  | $18791.09          | $17828.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  |  | $618.14            | $543.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $686282.14         | $684662.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $9792.90           | $9815.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  |  | $56076721.49       | $58428703.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  |  | $14935.40          | $15052.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $3245826.28        | $3325382.20        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  |  | $584876.04         | $512208.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  |  | $125.47            | $124.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $1815751.70        | $1878909.59        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  |  | $1945537.32        | $1895335.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $697.80            | $693.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  |  | $670.54            | $653.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  |  | $1987869.34        | $2039351.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  |  | $48205302.08       | $49735879.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  |  | $839.80            | $871.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  |  | $849.73            | $790.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $839.12            | $864.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9440 | 2054-07-01      | 5.5000%  |  | $3908090.35        | $3987015.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $1403.01           | $1456.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  |  | $5371106.39        | $5480715.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $2991.69           | $3094.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  |  | $620706.78         | $662157.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  |  | $5297.04           | $5404.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  |  | $2644922.88        | $2833890.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  |  | $70237730.19       | $71521192.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  |  | $3962659.82        | $3939315.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  |  | $906114.50         | $920298.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $76379.78          | $78394.77          | Agency Mortgage-Backed Securities         |

### Security 208: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.670%, 3/2/2026
- **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):** $379719000.00
- **C.18.a - Value (excl. sponsor support):** $379719000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 02.000 CLMA4492 | 2051-12-01      | 2.0000%  |  | $810505.62         | $672235.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $14407893.13       | $14566107.80       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $12109591.15       | $12215200.24       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $267876.74         | $279420.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $1208943.66        | $1150947.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $1490368.98        | $1462656.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $21211165.29       | $18489848.21       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $5944811.37        | $5694283.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $2998718.13        | $3016344.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9819 | 2055-01-01      | 6.0000%  |  | $525047.73         | $554105.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $8873875.12        | $8948567.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $5171795.27        | $5126629.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $1463817.01        | $1412126.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $101241.19         | $102290.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $4959325.61        | $5066041.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $5132266.01        | $5193325.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $9610919.04        | $9842131.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $22575020.71       | $23235641.06       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $7245341.06        | $7231140.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $10178593.08       | $9899790.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $6285349.16        | $5763380.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $3160883.58        | $2788378.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $4345467.71        | $3833374.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $27826652.91       | $24547631.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $33346782.52       | $28193118.78       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $2076132.43        | $1756809.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $9682129.52        | $8910915.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $5799757.44        | $5841138.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $3401693.55        | $3430165.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $6558568.39        | $6076937.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $5068888.43        | $4968214.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $6389579.76        | $6145975.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $5462989.85        | $5258110.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $6214551.01        | $5775285.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $3210664.93        | $3140604.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $6867112.93        | $6591177.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $5357144.58        | $5134484.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $4833031.35        | $4495413.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $447896.45         | $430229.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $55077591.66       | $48037218.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $13818487.51       | $11543058.58       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $804120.12         | $668442.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $402632.29         | $395384.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $709877.03         | $675337.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $803276.22         | $677988.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $701935.61         | $642029.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $728781.92         | $663866.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $3244276.56        | $2706681.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $1488323.32        | $1453956.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $2173459.31        | $1838582.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $591654.15         | $577470.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $4657717.14        | $4565209.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $21300085.27       | $18815868.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $2028627.49        | $2053825.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $2556650.38        | $2350269.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $4100007.05        | $3465713.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $12681765.94       | $13011583.44       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $2590664.40        | $2486842.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $3732621.99        | $3562324.01        | Agency Mortgage-Backed Securities |

### Security 209: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  3.660%, 3/2/2026
- **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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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%  |  | $30107250.00       | $30528343.14       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  |  | $6537900.00        | $6629769.06        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $10300200.00       | $10435886.46       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $284904500.00      | $259369224.29      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $136350.00         | $128695.91         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $22623400.00       | $21102628.81       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $1336300.00        | $1387511.57        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $17203300.00       | $14937621.69       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $52807150.00       | $34142300.62       | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $16000.00          | $12175.50          | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $69689150.00       | $56856583.76       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $34297900.00       | $23018116.56       | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $306950.00         | $331955.31         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $48058900.00       | $46786358.21       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $145200.00         | $155563.73         | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $1812000.00        | $1861848.52        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $1273650.00        | $1131352.20        | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $1222600.00        | $878032.87         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $434500.00         | $461613.99         | U.S. Treasuries (including strips) |

### Security 210: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  3.670%, 3/2/2026
- **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):** $450003950.00
- **C.18.a - Value (excl. sponsor support):** $450003950.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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       | $51857657.97       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $50000000.00       | $51857657.97       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 10/15/2026 | 2026-10-15      | 4.6250%  |  | $40000000.00       | $40925190.37       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $50000000.00       | $50736607.14       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 05/31/2026 | 2026-05-31      | 4.8750%  |  | $11210000.00       | $11375147.32       | U.S. Treasuries (including strips) |

### Security 211: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  3.670%, 3/2/2026
- **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):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  |  | $328589645.43      | $258050904.71      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  |  | $313683.54         | $246198.36         | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  |  | $320151088.83      | $254210636.13      | Agency Mortgage-Backed Securities         |

### Security 212: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  3.680%, 3/2/2026
- **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:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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       | $9444958.56        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  |  | $50000000.00       | $51289740.44       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $20025039.61       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $50273176.02       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35648709.12       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $37080973.76       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $37080973.76       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $37080973.76       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $50000000.00       | $37080973.76       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 08/15/2052 | 2052-08-15      | 3.0000%  |  | $33000000.00       | $24473442.68       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49601346.69       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $49601346.69       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19840538.67       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51782372.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $7830000.00        | $8109119.49        | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41758981.17       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51165433.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51165433.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 06/15/2027 | 2027-06-15      | 4.6250%  |  | $50000000.00       | $51165433.63       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51547499.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $36083249.73       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $45521094.03       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $45521094.03       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/15/2043 | 2043-11-15      | 3.7500%  |  | $50000000.00       | $45521094.03       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52112637.36       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52112637.36       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52112637.36       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $20372000.00       | $21232772.97       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $43000000.00       | $44653397.68       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $50000000.00       | $51368677.87       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $45708995.17       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51714800.82       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 03/31/2030 | 2030-03-31      | 4.0000%  |  | $50000000.00       | $51714800.82       | U.S. Treasuries (including strips) |
| UST - 4.8750 - 10/31/2028 | 2028-10-31      | 4.8750%  |  | $50000000.00       | $52600107.62       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51818681.32       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51818681.32       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 03/31/2029 | 2029-03-31      | 4.1250%  |  | $50000000.00       | $51818681.32       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50862894.03       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50862894.03       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50862894.03       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $40000000.00       | $40690315.23       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $53347137.04       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $53347137.04       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $48000000.00       | $51213251.56       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $50000000.00       | $50711538.46       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 10/15/2028 | 2028-10-15      | 3.5000%  |  | $25000000.00       | $25355769.23       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50976155.33       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2031 | 2031-07-31      | 4.1250%  |  | $30000000.00       | $30821206.72       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $29751754.86       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50976155.33       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $50000000.00       | $50976155.33       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 03/31/2027 | 2027-03-31      | 3.8750%  |  | $25000000.00       | $25488077.66       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $50000000.00       | $50423292.80       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 11/30/2032 | 2032-11-30      | 3.7500%  |  | $30000000.00       | $30253975.68       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50501056.24       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50501056.24       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $50000000.00       | $50501056.24       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 04/30/2030 | 2030-04-30      | 3.5000%  |  | $427000.00         | $431279.02         | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48688815.22       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $48688815.22       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $49841160.22       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $50000000.00       | $49841160.22       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 05/15/2029 | 2029-05-15      | 2.3750%  |  | $16000000.00       | $15949171.27       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $50000000.00       | $53534855.77       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 11/30/2028 | 2028-11-30      | 4.3750%  |  | $30000000.00       | $32120913.46       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $50000000.00       | $53074585.64       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 02/15/2036 | 2036-02-15      | 4.5000%  |  | $2000000.00        | $2122983.43        | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $53078729.28       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  |  | $50000000.00       | $53078729.28       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $53646408.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $13510000.00       | $14276250.41       | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.680%, 3/5/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94999J005, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? 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 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $816808900.00      | $826985950.80      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $189432200.00      | $193326899.87      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.670%, 3/3/2026
- **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:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **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 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $280591100.00      | $284087131.79      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $148900.00         | $150935.03         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $855700000.00      | $883513152.76      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  |  | $109079600.00      | $107638791.67      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO,  3.660%, 3/2/2026
- **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:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $194200000.00      | $202477896.64      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $68271600.00       | $68646554.04       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $183000000.00      | $194887264.46      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $537717700.00      | $564072893.08      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $514000000.00      | $523806069.41      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $1900000.00        | $1808622.12        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  |  | $44000000.00       | $42349344.62       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $27000000.00       | $26827583.52       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  |  | $1080030000.00     | $1111993440.11     | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $295000.00         | $297936.14         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $320220000.00      | $339377538.33      | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $39843900.00       | $35552111.45       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $119986600.00      | $114805016.92      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $48000000.00       | $50143948.64       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $276000000.00      | $281853288.20      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  |  | $11600000.00       | $12189358.06       | U.S. Treasuries (including strips) |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 3/2/2026
- **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):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 06.000 CLDE8810  | 2055-09-01      | 6.0000%  |  | $146.95            | $153.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7796  | 2056-01-01      | 5.5000%  |  | $598431.11         | $618530.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6634  | 2055-07-01      | 6.0000%  |  | $537.06            | $553.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  |  | $136.26            | $140.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1697  | 2055-12-01      | 5.5000%  |  | $145.90            | $150.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9104  | 2056-01-01      | 5.0000%  |  | $464006.97         | $471836.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5531  | 2055-05-01      | 6.5000%  |  | $462411.83         | $482283.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $581.03            | $600.54            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2889  | 2032-01-01      | 4.3700%  |  | $146.17            | $149.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0053  | 2055-04-01      | 6.5000%  |  | $146.97            | $157.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3379  | 2054-10-01      | 5.5000%  |  | $4368307.71        | $4517814.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0094  | 2056-02-01      | 5.0000%  |  | $6423462.59        | $6473611.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3862  | 2052-04-01      | 2.5000%  |  | $638790.63         | $563787.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3699  | 2055-11-01      | 5.5000%  |  | $443.64            | $453.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $297.35            | $303.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3665  | 2055-11-01      | 6.5000%  |  | $295.86            | $309.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0794  | 2056-02-01      | 5.0000%  |  | $1137619.85        | $1156919.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7417  | 2055-12-01      | 5.5000%  |  | $597.09            | $612.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4127  | 2052-07-01      | 4.5000%  |  | $108.29            | $107.73            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.5410%  |  | $252.54            | $255.30            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  |  | $5.01              | $5.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630  | 2054-12-01      | 4.5000%  |  | $35500.19          | $35289.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9207  | 2054-09-01      | 5.0000%  |  | $128.05            | $129.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9059  | 2054-08-01      | 5.5000%  |  | $130.91            | $133.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9775  | 2055-01-01      | 5.0000%  |  | $611394.88         | $623040.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8984  | 2054-08-01      | 5.5000%  |  | $130.97            | $136.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $821598.62         | $855872.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6673  | 2053-07-01      | 5.5000%  |  | $344.70            | $356.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6676  | 2053-07-01      | 6.0000%  |  | $158312.64         | $166163.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $8777118.27        | $9106499.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $278840.81         | $285207.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  |  | $1099168.19        | $1177671.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4759  | 2037-09-01      | 5.0000%  |  | $117163.86         | $119966.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4273  | 2052-07-01      | 5.0000%  |  | $870219.42         | $882456.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $219.77            | $199.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520  | 2042-01-01      | 2.0000%  |  | $420.27            | $370.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5339  | 2044-04-01      | 5.5000%  |  | $102.73            | $105.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $1506.45           | $1253.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $201.99            | $168.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  |  | $1250966.63        | $1120046.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2541  | 2031-02-01      | 2.5000%  |  | $53.06             | $51.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223  | 2042-01-01      | 3.5000%  |  | $227299.79         | $219979.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $9.75              | $10.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $675.10            | $587.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8194  | 2052-02-01      | 2.5000%  |  | $8429.81           | $7336.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $218.68            | $182.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570  | 2054-05-01      | 6.0000%  |  | $932027.60         | $977382.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8079  | 2050-07-01      | 2.0000%  |  | $31320.75          | $26163.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $271.95            | $238.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6708  | 2054-02-01      | 6.0000%  |  | $5123.68           | $5302.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269  | 2053-05-01      | 4.5000%  |  | $792715.95         | $794494.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $223.01            | $211.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4930  | 2052-06-01      | 3.5000%  |  | $21597.87          | $20446.44          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $170.34            | $183.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  |  | $5321.22           | $5486.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2704  | 2053-04-01      | 5.0000%  |  | $160550.76         | $163827.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  |  | $93869.18          | $78230.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  |  | $271.74            | $246.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2383  | 2053-10-01      | 6.5000%  |  | $1039925.92        | $1085687.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3043  | 2052-10-01      | 4.5000%  |  | $4794.33           | $4783.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2031  | 2052-05-01      | 3.5000%  |  | $2093128.25        | $1982606.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1535  | 2052-04-01      | 3.0000%  |  | $541.97            | $495.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1112  | 2052-03-01      | 2.0000%  |  | $297084.99         | $251093.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0495  | 2050-03-01      | 2.5000%  |  | $102.39            | $89.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $118134.03         | $108982.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB3985  | 2037-06-01      | 4.5000%  |  | $21919.80          | $22322.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3272  | 2052-04-01      | 4.0000%  |  | $85966.41          | $84252.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  |  | $279.10            | $231.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2095  | 2051-11-01      | 3.0000%  |  | $12491.41          | $11332.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5223  | 2053-07-01      | 5.0000%  |  | $354.96            | $361.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4842  | 2053-06-01      | 5.5000%  |  | $43997.34          | $45533.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4834  | 2053-02-01      | 6.5000%  |  | $155.72            | $164.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4563  | 2053-05-01      | 5.0000%  |  | $11243.71          | $11412.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $344.41            | $312.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8713  | 2055-12-01      | 5.0000%  |  | $183399.27         | $185237.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1983  | 2048-08-01      | 3.0000%  |  | $141.83            | $132.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1965  | 2054-05-01      | 5.5000%  |  | $124.46            | $127.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $126.58            | $111.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0529  | 2046-10-01      | 3.0000%  |  | $7686.38           | $7156.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240  | 2048-01-01      | 3.5000%  |  | $158.87            | $151.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1915  | 2049-02-01      | 3.0000%  |  | $139.27            | $129.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1812  | 2053-11-01      | 6.0000%  |  | $133.09            | $137.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1322  | 2054-09-01      | 6.0000%  |  | $139.87            | $144.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $408.01            | $384.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1766  | 2055-02-01      | 5.5000%  |  | $156247.26         | $161415.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1746  | 2052-03-01      | 3.0000%  |  | $700.92            | $636.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658  | 2054-10-01      | 4.5000%  |  | $828.70            | $822.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0507  | 2055-01-01      | 6.0000%  |  | $201.27            | $208.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0455  | 2054-05-01      | 6.5000%  |  | $120.28            | $127.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0104  | 2051-02-01      | 3.5000%  |  | $397.31            | $383.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG1219  | 2056-02-01      | 6.5000%  |  | $148.28            | $156.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0112  | 2056-01-01      | 6.0000%  |  | $165.34            | $173.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0833  | 2056-01-01      | 6.0000%  |  | $148.15            | $154.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8653  | 2055-12-01      | 5.5000%  |  | $295.83            | $305.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF8646  | 2056-01-01      | 6.0000%  |  | $151.57            | $157.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL991538  | 2038-11-01      | 6.5000%  |  | $2249.42           | $2381.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  |  | $2.66              | $2.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1259  | 2055-10-01      | 6.5000%  |  | $3025082.73        | $3227740.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1028  | 2055-09-01      | 6.0000%  |  | $283638.92         | $298127.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $4336375.72        | $4542164.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $243.29            | $257.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0778  | 2054-03-01      | 6.5000%  |  | $366.57            | $387.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569  | 2052-02-01      | 3.0000%  |  | $66986.21          | $60739.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937  | 2049-06-01      | 3.5000%  |  | $36.46             | $35.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $40.23             | $40.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  |  | $315.64            | $323.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6555  | 2051-04-01      | 2.0000%  |  | $29315.50          | $24586.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156  | 2051-07-01      | 2.5000%  |  | $1302.62           | $1135.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  |  | $187630.09         | $175741.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $146.44            | $156.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6575  | 2051-09-01      | 2.5000%  |  | $202.32            | $176.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU0525  | 2051-10-01      | 3.0000%  |  | $459.88            | $417.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1509  | 2046-08-01      | 3.0000%  |  | $38.23             | $35.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9225  | 2051-02-01      | 2.0000%  |  | $100.32            | $83.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3136  | 2053-04-01      | 6.5000%  |  | $113.98            | $119.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8390  | 2053-11-01      | 4.0000%  |  | $28969.84          | $28206.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $256.53            | $223.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY7012  | 2053-07-01      | 7.0000%  |  | $144.20            | $156.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $549.20            | $456.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $362.87            | $367.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $120.02            | $130.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $75.56             | $78.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBW6967  | 2053-01-01      | 7.0000%  |  | $427.83            | $470.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $328.99            | $273.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  |  | $348.99            | $353.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164  | 2053-10-01      | 5.0000%  |  | $249.47            | $252.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8125  | 2054-05-01      | 5.5000%  |  | $1006.81           | $1035.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346  | 2053-10-01      | 6.5000%  |  | $210.58            | $221.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $97.48             | $97.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3354  | 2053-06-01      | 5.0000%  |  | $78080.65          | $79041.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533  | 2052-08-01      | 4.5000%  |  | $105153.62         | $105130.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $74.99             | $65.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531  | 2050-12-01      | 3.0000%  |  | $74.13             | $68.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6304  | 2053-05-01      | 4.5000%  |  | $380.45            | $381.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG2532  | 2053-04-01      | 7.0000%  |  | $56.17             | $60.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8229  | 2052-05-01      | 4.5000%  |  | $9699.08           | $9642.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4516  | 2037-01-01      | 2.0000%  |  | $90.06             | $83.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946  | 2048-09-01      | 5.0000%  |  | $1217.53           | $1242.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216  | 2053-12-01      | 6.0000%  |  | $545.53            | $563.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1547  | 2048-12-01      | 5.0000%  |  | $313.66            | $322.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3023  | 2053-06-01      | 5.5000%  |  | $280.79            | $286.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1161  | 2053-04-01      | 5.5000%  |  | $141.43            | $145.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047  | 2050-06-01      | 2.0000%  |  | $76.45             | $63.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO4635  | 2049-11-01      | 5.0000%  |  | $70.20             | $72.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849  | 2052-05-01      | 2.5000%  |  | $37923.83          | $33295.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040  | 2053-06-01      | 6.0000%  |  | $413172.10         | $427816.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0837  | 2055-01-01      | 6.0000%  |  | $52457.63          | $54409.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0236  | 2055-08-01      | 5.5000%  |  | $589.37            | $605.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9844  | 2055-01-01      | 6.5000%  |  | $141.14            | $147.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9973  | 2055-10-01      | 5.5000%  |  | $783.62            | $805.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0205  | 2055-09-01      | 6.0000%  |  | $591.71            | $609.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5705  | 2054-11-01      | 4.5000%  |  | $272391.82         | $271059.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  |  | $379.61            | $402.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313  | 2055-01-01      | 6.5000%  |  | $116.37            | $123.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1219  | 2055-10-01      | 5.5000%  |  | $407193.21         | $420324.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2714  | 2054-01-01      | 6.5000%  |  | $512.46            | $543.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $27336.06          | $27094.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9940  | 2055-02-01      | 4.5000%  |  | $537.36            | $538.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  |  | $4331757.39        | $4470067.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6158  | 2055-04-01      | 6.0000%  |  | $132.94            | $137.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $251.11            | $260.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7505  | 2054-12-01      | 5.5000%  |  | $270758.47         | $276741.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0282  | 2055-04-01      | 6.5000%  |  | $556.01            | $580.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5809  | 2055-01-01      | 6.5000%  |  | $101.71            | $106.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $47.80             | $49.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956  | 2046-01-01      | 5.5000%  |  | $151.25            | $154.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5598  | 2045-01-01      | 5.5000%  |  | $108.56            | $111.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $12424216.93       | $12526606.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $73.07             | $76.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5175  | 2043-10-01      | 5.5000%  |  | $286.01            | $293.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165  | 2053-10-01      | 5.5000%  |  | $2139.04           | $2187.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107  | 2053-08-01      | 5.5000%  |  | $445.55            | $455.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5634  | 2053-01-01      | 5.5000%  |  | $2426219.99        | $2491692.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $141.58            | $146.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $92.74             | $98.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $119.90            | $118.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9678  | 2052-09-01      | 5.5000%  |  | $175643.18         | $181537.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $100.89            | $101.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  |  | $99.22             | $97.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1240  | 2051-11-01      | 3.0000%  |  | $314.85            | $287.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9138  | 2050-03-01      | 4.0000%  |  | $103.38            | $101.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFM7438  | 2038-11-01      | 7.5000%  |  | $171.76            | $183.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4875  | 2050-11-01      | 2.5000%  |  | $110.10            | $97.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4868  | 2050-11-01      | 2.0000%  |  | $94.40             | $79.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982  | 2050-05-01      | 3.5000%  |  | $33.34             | $31.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3462  | 2033-12-01      | 3.5000%  |  | $27.88             | $27.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3241  | 2050-03-01      | 3.0000%  |  | $3230506.62        | $2972468.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2983  | 2049-05-01      | 4.0000%  |  | $121.48            | $120.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2423  | 2047-07-01      | 5.0000%  |  | $86.19             | $88.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $466.31            | $475.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3745  | 2055-03-01      | 6.0000%  |  | $133.81            | $138.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0118  | 2054-05-01      | 6.0000%  |  | $382.51            | $398.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7064  | 2055-10-01      | 6.5000%  |  | $64147.32          | $67712.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6339  | 2055-04-01      | 6.0000%  |  | $276.52            | $288.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6485  | 2055-09-01      | 6.0000%  |  | $246230.05         | $256639.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2526  | 2052-04-01      | 2.5000%  |  | $141.43            | $124.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD9495  | 2040-07-01      | 5.5000%  |  | $289.53            | $298.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8034  | 2055-05-01      | 6.0000%  |  | $234.96            | $243.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5757  | 2055-03-01      | 5.0000%  |  | $274393.17         | $279727.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0582  | 2046-11-01      | 3.5000%  |  | $204264.48         | $197800.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2975  | 2055-08-01      | 6.5000%  |  | $292076.34         | $311375.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $121.69            | $127.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9704  | 2055-09-01      | 7.0000%  |  | $1244582.28        | $1319060.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3585  | 2055-11-01      | 6.0000%  |  | $96357.65          | $101047.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $134.83            | $140.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  |  | $22288.30          | $23444.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  |  | $371.54            | $392.65            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6615%  |  | $682616.55         | $685848.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8115%  |  | $3044316.30        | $3069564.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6615%  |  | $275142.99         | $276697.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5615%  |  | $3259826.28        | $3264249.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 4.9615%  |  | $218.93            | $221.01            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $639.90            | $610.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.6615%  |  | $111.42            | $109.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.6915%  |  | $428.50            | $430.94            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1817%  |  | $548225.23         | $542488.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6615%  |  | $169.92            | $169.82            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.7415%  |  | $146.96            | $147.92            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.7115%  |  | $6104300.31        | $6132838.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7615%  |  | $2252475.17        | $2268730.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.7715%  |  | $1345282.97        | $1354768.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FL 11/25/54  | 2054-11-25      | 4.9172%  |  | $6902855.16        | $6950527.50        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ET 12/25/55  | 2055-12-25      | 4.5000%  |  | $3008472.06        | $2979924.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  |  | $156.58            | $136.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $143.12            | $149.90            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8115%  |  | $1298979.00        | $1308054.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.4115%  |  | $4302467.74        | $4353827.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9615%  |  | $557099.69         | $560920.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.3115%  |  | $1155008.73        | $1169503.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.7715%  |  | $2415948.15        | $2438725.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7615%  |  | $2129298.62        | $2138477.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7615%  |  | $1704497.89        | $1715822.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.9115%  |  | $3830090.01        | $3864656.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.9115%  |  | $5941.41           | $6001.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9615%  |  | $293.80            | $297.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9615%  |  | $1799896.97        | $1822791.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9615%  |  | $169429.22         | $171567.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1615%  |  | $44.92             | $45.65             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.9115%  |  | $723069.00         | $731957.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9615%  |  | $1387741.13        | $1405299.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.5615%  |  | $45.95             | $46.98             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6615%  |  | $66284.31          | $66634.72          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 4.9672%  |  | $426212.33         | $428648.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.5415%  |  | $96.00             | $96.24             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.2615%  |  | $10129.52          | $10261.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0615%  |  | $1832336.09        | $1852341.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 4.7715%  |  | $2045512.38        | $2061618.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.8115%  |  | $138.57            | $139.58            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.6115%  |  | $408.71            | $410.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.6115%  |  | $129.53            | $130.18            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 4.7615%  |  | $109.52            | $110.05            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  |  | $738.91            | $745.90            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $30609.69          | $28651.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC112AT R25F112  | 2056-01-25      | 4.5000%  |  | $4426218.77        | $4390800.17        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $20324.19          | $19532.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $170403.25         | $143328.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDD9142  | 2055-05-01      | 5.5000%  |  | $331015.76         | $341172.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9787  | 2055-08-01      | 6.5000%  |  | $295.18            | $310.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD8886  | 2055-08-01      | 7.0000%  |  | $148.31            | $156.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $294.42            | $310.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512  | 2055-06-01      | 6.0000%  |  | $555.78            | $582.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5463  | 2055-04-01      | 6.0000%  |  | $293.11            | $305.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6271  | 2055-04-01      | 6.0000%  |  | $329.82            | $342.81            | Agency Mortgage-Backed Securities         |
| FMAC FERA 4990FN 05/25/50  | 2050-05-25      | 4.1317%  |  | $59.04             | $58.17             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.9115%  |  | $3989314.49        | $4026447.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6615%  |  | $101518.69         | $102051.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  |  | $15217477.87       | $13227812.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6615%  |  | $16588.27          | $16678.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.4115%  |  | $58544.81          | $59243.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7215%  |  | $7783221.34        | $7836404.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDD5101  | 2055-04-01      | 6.5000%  |  | $356517.86         | $375588.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4241  | 2055-03-01      | 5.5000%  |  | $109.65            | $112.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $441.30            | $471.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0448  | 2055-01-01      | 6.5000%  |  | $11486.80          | $12006.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8902  | 2055-01-01      | 5.5000%  |  | $126.50            | $129.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7461  | 2054-11-01      | 6.5000%  |  | $279317.21         | $297866.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3998  | 2054-10-01      | 6.5000%  |  | $179.48            | $187.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  |  | $358748.18         | $389605.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9599  | 2054-08-01      | 6.5000%  |  | $263.24            | $278.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8386  | 2054-07-01      | 6.0000%  |  | $145.33            | $149.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5468  | 2054-05-01      | 6.0000%  |  | $242.59            | $250.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4856  | 2054-12-01      | 6.0000%  |  | $155.70            | $161.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3415  | 2055-09-01      | 5.0000%  |  | $124751.93         | $125885.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2557  | 2055-08-01      | 6.0000%  |  | $138.96            | $146.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1948  | 2055-07-01      | 6.5000%  |  | $1344185.33        | $1428147.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1700  | 2055-03-01      | 6.5000%  |  | $405.45            | $424.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8459  | 2055-11-01      | 6.5000%  |  | $108544.08         | $114616.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8451  | 2055-11-01      | 6.5000%  |  | $147.78            | $157.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4591  | 2055-10-01      | 5.5000%  |  | $452.77            | $465.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  |  | $448.42            | $476.58            | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK8713 H      | 2075-09-20      | 5.3890%  |  | $301.43            | $327.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB1906  | 2054-07-01      | 7.0000%  |  | $146.27            | $157.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2336  | 2053-05-01      | 5.5000%  |  | $141.38            | $146.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4645  | 2054-06-01      | 6.0000%  |  | $838913.54         | $865634.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $103.91            | $94.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  |  | $248647.76         | $206734.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7274  | 2051-09-01      | 2.5000%  |  | $342.10            | $300.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $256.42            | $233.97            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4783  | 2032-02-01      | 2.2400%  |  | $170.22            | $155.69            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.625 MLBS1658  | 2051-06-01      | 2.6250%  |  | $512.93            | $396.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3432  | 2051-01-01      | 2.0000%  |  | $103.10            | $85.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5979  | 2050-11-01      | 2.0000%  |  | $41753.09          | $35017.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2405  | 2050-09-01      | 2.5000%  |  | $72.17             | $63.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3659  | 2050-08-01      | 2.5000%  |  | $281292.52         | $245865.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9169  | 2049-12-01      | 3.0000%  |  | $258.52            | $237.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8933  | 2050-01-01      | 3.0000%  |  | $154809.72         | $142322.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3251  | 2049-11-01      | 3.0000%  |  | $586.33            | $545.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3189  | 2049-10-01      | 3.0000%  |  | $318.41            | $291.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $138.84            | $138.56            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9640%  |  | $140.60            | $136.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984  | 2049-05-01      | 5.0000%  |  | $10858.99          | $11133.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5696  | 2049-02-01      | 4.0000%  |  | $66.93             | $66.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM4345  | 2040-06-01      | 6.5000%  |  | $60.91             | $64.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $111.63            | $118.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562  | 2048-02-01      | 4.5000%  |  | $1147.07           | $1158.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM1505  | 2040-09-01      | 6.5000%  |  | $144.49            | $151.73            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $318.35            | $292.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0104  | 2056-02-01      | 4.0000%  |  | $45.15             | $44.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6920  | 2055-12-01      | 6.0000%  |  | $297.15            | $314.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6120  | 2055-12-01      | 6.0000%  |  | $145.06            | $152.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4684  | 2055-11-01      | 5.0000%  |  | $2355214.95        | $2394337.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4157  | 2055-11-01      | 6.5000%  |  | $97663.17          | $102584.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3719  | 2055-11-01      | 5.5000%  |  | $296.89            | $303.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3679  | 2055-11-01      | 5.0000%  |  | $442.74            | $446.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3676  | 2055-11-01      | 5.0000%  |  | $713546.86         | $720215.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3637  | 2055-11-01      | 6.5000%  |  | $442.41            | $463.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2834  | 2055-10-01      | 5.5000%  |  | $296.47            | $302.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1972  | 2055-10-01      | 6.5000%  |  | $295.63            | $312.64            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580  | 2038-04-01      | 3.5100%  |  | $148.28            | $138.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $522.08            | $510.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL8370  | 2040-01-01      | 7.0000%  |  | $214.53            | $228.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL2071  | 2040-03-01      | 5.5000%  |  | $15426.94          | $16172.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727  | 2042-03-01      | 3.5000%  |  | $21.68             | $20.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8485  | 2041-07-01      | 5.0000%  |  | $9.87              | $10.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI6581  | 2041-07-01      | 4.5000%  |  | $815173.58         | $827081.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $12.44             | $12.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  |  | $375.43            | $383.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9392  | 2055-09-01      | 6.5000%  |  | $442.19            | $468.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9368  | 2055-09-01      | 6.0000%  |  | $307155.83         | $317009.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9821  | 2055-09-01      | 7.0000%  |  | $272.35            | $289.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8811  | 2055-09-01      | 6.0000%  |  | $421.49            | $438.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8754  | 2055-09-01      | 6.5000%  |  | $459788.92         | $481776.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8030  | 2055-09-01      | 6.5000%  |  | $624954.79         | $655355.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8016  | 2055-09-01      | 6.5000%  |  | $146.44            | $154.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7983  | 2055-08-01      | 6.0000%  |  | $470.18            | $484.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5277  | 2055-08-01      | 6.0000%  |  | $266.89            | $276.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3704  | 2055-08-01      | 6.5000%  |  | $660784.71         | $698651.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3702  | 2055-08-01      | 6.0000%  |  | $441.59            | $460.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4454  | 2055-07-01      | 7.5000%  |  | $147.46            | $159.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4453  | 2055-06-01      | 7.5000%  |  | $295.03            | $319.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2581  | 2055-07-01      | 6.0000%  |  | $340929.90         | $354128.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1335  | 2055-06-01      | 6.5000%  |  | $1156923.71        | $1227531.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA2916  | 2056-01-01      | 7.0000%  |  | $37665.86          | $39990.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5755  | 2056-01-01      | 6.5000%  |  | $147.64            | $156.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5780  | 2056-01-01      | 6.5000%  |  | $148.11            | $158.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5575  | 2055-12-01      | 6.0000%  |  | $147.98            | $154.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8553  | 2053-02-01      | 6.0000%  |  | $2095968.62        | $2194647.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8432  | 2053-01-01      | 6.5000%  |  | $82.94             | $87.15             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $335.92            | $335.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $193.63            | $196.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6562  | 2052-01-01      | 2.5000%  |  | $5764.13           | $5119.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5801  | 2051-09-01      | 2.5000%  |  | $63849.68          | $56300.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2579  | 2050-05-01      | 3.0000%  |  | $101849.78         | $92242.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1202  | 2049-08-01      | 3.5000%  |  | $7407.49           | $7061.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $109.11            | $112.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $141141.40         | $148008.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $222.65            | $240.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8165  | 2053-08-01      | 5.0000%  |  | $260.21            | $265.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $119.08            | $130.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  |  | $250.68            | $274.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $143.12            | $152.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $117.93            | $125.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG0426  | 2053-04-01      | 4.5000%  |  | $20828.52          | $20792.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8010  | 2055-05-01      | 6.5000%  |  | $146.58            | $154.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $146.79            | $154.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6311  | 2055-04-01      | 6.0000%  |  | $359256.76         | $373685.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7765  | 2053-03-01      | 5.0000%  |  | $24553.35          | $24996.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7207  | 2053-03-01      | 7.0000%  |  | $113.65            | $121.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7206  | 2053-03-01      | 6.5000%  |  | $143.92            | $151.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4353  | 2053-04-01      | 6.5000%  |  | $116.23            | $125.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0985  | 2052-10-01      | 5.0000%  |  | $512.77            | $525.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW5507  | 2052-07-01      | 4.5000%  |  | $133864.24         | $133241.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  |  | $234.25            | $232.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW3033  | 2052-08-01      | 5.5000%  |  | $2877.64           | $2960.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $124.62            | $123.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0043  | 2052-07-01      | 5.0000%  |  | $48049.89          | $49266.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV6479  | 2055-12-01      | 6.5000%  |  | $206909.62         | $215872.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4165  | 2052-03-01      | 2.5000%  |  | $195.25            | $169.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $112.98            | $102.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1474  | 2055-04-01      | 5.5000%  |  | $291037.31         | $300677.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7107  | 2051-12-01      | 2.0000%  |  | $959.43            | $804.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5084  | 2054-09-01      | 5.5000%  |  | $118041.73         | $121460.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $272.51            | $281.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF0827  | 2055-10-01      | 7.0000%  |  | $147.72            | $156.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $210.56            | $192.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $84.51             | $77.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $36.22             | $35.54             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $532987.22         | $440795.95         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  |  | $584.95            | $477.65            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $1043.27           | $849.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3717  | 2053-09-01      | 5.5000%  |  | $1516770.78        | $1574391.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $11900.07          | $12274.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  |  | $1162.08           | $1177.83           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  |  | $92780.71          | $80689.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221  | 2052-06-01      | 3.5000%  |  | $930.37            | $877.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184  | 2051-12-01      | 3.0000%  |  | $98.89             | $90.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB1905  | 2054-08-01      | 7.5000%  |  | $297.72            | $325.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1814  | 2054-04-01      | 6.0000%  |  | $745915.84         | $769730.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2589  | 2054-07-01      | 5.5000%  |  | $127.07            | $131.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1267  | 2054-04-01      | 6.0000%  |  | $232.24            | $241.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB0546  | 2054-02-01      | 7.5000%  |  | $510.59            | $550.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0428  | 2054-04-01      | 5.5000%  |  | $146.20            | $149.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7469  | 2054-01-01      | 7.0000%  |  | $412.93            | $441.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6413  | 2054-02-01      | 7.5000%  |  | $290.84            | $317.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLDA6408  | 2053-12-01      | 8.0000%  |  | $442.35            | $479.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $320576.12         | $348721.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5842  | 2053-11-01      | 6.5000%  |  | $580.23            | $624.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL882685  | 2036-06-01      | 6.0000%  |  | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2651  | 2055-11-01      | 5.5000%  |  | $292.20            | $299.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725424  | 2034-04-01      | 5.5000%  |  | $2.84              | $2.94              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5478  | 2045-09-01      | 4.0000%  |  | $101009.51         | $99621.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4130  | 2044-02-01      | 4.5000%  |  | $275.22            | $276.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $60280.35          | $61034.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8274  | 2046-11-01      | 3.0000%  |  | $27.55             | $25.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7844  | 2046-09-01      | 3.0000%  |  | $34.19             | $31.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1789  | 2044-02-01      | 4.5000%  |  | $193831.88         | $196186.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725762  | 2034-08-01      | 6.0000%  |  | $3.11              | $3.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0354  | 2051-12-01      | 2.0000%  |  | $125.47            | $104.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0352  | 2052-01-01      | 2.0000%  |  | $10785.33          | $9011.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0141  | 2052-01-01      | 2.5000%  |  | $158884.50         | $139162.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0070  | 2050-04-01      | 5.0000%  |  | $262304.04         | $269220.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9517  | 2051-11-01      | 2.5000%  |  | $241489.15         | $211816.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9482  | 2051-11-01      | 3.0000%  |  | $106.86            | $96.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9218  | 2051-10-01      | 2.0000%  |  | $412.56            | $342.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0200  | 2051-04-01      | 3.0000%  |  | $3531.58           | $3202.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618  | 2051-01-01      | 3.0000%  |  | $247.09            | $228.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8970  | 2051-02-01      | 3.0000%  |  | $89.01             | $82.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7049  | 2050-09-01      | 3.0000%  |  | $754342.39         | $699461.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4128  | 2049-09-01      | 3.0000%  |  | $86.73             | $79.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCA4385  | 2049-07-01      | 6.0000%  |  | $18.33             | $19.13             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0396  | 2034-01-01      | 4.6900%  |  | $146.27            | $150.96            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0129  | 2030-12-01      | 4.9300%  |  | $296.55            | $309.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9939  | 2053-12-01      | 7.0000%  |  | $145.20            | $156.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY9895  | 2053-10-01      | 5.5000%  |  | $143.45            | $146.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $129.80            | $139.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8375  | 2053-08-01      | 6.5000%  |  | $426.36            | $454.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7533  | 2054-05-01      | 5.0000%  |  | $399307.42         | $408580.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  |  | $100.29            | $106.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $116.89            | $126.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4716  | 2053-06-01      | 7.0000%  |  | $143.30            | $156.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3692  | 2053-05-01      | 5.5000%  |  | $426.23            | $436.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $211.98            | $225.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $21815.73          | $23123.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV0979  | 2052-12-01      | 6.0000%  |  | $80143.41          | $83247.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0898  | 2052-02-01      | 3.0000%  |  | $317.08            | $289.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  |  | $97.14             | $91.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1275  | 2052-07-01      | 4.5000%  |  | $105.63            | $105.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106  | 2053-08-01      | 5.0000%  |  | $121.04            | $122.39            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $310.17            | $303.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4593  | 2054-05-01      | 6.0000%  |  | $119.97            | $123.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2482  | 2050-02-01      | 3.0000%  |  | $43078.24          | $39235.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234  | 2050-12-01      | 3.0000%  |  | $171.90            | $158.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076  | 2055-03-01      | 5.5000%  |  | $144.45            | $148.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9561  | 2054-09-01      | 6.5000%  |  | $476.62            | $508.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203  | 2054-09-01      | 6.0000%  |  | $336454.85         | $347289.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9830  | 2054-04-01      | 5.5000%  |  | $1844.05           | $1897.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8391  | 2050-08-01      | 5.0000%  |  | $475654.97         | $486902.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3784  | 2052-06-01      | 4.0000%  |  | $3072866.53        | $3002509.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9928  | 2053-12-01      | 6.5000%  |  | $89.44             | $94.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9868  | 2051-12-01      | 2.5000%  |  | $214.30            | $188.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL1851  | 2042-05-01      | 3.5000%  |  | $238269.39         | $230521.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817  | 2046-09-01      | 3.0000%  |  | $35.48             | $32.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928  | 2053-02-01      | 6.5000%  |  | $137.68            | $143.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6251  | 2053-11-01      | 6.5000%  |  | $317.47            | $340.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA4819  | 2047-02-01      | 4.5000%  |  | $1994.80           | $2014.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $273.16            | $299.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  |  | $123.04            | $120.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9102  | 2052-09-01      | 6.0000%  |  | $313.52            | $334.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8552  | 2052-05-01      | 3.0000%  |  | $1735073.47        | $1593577.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5182  | 2050-02-01      | 4.5000%  |  | $32.76             | $32.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  |  | $234.75            | $242.29            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  |  | $172.25            | $180.78            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  |  | $93.21             | $98.10             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G05740 G  | 2036-01-01      | 7.0000%  |  | $232.32            | $244.90            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $99819.90          | $104765.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  |  | $3433.51           | $3589.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7645  | 2054-01-01      | 4.5000%  |  | $124.97            | $124.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7299  | 2052-05-01      | 3.0000%  |  | $235.20            | $215.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8086  | 2054-06-01      | 6.5000%  |  | $125692.14         | $133287.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6631  | 2052-07-01      | 2.5000%  |  | $5853.43           | $5085.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  |  | $1939795.74        | $1984157.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0193  | 2047-12-01      | 3.5000%  |  | $157.23            | $151.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8562  | 2030-04-01      | 2.5000%  |  | $19.30             | $18.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  |  | $24096.79          | $23589.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $37.50             | $37.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3757  | 2042-09-01      | 3.5000%  |  | $814.77            | $789.53            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08528 G  | 2043-04-01      | 3.0000%  |  | $34.33             | $32.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453  | 2047-04-01      | 4.0000%  |  | $23.84             | $23.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL3681  | 2040-10-01      | 6.0000%  |  | $20.21             | $21.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  |  | $119.54            | $124.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4529  | 2053-03-01      | 5.5000%  |  | $1260967.54        | $1292594.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  |  | $116.38            | $118.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5693  | 2044-02-01      | 4.5000%  |  | $72547.55          | $73382.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA5636  | 2053-11-01      | 7.0000%  |  | $145.45            | $155.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4000  | 2041-07-01      | 6.0000%  |  | $646.57            | $685.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4600  | 2053-05-01      | 7.0000%  |  | $123.00            | $133.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2667  | 2050-02-01      | 3.0000%  |  | $310.75            | $287.25            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  |  | $741.38            | $726.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3494  | 2048-04-01      | 2.5000%  |  | $342226.71         | $304448.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0952  | 2051-10-01      | 2.0000%  |  | $166.20            | $138.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8257  | 2052-10-01      | 4.5000%  |  | $91177.22          | $90708.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $144.78            | $155.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $5127.00           | $4276.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $14.83             | $15.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5487  | 2050-06-01      | 3.0000%  |  | $120.10            | $111.10            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4949  | 2029-11-01      | 2.4750%  |  | $397.48            | $380.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $110.06            | $96.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $115.72            | $95.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $147.04            | $152.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1635  | 2049-09-01      | 3.5000%  |  | $893.39            | $841.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126  | 2048-01-01      | 3.5000%  |  | $584.49            | $561.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5356  | 2052-12-01      | 5.5000%  |  | $133.61            | $137.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $35913.43          | $31266.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $141.92            | $149.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  |  | $148013.29         | $141593.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $11194058.55       | $11195289.90       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4744  | 2047-06-01      | 3.0000%  |  | $132105.46         | $123738.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  |  | $97053.00          | $103718.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023  | 2049-07-01      | 3.5000%  |  | $64.52             | $61.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2496  | 2052-08-01      | 4.5000%  |  | $45109.35          | $44924.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2472  | 2048-10-01      | 4.0000%  |  | $6732.40           | $6625.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4017  | 2055-12-01      | 5.5000%  |  | $444.01            | $452.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3800  | 2055-10-01      | 6.0000%  |  | $4425965.57        | $4652032.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656  | 2050-08-01      | 3.5000%  |  | $2609414.73        | $2502858.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3417  | 2055-11-01      | 6.5000%  |  | $149.58            | $158.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  |  | $6284958.88        | $6583182.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3107  | 2053-12-01      | 5.5000%  |  | $8020479.77        | $8209716.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2938  | 2053-02-01      | 6.0000%  |  | $518.31            | $537.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2767  | 2055-09-01      | 6.0000%  |  | $454304.74         | $476413.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934  | 2043-02-01      | 5.0000%  |  | $583.90            | $602.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4920  | 2053-02-01      | 6.0000%  |  | $77185.16          | $79966.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $102.98            | $105.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4851  | 2042-11-01      | 5.0000%  |  | $187.55            | $193.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4803  | 2052-11-01      | 3.5000%  |  | $374.14            | $352.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785  | 2052-10-01      | 5.0000%  |  | $547.64            | $554.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701  | 2052-08-01      | 4.5000%  |  | $16921.50          | $16829.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $118.86            | $103.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  |  | $260.82            | $254.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  |  | $341.02            | $309.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8011  | 2055-04-01      | 6.5000%  |  | $351.63            | $369.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  |  | $137.07            | $138.36            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $185.64            | $181.89            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $318.64            | $319.43            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9860%  |  | $565716.90         | $569668.87         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $47.19             | $47.14             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $11.63             | $11.62             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $1.01              | $1.01              | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $92.39             | $92.04             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $451.89            | $450.20            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $388.48            | $376.22            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R17M003  | 2026-12-25      | 2.4705%  |  | $358356.70         | $355117.12         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  |  | $541.65            | $450.03            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $617.27            | $602.18            | Agency Mortgage-Backed Securities         |
| USTR 2 1/8 TRIN X 29       | 2029-04-15      | 2.1250%  |  | $13095.89          | $13620.93          | U.S. Treasuries (including strips)        |

### Security 217: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 5/4/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  |  | $190017900.00      | $190990353.14      | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $293928030.00      | $303849134.60      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $124493940.00      | $128788991.24      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $5220000.00        | $5346309.27        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $4657140.00        | $4504593.74        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $43200.00          | $42465.77          | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  |  | $5220.00           | $5278.73           | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26    | 2026-05-05      | 0.0000%  |  | $745380.00         | $740415.77         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $280791000.00      | $286234814.57      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  |  | $1342980.00        | $1334691.77        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  |  | $4061347.55        | $4469365.01        | U.S. Treasuries (including strips) |

### Security 218: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.660%, 3/2/2026
- **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):** $573000000.00
- **C.18.a - Value (excl. sponsor support):** $573000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  |  | $80842919.83       | $81747167.98       | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $27.64             | $27.93             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $78311105.64       | $79458604.30       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $15357118.67       | $15663260.71       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $62049017.37       | $62616039.11       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $30684053.26       | $31207630.00       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $27.64             | $28.67             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $82.92             | $87.12             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $55.28             | $55.97             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $138.21            | $140.12            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  |  | $27.64             | $27.24             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $108401057.43      | $108933792.33      | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $16370911.29       | $16321473.49       | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  |  | $14898.55          | $15140.62          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  |  | $27.90             | $28.48             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  |  | $1690806.08        | $1716255.22        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  |  | $29.49             | $29.43             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $82274065.57       | $84016365.82       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  |  | $2256923.44        | $2290110.70        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $27.64             | $28.19             | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  |  | $27.64             | $27.51             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  |  | $27.64             | $28.03             | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  |  | $100945719.97      | $100651911.60      | U.S. Treasuries (including strips) |

### Security 219: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  |  | $29109650.00       | $30263865.86       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  |  | $44875900.00       | $46521637.60       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31 | 2031-06-30      | 4.2500%  |  | $121031500.00      | $125467230.92      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  |  | $77169500.00       | $81702542.86       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  |  | $130530250.00      | $123205101.51      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31 | 2031-08-15      | 1.2500%  |  | $150454800.00      | $132755954.01      | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  |  | $24863882.34       | $23159105.13       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  |  | $39017400.00       | $38261643.74       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42   | 2042-08-15      | 3.3750%  |  | $51615950.00       | $44818118.27       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42   | 2042-05-15      | 3.2500%  |  | $6479000.00        | $5602916.21        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  |  | $86762150.00       | $56344715.94       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42       | 2042-05-15      | 3.0000%  |  | $97449500.00       | $81368947.21       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44   | 2044-11-15      | 4.6250%  |  | $215600.00         | $219441.41         | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45   | 2045-08-15      | 4.8750%  |  | $82331400.00       | $85359221.39       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46       | 2046-02-15      | 1.0000%  |  | $1918841.01        | $1498008.06        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45   | 2045-02-15      | 0.7500%  |  | $47546.33          | $35928.39          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  |  | $58857825.25       | $45356294.23       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  |  | $109326251.72      | $107366832.95      | U.S. Treasuries (including strips) |

### Security 220: 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLDF9438 | 2056-01-01      | 5.5000%  |  | $1232400.30        | $1269564.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9804 | 2056-02-01      | 5.5000%  |  | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9945 | 2055-02-01      | 4.5000%  |  | $51027578.70       | $50747233.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  |  | $926.86            | $945.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2032 | 2048-07-01      | 4.0000%  |  | $84406.40          | $83439.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4521 | 2055-08-01      | 7.5000%  |  | $987.33            | $1082.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB0483 | 2054-07-01      | 7.5000%  |  | $1588524.73        | $1734169.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4159 | 2053-11-01      | 7.0000%  |  | $127564.27         | $135066.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0474 | 2053-09-01      | 6.0000%  |  | $581.41            | $602.34            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50377 G | 2047-09-01      | 3.5000%  |  | $3529251.64        | $3407378.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  |  | $642216.30         | $558519.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  |  | $161977860.25      | $170152774.82      | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6338 | 2054-08-01      | 6.5000%  |  | $873.61            | $924.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD1090 | 2052-04-01      | 2.0000%  |  | $773.83            | $650.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5246 | 2055-11-01      | 6.0000%  |  | $1014.05           | $1062.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788163 M     | 2052-02-20      | 2.5000%  |  | $966.29            | $852.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 786793 M     | 2052-12-20      | 2.0000%  |  | $850.97            | $702.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783685 X     | 2042-10-15      | 3.0000%  |  | $96.52             | $90.42             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8542 C     | 2055-12-20      | 6.5000%  |  | $997.92            | $1054.47           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2447 C     | 2056-02-20      | 6.5000%  |  | $1000.00           | $1053.05           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08707 G | 2046-05-01      | 4.0000%  |  | $106.33            | $105.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC0489 | 2054-09-01      | 7.0000%  |  | $852679.35         | $915484.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4591 | 2052-02-01      | 2.0000%  |  | $1127313.90        | $915051.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $296625.27         | $269192.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9114 | 2054-09-01      | 6.0000%  |  | $21279226.89       | $22225904.22       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1296 | 2053-09-01      | 6.0000%  |  | $1454819.95        | $1507768.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5827 | 2053-09-01      | 5.5000%  |  | $88987216.89       | $92747480.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB1817 | 2054-04-01      | 5.0000%  |  | $984.23            | $997.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF8069 C     | 2051-08-20      | 2.5000%  |  | $601.73            | $522.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CA1436 C     | 2050-11-20      | 2.5000%  |  | $355.88            | $313.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  |  | $619.00            | $546.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  |  | $12590282.63       | $12520406.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  |  | $271642.05         | $259460.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $102.05            | $100.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4806 C     | 2055-03-20      | 6.0000%  |  | $989.87            | $1032.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  |  | $1035.62           | $1052.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8944 C     | 2055-03-20      | 7.5000%  |  | $939.60            | $1015.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6908 | 2055-11-01      | 6.5000%  |  | $759025.49         | $802522.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $894.02            | $909.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA5188 | 2056-02-01      | 6.0000%  |  | $6867111.89        | $7151000.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3937 C     | 2056-01-20      | 6.5000%  |  | $1998.23           | $2146.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1425 C     | 2055-03-20      | 7.0000%  |  | $910.81            | $957.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4934 | 2055-02-01      | 6.5000%  |  | $677571.02         | $715526.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4029 | 2052-07-01      | 3.0000%  |  | $674366.07         | $621179.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7317 | 2054-02-01      | 5.5000%  |  | $24365464.23       | $24991174.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1035 | 2055-12-01      | 5.5000%  |  | $1585623.83        | $1633438.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA5159 | 2056-02-01      | 7.0000%  |  | $999.40            | $1063.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6657 C     | 2056-02-20      | 6.0000%  |  | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  |  | $998.25            | $1005.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7236 C     | 2056-02-20      | 6.0000%  |  | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3273 | 2055-10-01      | 6.5000%  |  | $48417053.03       | $51195341.87       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-113 FG     | 2054-07-20      | 4.9615%  |  | $3532.85           | $3568.87           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-221 FA     | 2051-12-20      | 3.5000%  |  | $808.91            | $723.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $776.51            | $697.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 F      | 2054-10-20      | 4.7615%  |  | $1072.45           | $1075.68           | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $100.00            | $101.90            | U.S. Treasuries (including strips)        |
| GNMA GNII SF MB0940 M     | 2056-02-20      | 7.0000%  |  | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M     | 2055-11-20      | 3.5000%  |  | $1033.29           | $968.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M     | 2055-07-20      | 3.5000%  |  | $992.67            | $930.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  |  | $531700.00         | $559906.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4394 C     | 2056-02-20      | 6.0000%  |  | $1000.00           | $1035.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0269 C     | 2056-01-20      | 7.5000%  |  | $999.25            | $1086.44           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9459 C     | 2055-11-20      | 7.0000%  |  | $1999.29           | $2129.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9437 C     | 2055-12-20      | 6.5000%  |  | $998.02            | $1072.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5622 C     | 2055-09-20      | 7.0000%  |  | $996.78            | $1055.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5755 C     | 2055-10-20      | 6.0000%  |  | $995.61            | $1026.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4219 C     | 2055-07-20      | 7.0000%  |  | $1002.80           | $1068.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8947 C     | 2055-03-20      | 7.5000%  |  | $903.85            | $976.76            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT CQ7523 C     | 2052-09-20      | 4.5000%  |  | $710.57            | $719.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK0320 C     | 2052-02-20      | 2.0000%  |  | $908.65            | $750.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI2012 C     | 2051-10-20      | 3.0000%  |  | $453.37            | $415.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI2020 C     | 2051-11-20      | 3.0000%  |  | $488.07            | $448.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BV5260 C     | 2050-05-20      | 3.0000%  |  | $186.07            | $170.61            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO4901 X     | 2052-07-15      | 6.5000%  |  | $960.07            | $1024.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9728 M     | 2054-06-20      | 7.0000%  |  | $27900773.40       | $29023097.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  |  | $1611143.01        | $1627219.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  |  | $755.32            | $753.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  |  | $721.08            | $661.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7620 M     | 2036-10-20      | 2.0000%  |  | $521.67            | $490.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7619 M     | 2036-10-20      | 1.5000%  |  | $562.19            | $515.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  |  | $565.86            | $499.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  |  | $271.79            | $249.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6571 M     | 2035-04-20      | 2.5000%  |  | $203.07            | $193.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA6578 | 2056-02-01      | 6.5000%  |  | $1004126.00        | $1058382.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA4378 | 2056-01-01      | 5.5000%  |  | $1214.38           | $1245.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  |  | $986.28            | $1006.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0678 | 2054-11-01      | 6.5000%  |  | $27900573.81       | $29563767.30       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ9266 | 2055-11-01      | 6.5000%  |  | $106237.46         | $111634.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY9698 | 2055-08-01      | 6.5000%  |  | $940.00            | $997.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9209 | 2055-07-01      | 5.5000%  |  | $1573126.66        | $1619732.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5196 | 2055-05-01      | 5.5000%  |  | $999.18            | $1027.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8439 | 2055-03-01      | 6.5000%  |  | $991914.08         | $1036591.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM5860 | 2036-01-01      | 2.0000%  |  | $481080.68         | $448689.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG2896 | 2056-02-01      | 6.5000%  |  | $1000.00           | $1050.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2662 | 2056-02-01      | 5.5000%  |  | $1000.00           | $1036.43           | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  3.670%, 3/2/2026
- **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:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 MB0148 M     | 2055-01-20      | 6.0000%  |  | $1194.70           | $1225.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  |  | $480.20            | $501.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5329 M     | 2048-07-20      | 3.5000%  |  | $380.65            | $364.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5331 | 2045-01-01      | 6.0000%  |  | $3565110.74        | $3684881.82        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8615%  |  | $6184293.17        | $6235977.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 KF     | 2053-01-20      | 4.4115%  |  | $15392984.71       | $15409452.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  |  | $58979860.95       | $52968253.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FN     | 2055-08-20      | 4.7415%  |  | $49253629.50       | $49576091.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FM     | 2055-07-20      | 5.0115%  |  | $48541205.00       | $49002660.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 F      | 2051-11-20      | 3.9615%  |  | $33596096.32       | $30394767.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-191 FA     | 2048-10-20      | 4.0817%  |  | $9612590.87        | $9458680.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FE     | 2052-01-20      | 3.5000%  |  | $42164033.93       | $37968820.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-083 VF     | 2055-05-20      | 4.9115%  |  | $50880985.07       | $51577241.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-057 FJ     | 2053-04-20      | 4.6115%  |  | $24844373.74       | $24968786.64       | Agency Collateralized Mortgage Obligation |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $800.00            | $815.32            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $28544700.00       | $29039315.35       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $1600.00           | $1634.75           | U.S. Treasuries (including strips)        |

### Security 222: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  3.670%, 3/2/2026
- **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:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 05.500 CLRJ0691 | 2054-01-01      | 5.5000%  |  | $12068376.91       | $12462568.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2424 | 2055-08-01      | 5.5000%  |  | $1905.18           | $1943.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA5742 | 2045-06-01      | 6.0000%  |  | $279311.41         | $288177.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  |  | $1455.14           | $1493.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1303 | 2055-10-01      | 5.5000%  |  | $25366183.21       | $26008765.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0850 | 2055-08-01      | 5.5000%  |  | $87127012.27       | $90126901.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1843 | 2052-05-01      | 4.0000%  |  | $916.77            | $901.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5391 | 2050-09-01      | 4.0000%  |  | $235.87            | $231.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5649 | 2053-02-01      | 6.0000%  |  | $675.83            | $702.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4096 | 2052-07-01      | 4.5000%  |  | $757.93            | $758.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5001 | 2053-03-01      | 4.5000%  |  | $14560623.19       | $14476826.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5283 | 2049-02-01      | 4.5000%  |  | $263.28            | $266.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2190 | 2055-07-01      | 6.0000%  |  | $16739466.75       | $17250829.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9555 | 2047-05-01      | 3.5000%  |  | $9100923.07        | $8760855.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  |  | $3505079.34        | $3692192.16        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46373 G | 2047-02-01      | 4.0000%  |  | $1712244.39        | $1695709.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM7684 | 2048-08-01      | 4.0000%  |  | $2917829.29        | $2852787.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM6130 | 2048-04-01      | 4.5000%  |  | $1317000.69        | $1325691.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4226 | 2047-09-01      | 4.0000%  |  | $164.86            | $162.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT7951 | 2052-11-01      | 6.0000%  |  | $2801091.89        | $2977264.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6640 | 2052-08-01      | 4.5000%  |  | $8523084.10        | $8472985.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5631 | 2049-02-01      | 4.5000%  |  | $21230741.73       | $21460224.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9824 | 2052-09-01      | 5.0000%  |  | $264800.76         | $267923.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  |  | $8924238.66        | $9221257.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0228 | 2055-01-01      | 5.5000%  |  | $31494131.62       | $32512312.40       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0425 | 2055-08-01      | 6.0000%  |  | $1180520.49        | $1218253.86        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.670%, 3/2/2026
- **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:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 627014 C | 2030-11-20      | 3.0000%  |  | $19465.83          | $19121.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9879 C | 2052-10-20      | 5.0000%  |  | $504129.57         | $527475.87         | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CD9017   | 2060-04-15      | 3.3000%  |  | $93909.11          | $90001.67          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3062 C | 2065-10-20      | 3.5000%  |  | $609292.01         | $567778.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2500 C | 2055-10-20      | 5.0000%  |  | $3019839.10        | $3050668.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN2499 C | 2055-10-20      | 5.0000%  |  | $2233759.17        | $2257044.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8570 C | 2055-08-20      | 6.5000%  |  | $1789319.46        | $1884238.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7882 C | 2055-10-20      | 6.5000%  |  | $2950204.08        | $3077350.33        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM7156 C | 2065-08-20      | 4.5000%  |  | $93404.52          | $92171.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3838 C | 2055-08-20      | 6.5000%  |  | $865589.80         | $920545.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3344 C | 2055-08-20      | 6.5000%  |  | $7573130.83        | $7940537.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2717 C | 2055-09-20      | 6.5000%  |  | $2026264.45        | $2133746.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0770 C | 2055-08-20      | 6.5000%  |  | $51425.08          | $55239.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8572 C | 2055-06-20      | 7.5000%  |  | $348509.27         | $364348.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1241100.95        | $1307682.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6854 C | 2055-08-20      | 6.5000%  |  | $2052603.70        | $2161491.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6649 C | 2055-08-20      | 6.5000%  |  | $1304313.65        | $1372326.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5979 C | 2055-09-20      | 7.0000%  |  | $1904356.64        | $1988838.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8852 M | 2037-11-20      | 7.5000%  |  | $209844.11         | $220542.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $300049.19         | $304933.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $270035.88         | $253407.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $884474.87         | $762730.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8619 M | 2038-11-20      | 6.5000%  |  | $34488.71          | $36729.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4970 C | 2050-09-20      | 2.5000%  |  | $91207.35          | $79884.92          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS8420 C | 2050-04-20      | 4.0000%  |  | $22476.06          | $21725.90          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE9832 C | 2048-06-20      | 4.5000%  |  | $9495.94           | $9413.48           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9019 M | 2053-07-20      | 6.5000%  |  | $261236.55         | $273186.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5896 C | 2045-03-20      | 3.5000%  |  | $448532.42         | $420358.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BM2477 X | 2049-09-15      | 2.5000%  |  | $17457.81          | $15432.80          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CG6819   | 2057-06-15      | 3.0600%  |  | $43818.49          | $40974.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AN7592 X | 2045-07-15      | 3.0000%  |  | $19277.73          | $17772.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9298 M | 2053-10-20      | 2.0000%  |  | $786987.62         | $666186.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784408 C | 2047-10-20      | 3.5000%  |  | $338054.09         | $320247.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $771735.88         | $784482.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1186826.70        | $1248354.69        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM1666 C | 2065-08-20      | 4.5000%  |  | $302350.72         | $298358.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9881 C | 2055-07-20      | 6.5000%  |  | $824685.79         | $868430.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8319 C | 2055-04-20      | 7.0000%  |  | $789039.11         | $825972.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0006 C | 2055-09-20      | 6.5000%  |  | $955027.92         | $1004254.30        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DM6732 C | 2065-09-20      | 4.5000%  |  | $190214.46         | $187702.68         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG4215 C | 2065-01-20      | 5.5000%  |  | $597147.09         | $606781.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4963 C | 2050-07-20      | 6.5000%  |  | $645876.42         | $678375.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6523 C | 2055-07-20      | 7.0000%  |  | $1119367.96        | $1181417.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8042 C | 2055-09-20      | 6.5000%  |  | $820932.15         | $863739.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  |  | $48635372.00       | $50733669.45       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6713 C | 2055-06-20      | 6.5000%  |  | $1219695.70        | $1282558.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5808 C | 2054-11-20      | 7.0000%  |  | $9223743.61        | $9783085.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4956 C | 2055-07-20      | 7.0000%  |  | $1266873.00        | $1334071.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8944 C | 2055-08-20      | 6.5000%  |  | $1128663.22        | $1183770.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0398 M | 2040-06-20      | 4.5000%  |  | $187317.86         | $188685.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4536 C | 2054-12-20      | 7.0000%  |  | $1377017.96        | $1450880.59        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9887 C | 2065-08-20      | 4.0000%  |  | $230033.10         | $222595.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8053 C | 2055-09-20      | 6.5000%  |  | $1031964.63        | $1086045.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7576 C | 2055-08-20      | 6.5000%  |  | $784965.36         | $832859.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6241 C | 2056-02-20      | 5.5000%  |  | $1060590.00        | $1090090.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8360 C | 2055-01-20      | 7.0000%  |  | $1544441.62        | $1612952.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3899 C | 2055-09-20      | 6.5000%  |  | $742147.05         | $783306.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1044151.78        | $1093082.24        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5393 C | 2059-09-20      | 2.5000%  |  | $138300.40         | $116683.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1113 C | 2055-08-20      | 6.5000%  |  | $3404990.66        | $3585620.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4248 C | 2056-01-20      | 5.5000%  |  | $3594334.79        | $3694301.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2180 C | 2055-11-20      | 6.5000%  |  | $1660786.31        | $1732353.65        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7525   | 2060-11-15      | 4.6700%  |  | $577586.90         | $577012.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  |  | $49631.93          | $50512.51          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3240 C | 2065-11-20      | 4.0000%  |  | $232149.38         | $224644.43         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0778 M | 2040-11-20      | 5.5000%  |  | $1484448.80        | $1499571.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3068 C | 2056-01-20      | 5.5000%  |  | $5956128.96        | $6118160.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN6287 C | 2056-01-20      | 5.5000%  |  | $1115170.73        | $1145506.97        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3826 C | 2065-11-20      | 6.5000%  |  | $15565512.61       | $16321131.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI3167 C | 2048-07-20      | 5.0000%  |  | $51474.40          | $52097.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1487201.60        | $1514139.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD0560 C | 2048-09-20      | 4.5000%  |  | $22375.48          | $22419.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  |  | $27699.66          | $28087.54          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M | 2054-06-20      | 6.0000%  |  | $363264.61         | $368089.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9640 M | 2039-05-20      | 6.5000%  |  | $474345.36         | $497875.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9633 M | 2036-04-20      | 3.0000%  |  | $58645.34          | $56617.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $122026.25         | $123533.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  |  | $14418.40          | $15054.91          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9410 M | 2054-01-20      | 5.5000%  |  | $505092.55         | $510124.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9363 M | 2053-12-20      | 6.0000%  |  | $6523509.98        | $6708147.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $340434.79         | $330371.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1431464.36        | $1393123.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9237 M | 2053-10-20      | 3.5000%  |  | $191088.89         | $181405.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1215114.82        | $1028818.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $422240.25         | $389319.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4050 C | 2055-07-20      | 6.5000%  |  | $4443678.96        | $4671352.83        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 712415 X | 2039-05-15      | 5.0000%  |  | $8593.43           | $8826.80           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 697852 X | 2039-02-15      | 5.0000%  |  | $6360.12           | $6536.37           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 635067 X | 2046-04-15      | 2.5000%  |  | $326200.87         | $290810.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788440 C | 2055-11-20      | 5.5000%  |  | $240196095.00      | $243912222.11      | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788382 C | 2055-11-20      | 6.5000%  |  | $493366564.01      | $516558958.50      | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784314 C | 2043-05-20      | 3.5000%  |  | $152837.61         | $144331.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8793 M | 2046-01-20      | 1.5000%  |  | $54179.74          | $44573.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  |  | $2529492.23        | $2555498.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1374296.17        | $1447197.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2313 C | 2055-12-20      | 5.5000%  |  | $818141.97         | $840398.89         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3614 C | 2065-09-20      | 4.5000%  |  | $141445.23         | $139577.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0788 M | 2040-11-20      | 6.5000%  |  | $107960.88         | $115662.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5369 C | 2056-01-20      | 5.5000%  |  | $1098951.06        | $1129516.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $243920.72         | $237604.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8568 M | 2053-01-20      | 4.5000%  |  | $791167.20         | $788231.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $125452.83         | $127367.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8341 M | 2052-08-20      | 1.5000%  |  | $131364.15         | $106610.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $61135629.10       | $62785204.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $782662.56         | $750285.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8151 M | 2052-07-20      | 4.5000%  |  | $47953.85          | $47844.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $39807.07          | $40120.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7939 M | 2052-03-20      | 4.0000%  |  | $756490.20         | $734314.36         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA7779 M | 2051-12-20      | 2.0000%  |  | $427641.22         | $418591.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6260803.15        | $6564561.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8399 C | 2055-07-20      | 7.0000%  |  | $4288069.43        | $4577139.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $985567.10         | $1036957.96        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK8068 C | 2065-07-20      | 4.0000%  |  | $2112905.77        | $2026331.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6540 C | 2055-07-20      | 7.0000%  |  | $2590969.25        | $2743913.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4932 C | 2055-07-20      | 7.0000%  |  | $2084711.87        | $2177186.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3185 C | 2055-08-20      | 6.5000%  |  | $8280223.41        | $8681933.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1036179.55        | $1091147.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4196116.99        | $4418710.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9133 C | 2055-05-20      | 7.0000%  |  | $1435159.30        | $1514712.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9125 C | 2055-05-20      | 6.5000%  |  | $8606962.11        | $9053125.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  |  | $22079115.58       | $19476993.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M | 2051-12-20      | 2.0000%  |  | $2220615.35        | $1877051.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7742 M | 2035-07-20      | 4.5000%  |  | $17499.71          | $17463.04          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7651 M | 2051-10-20      | 3.5000%  |  | $475139.73         | $449276.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $65532.09          | $70005.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7533 M | 2051-08-20      | 2.0000%  |  | $430793187.47      | $364147087.88      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $198658.01         | $188146.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6211 C | 2055-04-20      | 6.0000%  |  | $10079444.43       | $10439717.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5217 C | 2055-03-20      | 6.5000%  |  | $2082383.83        | $2192844.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $26526485.46       | $28314650.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4712 C | 2055-04-20      | 7.0000%  |  | $20835160.79       | $22239670.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3198 C | 2055-08-20      | 6.5000%  |  | $8865936.81        | $9320204.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2120 C | 2055-04-20      | 7.0000%  |  | $1166935.11        | $1223935.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1771 C | 2055-03-20      | 7.0000%  |  | $618245.92         | $645671.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6849 C | 2055-02-20      | 7.0000%  |  | $649215.06         | $678013.95         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7409 M | 2051-06-20      | 2.0000%  |  | $65977705.91       | $54542743.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $310250.12         | $313340.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8041 M | 2052-05-20      | 2.0000%  |  | $152628648.51      | $129013096.01      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6973 M | 2035-08-20      | 5.0000%  |  | $44839.64          | $45160.12          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  |  | $8828064.08        | $7906455.39        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $396016.77         | $376381.81         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6530 M | 2050-03-20      | 2.5000%  |  | $29730.06          | $25932.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  |  | $40443039.11       | $37121964.60       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $22312709.56       | $18861255.67       | Agency Mortgage-Backed Securities |
| GNMA GNAR AT 081156 M | 2034-11-20      | 5.1250%  |  | $27960.55          | $28672.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 518955 C | 2029-09-20      | 3.5000%  |  | $38592.27          | $37782.51          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 486598 X | 2028-10-15      | 6.5000%  |  | $22753.99          | $23350.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004658 M | 2040-03-20      | 5.0000%  |  | $134967.65         | $139809.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003998 M | 2037-06-20      | 6.0000%  |  | $6097.73           | $6460.04           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 592626 X | 2033-04-15      | 6.0000%  |  | $18411.03          | $18980.82          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  |  | $11742.87          | $11430.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7206 C | 2046-04-20      | 3.5000%  |  | $83427.14          | $79011.15          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO9802 C | 2065-11-20      | 2.0000%  |  | $302179.05         | $241110.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8813 C | 2056-02-20      | 5.0000%  |  | $1013692.00        | $1027622.27        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8883 C | 2056-01-20      | 5.0000%  |  | $2297932.42        | $2334449.12        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3648 C | 2055-11-20      | 6.5000%  |  | $1153207.39        | $1225727.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3423 C | 2055-10-20      | 6.5000%  |  | $1555378.76        | $1636481.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2178 C | 2055-11-20      | 6.5000%  |  | $1169961.56        | $1227086.63        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI9902   | 2060-06-15      | 6.1000%  |  | $4350323.08        | $4774969.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6064 M | 2034-08-20      | 3.0000%  |  | $11756.55          | $11445.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5023 M | 2048-02-20      | 5.5000%  |  | $469546.10         | $489068.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4904 M | 2047-12-20      | 5.5000%  |  | $549718.09         | $573443.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4836 M | 2047-11-20      | 3.0000%  |  | $539205.57         | $500087.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $236433.34         | $245470.35         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3864 M | 2046-08-20      | 3.0000%  |  | $1197136.80        | $1072211.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3174 M | 2045-10-20      | 4.0000%  |  | $111304.38         | $109964.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  |  | $1108549.73        | $1121924.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0698 M | 2043-01-20      | 3.0000%  |  | $449999.44         | $423294.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8922 C | 2055-08-20      | 6.0000%  |  | $1674271.60        | $1701713.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0929 C | 2055-02-20      | 7.0000%  |  | $10006587.81       | $10681137.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0739 M | 2055-09-20      | 2.0000%  |  | $229038.90         | $193593.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0680 M | 2055-10-20      | 2.5000%  |  | $336390.38         | $296918.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6875 C | 2055-03-20      | 7.0000%  |  | $997531.75         | $1041779.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4857 C | 2055-06-20      | 6.5000%  |  | $1102252.21        | $1163385.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4733 C | 2055-05-20      | 6.5000%  |  | $2537875.89        | $2672503.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2228 C | 2054-11-20      | 7.0000%  |  | $1133523.56        | $1209937.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1077 C | 2054-11-20      | 7.0000%  |  | $757122.88         | $797890.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF6283 C | 2054-11-20      | 7.0000%  |  | $740445.75         | $776612.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1091 C | 2054-10-20      | 7.0000%  |  | $1153265.95        | $1177284.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1034162.94        | $1084678.24        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7235   | 2060-03-15      | 5.8200%  |  | $96990.29          | $104776.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0867 C | 2054-04-20      | 6.0000%  |  | $773537.07         | $807240.33         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6969 C | 2063-12-20      | 7.5000%  |  | $36008.66          | $37598.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7451 C | 2054-01-20      | 8.0000%  |  | $3876608.91        | $4061045.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY8670 C | 2053-12-20      | 7.0000%  |  | $298456.48         | $304555.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY3023 C | 2053-12-20      | 8.0000%  |  | $187830.37         | $199253.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1130974.75        | $976705.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR3703 C | 2052-11-20      | 3.5000%  |  | $567250.23         | $521640.91         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CQ5549 C | 2039-01-20      | 6.0000%  |  | $879265.65         | $922383.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M | 2055-08-20      | 4.0000%  |  | $22251663.60       | $21412083.61       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0426 M | 2055-06-20      | 6.5000%  |  | $280928.27         | $293048.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $33732901.52       | $34324651.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0206 M | 2055-02-20      | 6.0000%  |  | $512613043.21      | $526050339.61      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $146062.77         | $157185.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $37927.13          | $39563.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0573 C | 2056-02-20      | 5.0000%  |  | $2704332.00        | $2729869.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9044 C | 2056-02-20      | 5.5000%  |  | $1328626.00        | $1364770.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4708 C | 2056-02-20      | 5.0000%  |  | $1741204.00        | $1761922.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4602 C | 2056-02-20      | 5.0000%  |  | $2353212.00        | $2375433.64        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3241 C | 2065-10-20      | 2.5000%  |  | $207943.09         | $175432.55         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP3058 C | 2065-12-20      | 4.5000%  |  | $372058.38         | $367149.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0816 C | 2056-01-20      | 6.5000%  |  | $1701703.21        | $1772467.59        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9372 C | 2065-11-20      | 4.5000%  |  | $2365832.77        | $2334591.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8858 C | 2056-02-20      | 6.0000%  |  | $1049230.00        | $1092464.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5549 C | 2055-11-20      | 6.5000%  |  | $2101138.14        | $2203722.94        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN4196 C | 2065-10-20      | 3.0000%  |  | $299760.50         | $273346.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AG8725 C | 2045-08-20      | 3.0000%  |  | $1413879.70        | $1276426.09        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0929 C | 2034-09-20      | 6.0000%  |  | $688997.50         | $717976.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3561263.27        | $3106317.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $658676.58         | $673618.81         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL7221 C | 2046-04-20      | 4.5000%  |  | $2995439.92        | $2967866.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI9603 C | 2048-09-20      | 4.5000%  |  | $1004436.10        | $997970.55         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487694 X | 2039-02-15      | 5.0000%  |  | $76772.17          | $78596.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ3701 C | 2048-10-20      | 4.5000%  |  | $885340.14         | $881279.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  |  | $998463.34         | $1011564.28        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CU4659   | 2059-04-15      | 5.6800%  |  | $43688.50          | $46830.58          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744018 X | 2041-01-15      | 5.0000%  |  | $6156.91           | $6305.27           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0204 X | 2048-01-15      | 4.0000%  |  | $34041.21          | $33089.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $421374.01         | $386906.74         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE7157 C | 2048-11-20      | 5.5000%  |  | $258404.39         | $265460.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8101 M | 2052-06-20      | 4.5000%  |  | $8175710.49        | $8158427.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $671396952.18      | $592269837.68      | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8221 C | 2051-11-20      | 2.5000%  |  | $601350.40         | $530476.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE6237 C | 2051-08-20      | 2.5000%  |  | $3847314.09        | $3390378.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB4513 C | 2046-02-20      | 2.5000%  |  | $74978.22          | $65526.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $30433.73          | $25480.47          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8534 C | 2051-01-20      | 3.0000%  |  | $69949.40          | $64249.69          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $411425.38         | $427458.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1066349.58        | $1089289.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY8781 C | 2050-10-20      | 3.0000%  |  | $335403.50         | $321637.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $224494.41         | $206122.39         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN BY2815   | 2063-06-15      | 2.7800%  |  | $705315.56         | $628713.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $893194.68         | $806294.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $496762.78         | $515935.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT3813 C | 2050-05-20      | 4.0000%  |  | $1760512.44        | $1721309.15        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3812 C | 2065-11-20      | 6.5000%  |  | $14273202.52       | $14966087.20       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1189144.18        | $1048993.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0624 M | 2042-12-20      | 3.0000%  |  | $58242.97          | $54786.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5392502.12        | $5219870.76        | Agency Mortgage-Backed Securities |
| GNMA GNAR AS MA0338 M | 2042-08-20      | 5.3750%  |  | $69358.31          | $70045.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AB7786 C | 2043-01-20      | 3.5000%  |  | $202182.51         | $190113.39         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA1783 X | 2042-10-15      | 3.0000%  |  | $359127.45         | $336433.35         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3065 C | 2065-10-20      | 4.5000%  |  | $242116.57         | $238919.42         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $399150.38         | $397813.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 796468 C | 2042-09-20      | 4.0000%  |  | $16909.27          | $16644.96          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  |  | $19320.39          | $17872.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $708524.39         | $674977.72         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA3165 M | 2045-10-20      | 3.5000%  |  | $1445317.20        | $1343809.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $101471.59         | $109174.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7995 M | 2040-01-20      | 6.5000%  |  | $163418.76         | $176835.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9828 C | 2051-06-20      | 3.0000%  |  | $79825.82          | $73321.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M | 2046-06-20      | 3.5000%  |  | $2938173.21        | $2822276.32        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $274348.13         | $277081.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $176829.05         | $171693.03         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ0958 C | 2064-01-20      | 7.5000%  |  | $629514.42         | $655232.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AN7494 C | 2045-06-20      | 3.0000%  |  | $1189624.93        | $1087912.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $654501.96         | $678181.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8465 M | 2029-08-20      | 7.5000%  |  | $20936.99          | $21177.88          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $214176.80         | $218488.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6687 M | 2035-06-20      | 4.5000%  |  | $46731.87          | $47043.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M | 2054-08-20      | 6.0000%  |  | $4845811.08        | $4974580.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7629 M | 2036-10-20      | 6.5000%  |  | $13879.40          | $14478.21          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7911 M | 2037-03-20      | 3.0000%  |  | $75375.17          | $72492.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $429913.49         | $436480.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD0384 C | 2047-10-20      | 3.5000%  |  | $40168.91          | $37967.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  |  | $18402.33          | $18535.54          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  3.660%, 3/2/2026
- **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:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $1111376500.00     | $1147500006.33     | U.S. Treasuries (including strips) |

### Security 225: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.670%, 3/2/2026
- **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):** $342474000.00
- **C.18.a - Value (excl. sponsor support):** $342474000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                      | 2026-03-02      | 0.0000%  |  | $5885094.74        | $5885094.74        | Cash                                      |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  |  | $114.24            | $118.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0524 | 2055-06-01      | 5.5000%  |  | $114.00            | $116.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4282 | 2056-02-01      | 5.5000%  |  | $116.90            | $121.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1719 | 2055-06-01      | 6.0000%  |  | $10334690.04       | $10675572.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7064 | 2055-06-01      | 6.5000%  |  | $180655.64         | $189202.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3013 | 2056-01-01      | 5.0000%  |  | $195226.81         | $197504.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9785 | 2055-08-01      | 6.0000%  |  | $113.28            | $118.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  |  | $115.63            | $116.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  |  | $96.69             | $99.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5834 | 2055-06-01      | 6.0000%  |  | $98.14             | $101.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  |  | $99.42             | $105.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  |  | $2312754.79        | $2408216.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2285 | 2055-03-01      | 6.5000%  |  | $787042.51         | $827470.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1516 | 2055-05-01      | 6.0000%  |  | $97.59             | $101.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  |  | $92.36             | $96.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8883 | 2055-03-01      | 6.5000%  |  | $2233932.31        | $2334609.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8882 | 2055-03-01      | 6.5000%  |  | $83.92             | $88.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7342 | 2055-02-01      | 6.0000%  |  | $113.00            | $116.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  |  | $76.59             | $78.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  |  | $116.90            | $117.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  |  | $100.25            | $105.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  |  | $92351.22          | $94770.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  |  | $265040.47         | $266988.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4235 | 2056-01-01      | 6.0000%  |  | $114.06            | $119.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3663 | 2056-01-01      | 5.0000%  |  | $114.76            | $116.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4395 | 2056-01-01      | 6.0000%  |  | $114.00            | $118.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3055 | 2056-01-01      | 5.5000%  |  | $114.03            | $117.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2974 | 2056-01-01      | 5.0000%  |  | $101.02            | $102.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2414 | 2056-01-01      | 6.0000%  |  | $113.84            | $119.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2233 | 2056-01-01      | 5.0000%  |  | $114.80            | $115.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2663 | 2056-01-01      | 6.0000%  |  | $113.94            | $118.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1548 | 2055-12-01      | 5.5000%  |  | $116.66            | $119.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $1967188.47        | $2085936.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5190 | 2053-11-01      | 6.0000%  |  | $82.17             | $86.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5189 | 2053-11-01      | 6.0000%  |  | $79.42             | $82.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQD9682 | 2052-04-01      | 4.0000%  |  | $80.01             | $78.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  |  | $77.01             | $70.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD0239 | 2051-11-01      | 2.5000%  |  | $81265.77          | $71603.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8573 | 2051-10-01      | 2.5000%  |  | $31761.42          | $27989.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  |  | $2566397.76        | $2418670.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $3732910.10        | $3978328.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  |  | $113768.26         | $111536.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $84.49             | $80.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0684 | 2036-05-01      | 3.0000%  |  | $55.25             | $54.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $3643288.15        | $3377217.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1883 | 2056-01-01      | 6.0000%  |  | $113.96            | $118.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  |  | $112.33            | $116.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4363 | 2052-01-01      | 3.5000%  |  | $116.90            | $111.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  |  | $116.90            | $117.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1089 | 2056-02-01      | 6.0000%  |  | $114.08            | $119.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  |  | $1265793.28        | $1285670.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3970 | 2055-12-01      | 5.5000%  |  | $115.12            | $118.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1819 | 2055-12-01      | 5.5000%  |  | $113.94            | $117.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5240 | 2056-01-01      | 5.0000%  |  | $116.72            | $118.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4375 | 2053-11-01      | 5.0000%  |  | $2001794.32        | $2052900.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9742 | 2056-01-01      | 5.0000%  |  | $114.02            | $115.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4396 | 2056-01-01      | 6.0000%  |  | $113.77            | $117.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  |  | $114.06            | $114.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  |  | $102.19            | $106.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  |  | $21221274.21       | $22386333.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $105.45            | $107.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  |  | $82.45             | $84.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  |  | $1029837.56        | $1058600.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1881 | 2056-01-01      | 6.0000%  |  | $116.25            | $120.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  |  | $102.76            | $106.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  |  | $103.27            | $110.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0147 | 2055-03-01      | 6.5000%  |  | $92.39             | $97.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7926 | 2054-05-01      | 6.5000%  |  | $82.11             | $87.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFS1689 | 2039-04-01      | 4.5000%  |  | $45.09             | $45.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM7199 | 2035-02-01      | 3.0000%  |  | $24139.58          | $23842.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4763 | 2051-11-01      | 3.0000%  |  | $116.90            | $108.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  |  | $6376586.60        | $6517031.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  |  | $7322518.02        | $7754828.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2730 | 2055-08-01      | 6.0000%  |  | $108.28            | $112.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA1018 | 2055-12-01      | 7.0000%  |  | $113.97            | $120.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  |  | $17.66             | $18.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  |  | $99.07             | $102.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1055 | 2054-07-01      | 7.0000%  |  | $54.35             | $57.41             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  |  | $4.55              | $4.54              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA9142 | 2050-05-01      | 2.5000%  |  | $48.06             | $42.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  |  | $82.93             | $82.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  |  | $409435.69         | $407079.38         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  |  | $54230.63          | $52226.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9457 | 2054-07-01      | 6.5000%  |  | $73.20             | $76.37             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $17660933.02       | $14944565.74       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  |  | $94.60             | $78.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  |  | $350593.22         | $355217.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA4516 | 2051-02-01      | 3.5000%  |  | $388480.24         | $368666.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0710 | 2055-07-01      | 5.5000%  |  | $102.74            | $105.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $80.89             | $85.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  |  | $3029336.72        | $3197714.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4133 | 2055-05-01      | 5.0000%  |  | $107.44            | $108.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3071 | 2055-01-01      | 6.5000%  |  | $100.07            | $104.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  |  | $857677.79         | $894827.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $2886281.05        | $3078650.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $2100959.09        | $2257288.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $3265018.56        | $2989995.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0167 | 2057-02-01      | 3.0000%  |  | $40.92             | $36.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7531 | 2056-01-01      | 5.5000%  |  | $114.03            | $117.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  |  | $113.54            | $123.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  |  | $98.70             | $105.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2778 | 2056-02-01      | 6.0000%  |  | $115.07            | $119.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2748 | 2056-02-01      | 5.5000%  |  | $233361.78         | $240499.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9717 | 2056-01-01      | 4.5000%  |  | $534449.83         | $532619.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9214 | 2056-01-01      | 5.0000%  |  | $321460.17         | $327354.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  |  | $100.52            | $104.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $104.79            | $107.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5566 | 2055-12-01      | 5.5000%  |  | $111.91            | $114.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  |  | $1749894.60        | $1764632.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2660 | 2056-01-01      | 6.0000%  |  | $1421931.33        | $1475163.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $11141677.76       | $11354263.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5763 | 2055-07-01      | 7.0000%  |  | $2805018.57        | $2959015.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6173 | 2055-06-01      | 6.0000%  |  | $90.53             | $93.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1262 | 2055-05-01      | 5.5000%  |  | $3392393.78        | $3496961.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5461 | 2056-02-01      | 5.5000%  |  | $180245.48         | $184682.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1875 | 2056-01-01      | 6.0000%  |  | $116.63            | $122.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3601 | 2056-01-01      | 6.0000%  |  | $115.93            | $121.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  |  | $116.90            | $120.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5720 | 2056-01-01      | 5.0000%  |  | $116.55            | $118.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5050 | 2055-10-01      | 5.5000%  |  | $115.58            | $118.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  |  | $112.36            | $115.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4689 | 2055-08-01      | 5.0000%  |  | $111.35            | $112.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4190 | 2055-05-01      | 6.0000%  |  | $999274.09         | $1031231.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3993 | 2055-04-01      | 5.0000%  |  | $832530.99         | $843072.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  |  | $2132378.92        | $2245165.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4534 | 2055-09-01      | 6.5000%  |  | $114.57            | $120.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  |  | $115.26            | $117.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  |  | $1004367.66        | $1047268.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1984 | 2055-05-01      | 6.5000%  |  | $97843.65          | $103209.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2747 | 2055-09-01      | 5.5000%  |  | $714409.55         | $734079.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0105 | 2055-08-01      | 6.5000%  |  | $113.52            | $120.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5999 | 2056-03-01      | 6.0000%  |  | $116.90            | $120.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  |  | $2192992.78        | $2329974.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  |  | $96.90             | $96.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4357 | 2056-01-01      | 6.0000%  |  | $116.90            | $121.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4356 | 2056-01-01      | 6.0000%  |  | $6441937.77        | $6718530.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4347 | 2050-04-01      | 3.0000%  |  | $1598697.86        | $1473565.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4365 | 2055-02-01      | 6.0000%  |  | $116.78            | $122.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4331 | 2053-06-01      | 5.0000%  |  | $116.90            | $119.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL4068 | 2055-09-01      | 7.0000%  |  | $5813495.69        | $6141368.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3708 | 2055-12-01      | 5.5000%  |  | $114.19            | $117.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3703 | 2055-12-01      | 5.0000%  |  | $113.83            | $115.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4372 | 2056-01-01      | 6.0000%  |  | $116.90            | $120.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  |  | $114.16            | $117.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  |  | $107.85            | $110.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3117 | 2055-09-01      | 6.0000%  |  | $109.64            | $114.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2315 | 2055-08-01      | 6.0000%  |  | $106.12            | $110.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2088 | 2055-07-01      | 6.0000%  |  | $4131152.31        | $4301658.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  |  | $89.16             | $93.79             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  |  | $100.02            | $103.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1717 | 2055-05-01      | 5.5000%  |  | $110.47            | $112.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  |  | $6418037.02        | $6557065.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  |  | $106.13            | $107.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0079 | 2055-02-01      | 5.0000%  |  | $528142.16         | $534689.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  |  | $105.57            | $111.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4678 | 2055-09-01      | 6.0000%  |  | $113.67            | $118.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3398 | 2055-09-01      | 6.0000%  |  | $114.51            | $118.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2473 | 2055-09-01      | 6.0000%  |  | $1873909.67        | $1965098.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1648 | 2055-08-01      | 6.5000%  |  | $113.62            | $119.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1592 | 2055-08-01      | 6.0000%  |  | $107.88            | $112.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1355 | 2055-08-01      | 6.0000%  |  | $3867139.94        | $4008605.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  |  | $113.50            | $116.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1161 | 2055-08-01      | 6.0000%  |  | $113.58            | $117.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1050 | 2055-08-01      | 6.0000%  |  | $998887.26         | $1032179.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8576 | 2055-07-01      | 6.5000%  |  | $152666.03         | $161243.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8298 | 2055-07-01      | 6.5000%  |  | $72.55             | $76.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  |  | $104.79            | $109.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO0306 | 2042-04-01      | 4.0000%  |  | $16.96             | $16.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  |  | $40.21             | $37.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9213 | 2054-07-01      | 6.5000%  |  | $79.27             | $82.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7707 | 2052-07-01      | 5.0000%  |  | $9772.00           | $10058.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2650 | 2050-05-01      | 3.0000%  |  | $637529.46         | $586445.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4811 | 2054-09-01      | 5.5000%  |  | $417430.85         | $425897.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2141 | 2054-08-01      | 6.5000%  |  | $62.18             | $65.66             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2013-187 F      | 2043-12-20      | 4.1317%  |  | $979815.79         | $971782.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-67 F       | 2046-08-20      | 4.1817%  |  | $1647246.78        | $1630626.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 AF     | 2051-08-20      | 3.5000%  |  | $5565094.00        | $4949425.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 AF     | 2056-01-20      | 4.6115%  |  | $22805378.14       | $22839373.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-125 FE     | 2049-10-20      | 4.2317%  |  | $750145.32         | $743988.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FX     | 2055-04-20      | 5.0315%  |  | $25341449.53       | $25689802.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-010 FE     | 2056-01-20      | 4.3615%  |  | $2316607.45        | $2317073.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 GF     | 2055-04-20      | 5.0115%  |  | $22073455.89       | $22326118.95       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-071 FB     | 2055-04-20      | 5.0115%  |  | $5559778.94        | $5636083.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-158 AF     | 2051-09-20      | 3.5000%  |  | $1211186.67        | $1076468.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-009 KF     | 2050-01-20      | 4.2317%  |  | $23.52             | $23.23             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 CF     | 2049-11-20      | 4.1817%  |  | $1573073.12        | $1549631.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 F       | 2049-10-20      | 4.1817%  |  | $1528473.06        | $1505469.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-51 FA      | 2048-11-20      | 4.1317%  |  | $2400915.02        | $2360206.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FB R22F001 | 2052-02-25      | 3.0000%  |  | $1022590.15        | $903382.38         | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  |  | $11.42             | $11.75             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $62786.90          | $52068.74          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $456632.00         | $453092.24         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  |  | $414484.87         | $304442.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  |  | $1023426.47        | $1037614.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $1079032.83        | $941092.28         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $113952.52         | $108004.65         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $599580.65         | $560929.64         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $11.42             | $11.79             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  |  | $1098199.96        | $1109851.01        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $630152.16         | $649003.42         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $424211.13         | $429049.38         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $218018.95         | $193725.06         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  |  | $1144833.50        | $1149209.31        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  |  | $136989.60         | $139667.26         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  |  | $159821.20         | $161411.90         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  |  | $148462.48         | $150745.02         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  |  | $11.42             | $11.50             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  |  | $55400.88          | $56310.69          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  |  | $446518.56         | $477859.42         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $93187.18          | $95622.35          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  |  | $9703.43           | $8353.15           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $369849.09         | $375447.23         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $542376.07         | $559413.13         | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  |  | $8105.22           | $8053.61           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $3550.31           | $2856.90           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $34761.11          | $32756.43          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $265988.14         | $272941.02         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $1184469.16        | $1172256.31        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $1564044.51        | $1622728.44        | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  |  | $90401.72          | $89511.81          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  |  | $2181456.64        | $2197750.07        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $2213306.72        | $1468071.31        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $1279631.27        | $1224370.80        | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $9018.48           | $9015.78           | U.S. Treasuries (including strips)        |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  |  | $557650.41         | $547959.01         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $31964.24          | $27765.23          | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  |  | $189616.44         | $188891.91         | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $2663979.67        | $2655676.05        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $2732942.52        | $2781664.20        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $130585.34         | $124658.55         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $7103413.06        | $6127767.32        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $5593878.99        | $5630343.57        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $132765.75         | $134679.67         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  |  | $1735258.68        | $1761837.24        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  |  | $2819.70           | $2862.90           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  |  | $143724.92         | $146986.60         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  |  | $342474.00         | $349515.22         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $11415.80          | $11526.56          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $17215.03          | $17678.98          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $6495.59           | $6711.05           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $185609.49         | $188703.43         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $66257.30          | $67205.20          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $5707900.00        | $5893426.11        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  |  | $64424.21          | $67627.93          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  |  | $56428.30          | $57330.66          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $11.42             | $11.58             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $107502.59         | $110899.47         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $11.42             | $11.73             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $11.42             | $11.37             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $11.42             | $10.14             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $11.42             | $10.87             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $1443025.61        | $1373005.57        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $11.42             | $10.79             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $799106.00         | $762472.39         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $344825.65         | $328186.57         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $15982.12          | $16207.94          | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $2267302.11        | $2189160.63        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $5129948.74        | $5158047.93        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  |  | $6140113.60        | $6265614.98        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  |  | $881573.74         | $899096.16         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  |  | $11.42             | $11.55             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $270040.75         | $277193.75         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $10160.06          | $10055.30          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $685279.06         | $649846.30         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $11.42             | $11.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $49213.51          | $49134.81          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $70435.49          | $72542.59          | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  |  | $1025629.72        | $979080.19         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $268042.98         | $232831.25         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $6803.82           | $4998.60           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $8904324.00        | $5639516.71        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $11872.43          | $8628.80           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $384552.64         | $255071.15         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $11.42             | $6.67              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $132651.60         | $73427.77          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $11.42             | $5.88              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $11.42             | $6.99              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  |  | $11.42             | $7.71              | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $10982.00          | $7174.86           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $57124.66          | $44214.98          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $285395.00         | $230956.41         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  |  | $3672200.30        | $3358372.15        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $11.42             | $9.15              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  |  | $3493.23           | $3562.93           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $2785.46           | $2860.93           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $135848.02         | $126944.43         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  |  | $540095.57         | $549586.21         | U.S. Treasuries (including strips)        |
| USTR BILL 06/16/26        | 2026-06-16      | 0.0000%  |  | $12009.42          | $11882.93          | U.S. Treasuries (including strips)        |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  |  | $111304.05         | $110285.17         | U.S. Treasuries (including strips)        |
| USTR BILL 05/26/26        | 2026-05-26      | 0.0000%  |  | $208874.89         | $207114.70         | U.S. Treasuries (including strips)        |
| USTR BILL 05/19/26        | 2026-05-19      | 0.0000%  |  | $6621.16           | $6569.88           | U.S. Treasuries (including strips)        |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  |  | $186648.33         | $185329.47         | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  |  | $159547.22         | $157309.41         | U.S. Treasuries (including strips)        |
| USTR BILL 04/28/26        | 2026-04-28      | 0.0000%  |  | $222493.94         | $221225.28         | U.S. Treasuries (including strips)        |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  |  | $166556.52         | $165719.58         | U.S. Treasuries (including strips)        |
| USTR BILL 04/14/26        | 2026-04-14      | 0.0000%  |  | $120071.38         | $119551.84         | U.S. Treasuries (including strips)        |
| USTR BILL 04/07/26        | 2026-04-07      | 0.0000%  |  | $673075.57         | $670636.34         | U.S. Treasuries (including strips)        |
| USTR BILL 03/31/26        | 2026-03-31      | 0.0000%  |  | $3424.74           | $3414.77           | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  |  | $58791.37          | $58661.68          | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  |  | $408799.80         | $402797.80         | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  |  | $2739.79           | $2714.31           | U.S. Treasuries (including strips)        |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  |  | $10616.69          | $10546.62          | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  |  | $405489.22         | $403077.77         | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  |  | $22032.49          | $21917.53          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  |  | $922624.96         | $919749.13         | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  |  | $949109.61         | $946826.05         | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  |  | $6763153.72        | $6761124.77        | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  |  | $747278.27         | $733914.69         | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $216329.41         | $213575.75         | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $26244.92          | $25982.61          | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $102970.52         | $102504.27         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $221352.36         | $220974.74         | U.S. Treasuries (including strips)        |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  |  | $69636.38          | $69580.46          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $231969.06         | $221411.02         | U.S. Treasuries (including strips)        |

### Security 226: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  3.660%, 3/2/2026
- **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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $1409350.00        | $1441761.16        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $150.00            | $102.69            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  |  | $300.00            | $233.36            | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $250.00            | $183.63            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  |  | $4050000.00        | $3277469.73        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $563250.00         | $500002.47         | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $546750.00         | $500024.46         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $267150.00         | $214043.67         | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $50.00             | $39.91             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $147.98            | $149.39            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $1200000.00        | $1201918.74        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $1253150.00        | $1287106.25        | U.S. Treasuries (including strips) |
| USTR 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  |  | $200.00            | $100.91            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $50.00             | $37.64             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $50.00             | $38.45             | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $400.00            | $441.59            | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $450.00            | $472.37            | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $19234.46          | $20584.52          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $3025000.00        | $3069057.16        | U.S. Treasuries (including strips) |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  |  | $950.00            | $949.72            | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  |  | $300.00            | $304.60            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $2061750.00        | $2104139.30        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $150.00            | $153.83            | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  |  | $200.00            | $212.38            | U.S. Treasuries (including strips) |
| USTR BILL 06/09/26    | 2026-06-09      | 0.0000%  |  | $50.00             | $49.51             | U.S. Treasuries (including strips) |
| USTR BILL 05/26/26    | 2026-05-26      | 0.0000%  |  | $150.00            | $148.74            | U.S. Treasuries (including strips) |
| USTR BILL 04/02/26    | 2026-04-02      | 0.0000%  |  | $750.00            | $747.66            | U.S. Treasuries (including strips) |
| USTR BILL 03/26/26    | 2026-03-26      | 0.0000%  |  | $600.00            | $598.56            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  |  | $7459650.00        | $7488162.43        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  |  | $50.00             | $50.98             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  |  | $93200.00          | $93827.84          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $2499700.00        | $2524579.54        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  |  | $50.00             | $50.56             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  |  | $200.00            | $201.50            | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35      | 2035-11-15      | 4.0000%  |  | $25000050.00       | $25360443.54       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  |  | $200.00            | $203.63            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $50.00             | $50.77             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $7499700.00        | $7572464.25        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $50.00             | $51.86             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $50.00             | $52.13             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $479450.00         | $501586.23         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  |  | $5904.39           | $6168.42           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $400.00            | $416.93            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $496400.00         | $500466.34         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $1600.00           | $1619.96           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $9830300.00        | $10156379.43       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  |  | $623100.00         | $637605.04         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $308.97            | $318.46            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $574800.00         | $597575.93         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $50.00             | $51.06             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $450.00            | $456.44            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $12487700.00       | $12725033.85       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  |  | $48900.00          | $49747.72          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  |  | $1254900.00        | $1295688.51        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $900.00            | $922.08            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  |  | $1359450.00        | $1383685.67        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $550.00            | $557.55            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $145100.00         | $150283.14         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  |  | $924150.00         | $886730.35         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $17102400.00       | $16279883.70       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $3130500.00        | $2761724.54        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  |  | $2949800.00        | $2626807.46        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $200.00            | $193.57            | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  |  | $50.00             | $49.10             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $15585041.93       | $15047910.95       | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $2499700.00        | $2366395.06        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $60677.00          | $60749.99          | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $6240250.00        | $6200401.04        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $26108462.49       | $26251471.09       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $350.00            | $352.82            | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  |  | $226584.27         | $226376.35         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $1600.00           | $1595.08           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $965150.00         | $984333.61         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-11-15      | 4.6250%  |  | $800.00            | $809.13            | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $59200.00          | $63431.60          | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $4650.00           | $4644.13           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $50.00             | $49.49             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $3976450.00        | $3730971.18        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  |  | $5000.00           | $5149.58           | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $1227250.00        | $1127730.34        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $900.00            | $841.99            | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $100.00            | $95.46             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $6362050.00        | $5807899.60        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $2500100.00        | $2684761.27        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $50.00             | $52.28             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $6500.00           | $6628.84           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $3492750.00        | $3559384.53        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $50.00             | $50.67             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $100.00            | $101.19            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $100.00            | $101.93            | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $50.00             | $51.97             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $15000000.00       | $15466057.54       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  |  | $4344150.00        | $4433676.69        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $14050.00          | $14288.13          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $9345550.00        | $9684361.97        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $450.00            | $452.25            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $6214400.00        | $5885258.05        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  |  | $55.77             | $53.64             | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $3700.00           | $3708.42           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $507550.00         | $500467.60         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $499750.00         | $496306.71         | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $50.00             | $49.98             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $12747550.00       | $12659288.57       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $8693900.00        | $8395396.72        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  |  | $2237200.00        | $2213450.52        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $19950000.00       | $19088465.61       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $50.00             | $52.99             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  |  | $4929327.00        | $4746180.23        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  |  | $31050.00          | $32268.91          | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $10050.00          | $10651.26          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $550.00            | $561.04            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $250.00            | $234.54            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $389700.00         | $391840.27         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $450.00            | $453.77            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $49800.00          | $50793.98          | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $88888000.00       | $87614602.30       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $200.00            | $167.76            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  |  | $150.00            | $153.92            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  |  | $6690000.00        | $5759052.39        | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $3200.00           | $2079.24           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $540000.00         | $447818.29         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $5652200.00        | $5379460.96        | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $301.87            | $315.95            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  |  | $7000000.00        | $7143077.10        | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  |  | $24999950.00       | $25478659.68       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  |  | $250.00            | $254.92            | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $899.59            | $916.79            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $2951000.00        | $2573752.38        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $50.00             | $36.74             | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $1072050.00        | $815654.55         | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $17950.00          | $13045.93          | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $100.00            | $58.27             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $190000.00         | $195032.83         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $20850.00          | $21504.94          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  |  | $50.00             | $49.61             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $504200.00         | $506998.47         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  |  | $869450.00         | $901405.90         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $9310800.00        | $9554048.46        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $50.00             | $50.63             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $31257900.00       | $32185297.51       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $6829450.00        | $6718108.50        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $100.00            | $95.47             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $24625000.00       | $25548945.43       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $128300.00         | $130614.47         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $50.00             | $49.13             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $50.00             | $50.03             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $6446300.00        | $6202694.96        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  |  | $478650.00         | $500029.19         | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $2739750.00        | $2191407.63        | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $50.00             | $38.65             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $168250.00         | $146147.68         | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  |  | $2646050.00        | $2614397.60        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $2484100.00        | $2533017.91        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $50.00             | $50.51             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $5439495.60        | $5355299.43        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $135054.98         | $141771.04         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1300.00           | $1361.44           | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $17500050.00       | $17866648.49       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $819450.00         | $706899.47         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $50.00             | $44.43             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $1443950.00        | $1472478.97        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $50.00             | $33.75             | U.S. Treasuries (including strips) |

### Security 227: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.680%, 3/2/2026
- **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):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 DP9040 C     | 2056-01-20      | 5.0000%  |  | $301673.22         | $304521.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6023 C     | 2055-07-20      | 4.5000%  |  | $1326803.48        | $1317474.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6021 C     | 2056-02-20      | 5.0000%  |  | $1814500.17        | $1831634.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4412 C     | 2055-11-20      | 5.0000%  |  | $271938.80         | $274829.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2712 C     | 2055-07-20      | 6.5000%  |  | $28477.29          | $30004.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH3463 C     | 2051-09-20      | 2.5000%  |  | $525228.08         | $456833.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9721 M     | 2054-06-20      | 3.5000%  |  | $91493.94          | $86363.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9719 M     | 2054-06-20      | 2.5000%  |  | $12608.55          | $11145.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  |  | $3730561.72        | $3601778.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7827 M     | 2052-01-20      | 2.5000%  |  | $2503827.70        | $2208740.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  |  | $6792410.33        | $5991894.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $6311360.31        | $5567595.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  |  | $29008.49          | $25596.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7054 M     | 2050-12-20      | 3.5000%  |  | $376.43            | $357.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  |  | $124.58            | $131.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  |  | $978.49            | $900.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE3344 | 2052-06-01      | 3.5000%  |  | $1352601.51        | $1274872.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1946 | 2052-05-01      | 3.5000%  |  | $2714897.82        | $2560509.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQD5234 | 2052-01-01      | 3.5000%  |  | $1029043.34        | $976312.88         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U90245 G | 2042-10-01      | 3.5000%  |  | $14505.70          | $13973.31          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q05698 G | 2042-01-01      | 4.0000%  |  | $1241779.58        | $1239131.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4495 | 2053-12-01      | 6.0000%  |  | $1158016.10        | $1213370.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  |  | $49681.01          | $51508.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $15892848.97       | $14985729.30       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5166 | 2053-05-01      | 5.5000%  |  | $3813935.27        | $3903533.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0793 C     | 2056-02-20      | 5.5000%  |  | $278702.09         | $286624.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2608 | 2053-03-01      | 3.5000%  |  | $11840.68          | $11156.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8153 | 2037-05-01      | 2.0000%  |  | $434036.57         | $403715.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $1113754.39        | $1015914.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB1692 | 2038-02-01      | 2.5000%  |  | $182234.28         | $173464.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  |  | $37011.67          | $37948.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PZA3238 | 2047-11-01      | 3.0000%  |  | $1406854.39        | $1278503.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3981 | 2047-08-01      | 3.5000%  |  | $10516.86          | $10082.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM0037 | 2045-08-01      | 3.5000%  |  | $96914.57          | $93303.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5668 | 2043-04-01      | 3.0000%  |  | $5649.28           | $5324.18           | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18631 G | 2032-02-01      | 2.5000%  |  | $1138688.82        | $1106728.73        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  |  | $71516.79          | $69021.77          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  |  | $48356.02          | $49518.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA3416 | 2056-01-01      | 6.5000%  |  | $304805.37         | $322752.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0018 | 2040-08-01      | 5.5000%  |  | $639662.32         | $659147.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $1043374.10        | $1101015.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5630 | 2055-09-01      | 5.5000%  |  | $16233628.64       | $16565463.85       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5066 | 2055-11-01      | 5.0000%  |  | $3012190.18        | $3085778.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4044 | 2055-04-01      | 6.5000%  |  | $2371741.32        | $2514929.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL2297 | 2055-05-01      | 7.0000%  |  | $5265466.34        | $5654866.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3701 | 2055-05-01      | 5.5000%  |  | $233307.98         | $238041.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5941 | 2056-01-01      | 3.5000%  |  | $4695643.23        | $4425351.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  |  | $228482.72         | $244197.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5763 | 2055-07-01      | 7.0000%  |  | $1043373.46        | $1100655.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $3598459.92        | $3575753.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $1437334.77        | $1354697.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL974151 | 2038-02-01      | 6.0000%  |  | $277.84            | $294.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $212720.12         | $212105.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $663928.28         | $628459.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $30639.18          | $29108.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2584 | 2052-08-01      | 4.5000%  |  | $23995.31          | $24019.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4730 | 2056-01-01      | 6.0000%  |  | $3606214.96        | $3823029.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4717 | 2051-09-01      | 4.5000%  |  | $2772496.70        | $2796775.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1865 | 2055-06-01      | 6.0000%  |  | $18703363.66       | $19536698.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG0881 | 2056-01-01      | 4.5000%  |  | $279898.41         | $277949.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9536 | 2056-01-01      | 5.0000%  |  | $520453.09         | $524976.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8913 | 2056-01-01      | 5.0000%  |  | $325424.82         | $330009.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8700 | 2054-06-01      | 6.0000%  |  | $7671155.16        | $8037478.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $2270414.59        | $2139420.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3755 | 2052-05-01      | 3.5000%  |  | $2681272.58        | $2528085.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4463 | 2052-08-01      | 4.5000%  |  | $442654.73         | $440426.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3228 | 2049-03-01      | 4.5000%  |  | $222854.83         | $224462.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1379 | 2048-03-01      | 4.0000%  |  | $2726144.82        | $2678815.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4254 | 2053-06-01      | 5.5000%  |  | $45821.98          | $46824.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU1408 | 2052-01-01      | 3.5000%  |  | $1050703.73        | $996863.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBP0661 | 2035-03-01      | 2.5000%  |  | $232971.59         | $223000.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $3582.95           | $3630.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3282 | 2047-12-01      | 3.5000%  |  | $31329.67          | $30337.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH9392 | 2047-11-01      | 3.5000%  |  | $3798402.12        | $3626440.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6804 | 2056-01-01      | 6.5000%  |  | $2531262.00        | $2660079.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF7174 | 2055-12-01      | 6.0000%  |  | $264197.32         | $280400.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2266 | 2055-10-01      | 6.0000%  |  | $269266.57         | $281477.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6160 | 2055-08-01      | 7.0000%  |  | $273184.61         | $296384.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5881 | 2055-03-01      | 6.0000%  |  | $491910.87         | $517332.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8693 | 2047-01-01      | 3.5000%  |  | $785706.57         | $753880.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAS8038 | 2031-10-01      | 2.5000%  |  | $46125.01          | $44840.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL0719 | 2039-10-01      | 6.0000%  |  | $49580.34          | $52548.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  |  | $10725081.01       | $11183196.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6140 | 2053-05-01      | 6.5000%  |  | $1481113.79        | $1528419.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  |  | $16998.08          | $17616.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIQN1377 | 2035-01-01      | 3.0000%  |  | $13987.59          | $13639.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6790 | 2053-07-01      | 5.0000%  |  | $502772.36         | $508387.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE5186 | 2052-06-01      | 4.5000%  |  | $3385743.88        | $3374760.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1982 C     | 2053-02-20      | 5.0000%  |  | $457756.70         | $457581.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6706802.24        | $6863816.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  |  | $4787217.96        | $4758824.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  |  | $560736.76         | $533248.19         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18596 G | 2031-04-01      | 3.0000%  |  | $108891.31         | $107378.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB5936 | 2050-12-01      | 2.0000%  |  | $123863.92         | $103260.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9538 | 2052-07-01      | 3.5000%  |  | $103549.93         | $97634.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0789 | 2048-10-01      | 4.0000%  |  | $812913.35         | $800767.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU1203 | 2052-03-01      | 3.5000%  |  | $8062655.08        | $7622335.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0559 M     | 2055-08-20      | 7.0000%  |  | $14359744.42       | $14923587.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0088 M     | 2054-12-20      | 3.5000%  |  | $112265.13         | $105179.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0846 M     | 2041-01-20      | 5.0000%  |  | $444369.50         | $452399.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ5990 C     | 2056-02-20      | 5.0000%  |  | $570219.13         | $575603.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL905142 | 2037-02-01      | 5.5000%  |  | $67.63             | $70.90             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0195 | 2053-11-01      | 6.5000%  |  | $4538655.26        | $4812896.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $28778.60          | $24921.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M     | 2053-10-20      | 5.0000%  |  | $1591900.95        | $1608394.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG2329 | 2053-04-01      | 4.0000%  |  | $13728.72          | $13382.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  |  | $9552.19           | $9646.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  |  | $101.86            | $99.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC9123 | 2051-10-01      | 2.5000%  |  | $129741.30         | $112274.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9358 M     | 2053-12-20      | 3.5000%  |  | $34565.04          | $32985.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $6057968.34        | $5767354.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6043 M     | 2049-07-20      | 5.5000%  |  | $1161.58           | $1205.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0151 | 2054-03-01      | 7.0000%  |  | $965025.74         | $1030712.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $80238.99          | $80710.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB1397 | 2050-07-01      | 2.5000%  |  | $415519.51         | $360102.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW0490 | 2052-06-01      | 4.0000%  |  | $64914.28          | $63338.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $156506.19         | $161268.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0922 | 2052-03-01      | 3.0000%  |  | $671773.57         | $621271.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL2172 | 2049-01-01      | 3.5000%  |  | $2908823.42        | $2776526.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8144 | 2055-05-01      | 5.5000%  |  | $183148.33         | $186859.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4729 | 2055-08-01      | 5.5000%  |  | $121964.31         | $124438.63         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI1821 C     | 2065-02-20      | 6.5000%  |  | $276980.75         | $290426.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY0961 | 2055-04-01      | 5.5000%  |  | $30007.53          | $30614.65          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4135 C     | 2065-12-20      | 4.0000%  |  | $314177.72         | $304020.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2136 | 2053-09-01      | 6.5000%  |  | $18742906.43       | $19580797.65       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6022 C     | 2056-01-20      | 6.0000%  |  | $3236460.52        | $3352148.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3326 | 2052-06-01      | 3.5000%  |  | $5296640.41        | $4991875.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5501 | 2055-02-01      | 5.5000%  |  | $30871.51          | $31497.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ3980 | 2055-04-01      | 7.0000%  |  | $5203463.94        | $5591910.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4855 C     | 2056-01-20      | 4.5000%  |  | $1535588.66        | $1512388.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9671 | 2054-11-01      | 5.5000%  |  | $448118.85         | $466454.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8735 | 2055-12-01      | 5.0000%  |  | $308312.22         | $313149.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4659 | 2056-02-01      | 5.0000%  |  | $68560896.00       | $69855950.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6407 | 2055-11-01      | 6.0000%  |  | $701606.48         | $743790.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4496 C     | 2056-02-20      | 5.0000%  |  | $167552.87         | $169958.28         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4130 C     | 2065-10-20      | 6.5000%  |  | $381502.37         | $400022.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA1094 | 2055-12-01      | 7.0000%  |  | $419746.05         | $445611.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2970 C     | 2056-01-20      | 5.0000%  |  | $1839541.48        | $1856912.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3113 C     | 2047-03-20      | 3.5000%  |  | $49596.48          | $47031.74          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DO0791 C     | 2056-01-20      | 6.0000%  |  | $198739.05         | $204939.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9118 C     | 2055-10-20      | 6.5000%  |  | $324194.84         | $341392.87         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7493 C     | 2065-03-20      | 6.5000%  |  | $111975.92         | $117411.73         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7513 C     | 2065-03-20      | 6.5000%  |  | $608334.43         | $637865.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  |  | $549401.74         | $553407.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  |  | $505427.72         | $518891.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $33826103.00       | $31895403.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4336 | 2051-04-01      | 3.5000%  |  | $654210.08         | $620209.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $124415.83         | $118040.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  |  | $80234.55          | $69969.39          | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783003 X     | 2035-11-15      | 6.0000%  |  | $19035.89          | $20036.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787009 C     | 2051-09-20      | 3.0000%  |  | $3289679.62        | $3055519.13        | Agency Mortgage-Backed Securities |

### Security 228: 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:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CTQK1845 | 2046-01-01      | 5.5000%  |  | $535360.50         | $548581.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1212 | 2052-10-01      | 4.0000%  |  | $88454.01          | $86323.94          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07343 G | 2040-08-01      | 5.5000%  |  | $579.74            | $606.63            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  |  | $60850.60          | $66325.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $2151442.73        | $2139792.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786963 C     | 2053-09-20      | 6.0000%  |  | $25897.09          | $26922.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7981 C     | 2056-02-20      | 6.0000%  |  | $576222.75         | $596820.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3821 C     | 2055-12-20      | 6.0000%  |  | $631469.21         | $660086.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0489 M     | 2055-07-20      | 7.5000%  |  | $72087.79          | $75441.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0785 M     | 2040-12-20      | 5.0000%  |  | $87830.49          | $89417.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2198 C     | 2056-02-20      | 5.0000%  |  | $1056103.50        | $1066076.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0802 C     | 2056-02-20      | 6.0000%  |  | $460771.50         | $478221.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3985 C     | 2056-01-20      | 6.0000%  |  | $380716.90         | $398203.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8893 C     | 2056-02-20      | 6.5000%  |  | $437286.75         | $460484.57         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3718 C     | 2065-10-20      | 6.5000%  |  | $6594628.89        | $6914761.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4466 C     | 2055-10-20      | 6.0000%  |  | $432787.03         | $448256.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2078 C     | 2055-11-20      | 6.0000%  |  | $6813.20           | $7023.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  |  | $21262.93          | $20045.92          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  |  | $616029.31         | $624211.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  |  | $31235630.85       | $31975672.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD6077 | 2052-10-01      | 4.0000%  |  | $3424756.75        | $3353278.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4520 | 2052-07-01      | 3.5000%  |  | $148091.28         | $139832.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9987 | 2045-08-01      | 3.5000%  |  | $603253.73         | $581561.19         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08715 G | 2046-08-01      | 3.0000%  |  | $90502.54          | $84110.95          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15268 G | 2029-11-01      | 3.5000%  |  | $213827.13         | $213109.27         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G14298 G | 2026-07-01      | 4.0000%  |  | $5820.17           | $5827.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  |  | $5349821.55        | $5467631.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1300 | 2053-04-01      | 4.0000%  |  | $65732.59          | $64167.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ9772 | 2055-10-01      | 6.0000%  |  | $1445216.60        | $1517553.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8830 | 2055-11-01      | 6.5000%  |  | $288104.07         | $307654.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  |  | $930068.98         | $995299.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  |  | $21905114.61       | $22348303.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $3850796.75        | $3942435.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $10115800.78       | $10064877.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  |  | $1896639.82        | $1841772.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1919 | 2056-02-01      | 4.5000%  |  | $3435511.30        | $3437493.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1193 | 2055-10-01      | 5.0000%  |  | $2805287.49        | $2873820.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0427 | 2055-05-01      | 5.0000%  |  | $19557307.21       | $19738820.75       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  |  | $31537247.95       | $29735454.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7503 | 2054-02-01      | 6.0000%  |  | $954382.64         | $984178.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  |  | $5385762.13        | $5812565.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7807 | 2051-04-01      | 2.5000%  |  | $8519919.79        | $7442359.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1196 | 2053-05-01      | 4.0000%  |  | $348.02            | $339.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1088 | 2052-02-01      | 2.0000%  |  | $8613182.92        | $7266997.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9814 | 2055-01-01      | 6.0000%  |  | $23505894.79       | $24536354.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $9171.86           | $9119.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7628 | 2053-12-01      | 6.5000%  |  | $26464556.22       | $28283662.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2954 | 2055-12-01      | 4.5000%  |  | $404122.65         | $402061.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  |  | $340215.65         | $350548.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5538 | 2044-07-01      | 4.0000%  |  | $250084.81         | $248611.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6100 | 2051-06-01      | 2.0000%  |  | $555552.17         | $448194.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $569280.44         | $498971.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2680 | 2052-01-01      | 3.5000%  |  | $52528.80          | $49754.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9422 | 2053-09-01      | 5.0000%  |  | $3225601.54        | $3293665.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBX9358 | 2053-04-01      | 4.0000%  |  | $116613.02         | $113661.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  |  | $350879.81         | $335558.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU5570 | 2055-02-01      | 6.5000%  |  | $5724628.40        | $5991427.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  |  | $29959.66          | $27430.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE2335 | 2047-02-01      | 3.5000%  |  | $1720306.22        | $1640285.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD9328 | 2046-10-01      | 3.5000%  |  | $321554.65         | $308730.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7833 M     | 2052-01-20      | 5.5000%  |  | $479.81            | $498.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $123964.37         | $123154.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  |  | $5624432.44        | $5738109.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5537 C     | 2055-09-20      | 6.5000%  |  | $3576.28           | $3766.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3527 | 2055-09-01      | 6.5000%  |  | $372625.48         | $398117.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7320 C     | 2055-07-20      | 6.5000%  |  | $142077.90         | $149704.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6283 C     | 2055-09-20      | 6.5000%  |  | $1824880.94        | $1926503.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $184.20            | $183.28            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q26813 G | 2044-06-01      | 4.0000%  |  | $1508758.16        | $1499946.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2341 M     | 2029-11-20      | 3.5000%  |  | $19770.77          | $19691.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBQ6477 | 2036-08-01      | 2.5000%  |  | $285075.63         | $272914.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO1040 | 2049-09-01      | 3.0000%  |  | $47426.13          | $43440.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $37935617.58       | $37696243.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  |  | $267183.71         | $254293.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  |  | $259888.00         | $242897.22         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18524 G | 2043-05-01      | 3.5000%  |  | $32963.03          | $31888.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8123 M     | 2037-07-20      | 2.5000%  |  | $56238.39          | $53618.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $89978.30          | $85296.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $4034.13           | $3874.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7537 M     | 2051-08-20      | 4.0000%  |  | $995.57            | $966.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  |  | $101.92            | $93.64             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  |  | $71.72             | $72.12             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  |  | $172263.14         | $164188.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  |  | $172474.41         | $176764.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  |  | $113.00            | $113.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $265.37            | $254.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA7526 | 2056-01-01      | 4.5000%  |  | $3642030.00        | $3609808.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5998 | 2056-02-01      | 4.5000%  |  | $1432829.89        | $1426462.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5514 | 2056-01-01      | 4.5000%  |  | $957535.61         | $953502.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3918 | 2054-05-01      | 5.0000%  |  | $6116242.32        | $6243589.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3396 | 2048-05-01      | 3.5000%  |  | $3587507.78        | $3426987.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2834 | 2055-10-01      | 5.5000%  |  | $18647.89          | $19272.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3930 | 2035-02-01      | 2.5000%  |  | $229048.14         | $219181.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE5878 | 2052-07-01      | 3.5000%  |  | $1121948.38        | $1057215.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  |  | $4663473.29        | $4324190.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  |  | $9191359.21        | $9398828.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  |  | $8929.17           | $9338.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  |  | $28007625.81       | $29874318.50       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ8030       | 2060-08-15      | 4.5000%  |  | $981355.20         | $977272.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA5964 | 2045-12-01      | 6.0000%  |  | $86410.24          | $89257.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3229 | 2050-09-01      | 3.5000%  |  | $4624630.59        | $4377244.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2333 C     | 2056-02-20      | 6.0000%  |  | $375.00            | $391.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4087 | 2055-12-01      | 5.5000%  |  | $10059670.60       | $10403602.91       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1057 C     | 2056-02-20      | 5.0000%  |  | $539429.25         | $544522.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4751 | 2040-12-01      | 6.5000%  |  | $418488.77         | $437812.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6680 C     | 2056-02-20      | 5.0000%  |  | $1662626.25        | $1678323.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5976 | 2041-02-01      | 4.0000%  |  | $936828.16         | $930166.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4130 | 2055-02-01      | 6.0000%  |  | $5858863.92        | $6133259.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6517 C     | 2056-01-20      | 6.5000%  |  | $891605.91         | $938900.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1032 | 2053-10-01      | 3.5000%  |  | $6368018.38        | $6006173.43        | Agency Mortgage-Backed Securities |
| GNMA GNII BD DJ7622 C     | 2055-07-20      | 6.0000%  |  | $323479.97         | $334458.99         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ5986       | 2060-10-15      | 5.6500%  |  | $363510.13         | $396008.87         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE5749 C     | 2064-12-20      | 6.5000%  |  | $407975.95         | $427780.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  |  | $1139.02           | $1169.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M     | 2052-07-20      | 4.0000%  |  | $282.19            | $274.02            | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.680%, 3/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0485 M | 2055-07-20      | 5.5000%  |  | $358673951.19      | $364874427.41      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  |  | $144333885.00      | $145386239.38      | Agency Mortgage-Backed Securities |

### Security 230: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  3.670%, 3/6/2026
- **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):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **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 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 AA 30 | 2030-06-30      | 3.8750%  |  | $105409000.00      | $107415730.53      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  |  | $99772100.00       | $101142428.68      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  |  | $104625100.00      | $106608416.17      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $90126800.00       | $94182065.77       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $23244800.00       | $23681236.40       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  |  | $89396000.00       | $88653039.23       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $99787100.00       | $97519654.27       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $101923000.00      | $107199406.18      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  |  | $94533400.00       | $96138478.44       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  |  | $101095900.00      | $93653142.76       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $101754500.00      | $104118406.87      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.780%, 3/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 AQ 28 | 2028-07-15      | 3.8750%  |  | $75.34             | $76.41             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $5710205.48        | $5392151.92        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $2042.61           | $2041.89           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $2502575.34        | $2562384.60        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $103821.92         | $105771.25         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $273538808.22      | $274999958.83      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.670%, 3/2/2026
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 788408 C | 2056-01-20      | 5.0000%  |  | $184729.38         | $187144.19         | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  |  | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $25800.00          | $26284.41          | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $1422200.00        | $1342984.68        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  |  | $516.40            | $516.22            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  |  | $549078500.00      | $542137619.92      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $68128600.00       | $68492519.64       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  3.670%, 3/2/2026
- **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:** 5.9900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $19147000.00       | $20110014.54       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $51454333.56       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $941000.00         | $968370.56         | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $8459000.00        | $8635263.24        | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2030 | 2030-08-31      | 3.6250%  |  | $50000000.00       | $51041868.09       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51486619.48       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $21571000.00       | $22212357.37       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $50000000.00       | $49379681.93       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 08/15/2028 | 2028-08-15      | 2.8750%  |  | $7501000.00        | $7407939.88        | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $50000000.00       | $45540065.41       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 05/15/2031 | 2031-05-15      | 1.6250%  |  | $44597000.00       | $40619005.95       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $50000000.00       | $52181802.49       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 02/29/2032 | 2032-02-29      | 4.1250%  |  | $49175000.00       | $51320802.75       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $55646408.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $55646408.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $55646408.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $55646408.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52835863.84       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $39722000.00       | $41974923.67       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $48080953.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $1000000.00        | $961619.07         | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $50000000.00       | $50567217.43       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 11/15/2028 | 2028-11-15      | 3.5000%  |  | $13731000.00       | $13886769.25       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $50000000.00       | $50448763.04       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2041 | 2041-05-15      | 4.3750%  |  | $13000000.00       | $13116678.39       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52514792.24       | U.S. Treasuries (including strips) |

### Security 234: Fixed Income Clearing Corporation ("FICC") - BARCLAYS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO,  3.690%, 3/2/2026
- **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:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  |  | $9761200.00        | $9858353.33        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $1631900.00        | $1695483.63        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  |  | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  |  | $86370000.00       | $81764028.19       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $400.00            | $428.59            | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $32453200.00       | $30775187.93       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $34216300.00       | $32100598.04       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $157130100.00      | $147429962.36      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $16262600.00       | $14943839.80       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $142684000.00      | $133486103.76      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $225674900.00      | $191652685.72      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $113620000.00      | $105383632.84      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  |  | $6100200.00        | $4175897.13        | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  |  | $32600.00          | $26075.33          | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  |  | $30691200.00       | $26475798.44       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $17962300.00       | $15945307.18       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $100.00            | $89.17             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $230564600.00      | $186746874.16      | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  |  | $103405600.00      | $86442212.40       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  |  | $19739800.00       | $15753773.81       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  |  | $20121000.00       | $16876766.11       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $63915600.00       | $54265489.23       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $56923700.00       | $52843585.30       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $64831900.00       | $64935562.63       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  |  | $19675000.00       | $20208127.82       | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $600.00            | $650.40            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $182111000.00      | $151023401.67      | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  |  | $249999600.00      | $186759089.31      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $7415000.00        | $7338545.25        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  |  | $3048700.00        | $3109296.85        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $97668000.00       | $89321242.00       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  |  | $178883100.00      | $132759452.57      | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-08-15      | 3.0000%  |  | $500000000.00      | $384509737.57      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $39164700.00       | $38948228.53       | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  |  | $100.00            | $77.29             | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $303192000.00      | $310139966.30      | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  |  | $76473400.00       | $57021815.26       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $34000000.00       | $21533759.12       | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  |  | $100.00            | $66.33             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  |  | $401000.00         | $289540.67         | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $105247000.00      | $58258267.38       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $42719900.00       | $27757764.60       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $251627400.00      | $164395441.47      | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $218851000.00      | $133988457.21      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-03-06

**By:** Stephen Van Meter

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

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