# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001145549-25-038807
**Filing Date:** 2025-6
**Character Count:** 1115673
**Document Hash:** 5d1ef06726ca9666cf622fce22fa55ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038807.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038807

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EDWARD JONES MONEY MARKET FUND
- **CENTRAL INDEX KEY:** 0000314650

**ORGANIZATION NAME:**
- **EIN:** 256215504
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 251029444

**BUSINESS ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131
- **BUSINESS PHONE:** 3145155987

**MAIL ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JONES EDWARD D & CO DAILY PASSPORT CASH TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BROKERS TRUST FOR SHORT TERM UNITED STATES GOVERNMENT OBLIGA
- **DATE OF NAME CHANGE:** 19800319

## Series and Classes Contracts Data

### EDWARD JONES MONEY MARKET FUND (Series ID: S000009066)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000024632 | Investment Shares | JNSXX           |
| C000024633 | Retirement Shares | JRSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000314650

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

**Registrant Full Name:** Edward Jones Money Market Fund

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

**Name of Series:** Edward Jones Money Market Fund

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

**Total number of share classes in the series:** 2

**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            | Olive Street Investment Advisers LLC                     | 801-77754         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Chicago<br>State: IL |  |
| Administrator                 | State Street Bank and Trust Company                      |  |
| Transfer Agent                | Edward D. Jones & Co.<br>CIK: 0000810417                 | 084-01496         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-66437

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $30999720019.87

- **Amortized Cost of Portfolio Securities:** $31000456009.54

- **Cash:** $362399.95

- **Total Other Assets:** $65379135.46

- **Total Liabilities:** $51116379.05

- **Net Assets of Series:** $31015081165.90

- **Number of Shares Outstanding (Series):** 31014892506.1550

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $21632901874.97           | $25582901313.97            | 65.7800%                  | 77.8000%                   |
| 2025-05-02 | $20525932023.99           | $25725931947.99            | 64.5800%                  | 80.9400%                   |
| 2025-05-05 | $21199535978.89           | $25899535939.89            | 65.6800%                  | 80.2400%                   |
| 2025-05-06 | $20350558379.74           | $25900558284.74            | 63.9400%                  | 81.3800%                   |
| 2025-05-07 | $20722087257.05           | $25822087257.05            | 65.2700%                  | 81.3300%                   |
| 2025-05-08 | $20427312428.41           | $25727312428.41            | 64.5300%                  | 81.2800%                   |
| 2025-05-09 | $20652119356.30           | $25552119356.30            | 65.5900%                  | 81.1500%                   |
| 2025-05-12 | $21230742286.12           | $25630742286.12            | 67.3400%                  | 81.3000%                   |
| 2025-05-13 | $20806841010.50           | $25906841010.50            | 65.6300%                  | 81.7200%                   |
| 2025-05-14 | $20725544415.03           | $26125544415.03            | 65.5400%                  | 82.6200%                   |
| 2025-05-15 | $20613409186.37           | $25813409186.37            | 65.8300%                  | 82.4400%                   |
| 2025-05-16 | $20514111409.14           | $25914111409.14            | 65.2900%                  | 82.4800%                   |
| 2025-05-19 | $21164846722.41           | $26164846722.41            | 66.8500%                  | 82.6400%                   |
| 2025-05-20 | $20657679475.60           | $25932679273.10            | 65.8200%                  | 82.6300%                   |
| 2025-05-21 | $20461738294.30           | $25886738115.80            | 65.3000%                  | 82.6100%                   |
| 2025-05-22 | $20359289552.12           | $26034289410.37            | 64.0200%                  | 81.8600%                   |
| 2025-05-23 | $20536474016.65           | $25711474088.65            | 65.2100%                  | 81.6500%                   |
| 2025-05-27 | $20016892230.21           | $25616892230.21            | 63.5900%                  | 81.3800%                   |
| 2025-05-28 | $19903643328.70           | $25503643328.70            | 63.1900%                  | 80.9700%                   |
| 2025-05-29 | $20392464778.70           | $25392464778.70            | 64.9700%                  | 80.9000%                   |
| 2025-05-30 | $19425007197.69           | $25075007197.69            | 62.5300%                  | 80.7100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4000%             |
| 2025-05-02 | 4.4200%             |
| 2025-05-05 | 4.4100%             |
| 2025-05-06 | 4.4100%             |
| 2025-05-07 | 4.4100%             |
| 2025-05-08 | 4.4000%             |
| 2025-05-09 | 4.3800%             |
| 2025-05-12 | 4.3800%             |
| 2025-05-13 | 4.3800%             |
| 2025-05-14 | 4.3800%             |
| 2025-05-15 | 4.3800%             |
| 2025-05-16 | 4.3800%             |
| 2025-05-19 | 4.3800%             |
| 2025-05-20 | 4.3800%             |
| 2025-05-21 | 4.3800%             |
| 2025-05-22 | 4.3700%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3600%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 0.9999                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $21989640408.70

- **Number of Shares Outstanding:** 21989512091.8160

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $405505246.87             | $413692685.43           |
| 2025-05-02 | $506320550.17             | $367231272.08           |
| 2025-05-05 | $406705936.44             | $375448727.19           |
| 2025-05-06 | $360552655.59             | $382227897.46           |
| 2025-05-07 | $348479148.23             | $485939845.39           |
| 2025-05-08 | $348629300.57             | $403626194.59           |
| 2025-05-09 | $421001906.52             | $417942767.81           |
| 2025-05-12 | $296725668.81             | $346757279.66           |
| 2025-05-13 | $335354332.24             | $343491208.73           |
| 2025-05-14 | $337120587.34             | $414789490.07           |
| 2025-05-15 | $397888959.02             | $392882018.82           |
| 2025-05-16 | $445629608.55             | $364894594.65           |
| 2025-05-19 | $355183970.45             | $358992891.92           |
| 2025-05-20 | $320686666.18             | $368493399.21           |
| 2025-05-21 | $386461690.17             | $385476515.21           |
| 2025-05-22 | $375614051.32             | $395017273.08           |
| 2025-05-23 | $348167612.89             | $356081247.07           |
| 2025-05-27 | $401388024.89             | $387488376.90           |
| 2025-05-28 | $361491140.03             | $471070387.95           |
| 2025-05-29 | $345205806.67             | $380201781.88           |
| 2025-05-30 | $532684009.41             | $590428940.24           |

**Total Gross Subscriptions (Month):** $8036796872.36

**Total Gross Redemptions (Month):** $8402174795.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.6900%           |
| 2025-05-02 | 3.7000%           |
| 2025-05-05 | 3.7000%           |
| 2025-05-06 | 3.7000%           |
| 2025-05-07 | 3.7000%           |
| 2025-05-08 | 3.6900%           |
| 2025-05-09 | 3.6700%           |
| 2025-05-12 | 3.6700%           |
| 2025-05-13 | 3.6700%           |
| 2025-05-14 | 3.6700%           |
| 2025-05-15 | 3.6700%           |
| 2025-05-16 | 3.6700%           |
| 2025-05-19 | 3.6700%           |
| 2025-05-20 | 3.6700%           |
| 2025-05-21 | 3.6700%           |
| 2025-05-22 | 3.6600%           |
| 2025-05-23 | 3.6400%           |
| 2025-05-27 | 3.6400%           |
| 2025-05-28 | 3.6500%           |
| 2025-05-29 | 3.6500%           |
| 2025-05-30 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-profit                |  | 0.0000%          | 0.0000%              |
| Non-financial corporation |  | 0.0000%          | 0.0000%              |
| Pension plan              |  | 0.0000%          | 0.0000%              |
| Retail investor           |  | 0.0000%          | 0.0000%              |

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9025440757.20

- **Number of Shares Outstanding:** 9025380414.3390

- **Expense Reimbursement/Waiver:** 3909488.51

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $465262639.81             | $468447016.77           |
| 2025-05-02 | $418960491.47             | $418686083.69           |
| 2025-05-05 | $411742254.82             | $404206790.92           |
| 2025-05-06 | $367603799.96             | $348923647.14           |
| 2025-05-07 | $492992350.00             | $437370724.55           |
| 2025-05-08 | $424436421.27             | $468829858.75           |
| 2025-05-09 | $421793437.30             | $603611869.19           |
| 2025-05-12 | $362220785.13             | $374377315.62           |
| 2025-05-13 | $369184822.15             | $388535125.92           |
| 2025-05-14 | $466593680.05             | $472396319.32           |
| 2025-05-15 | $461375343.53             | $481698155.76           |
| 2025-05-16 | $434129372.41             | $418014153.06           |
| 2025-05-19 | $391265561.33             | $375486318.59           |
| 2025-05-20 | $376439529.18             | $397003183.47           |
| 2025-05-21 | $492644702.33             | $482809561.75           |
| 2025-05-22 | $431357910.26             | $438584845.81           |
| 2025-05-23 | $425054516.82             | $424455339.96           |
| 2025-05-27 | $414686526.43             | $433464871.86           |
| 2025-05-28 | $379029266.64             | $403071173.64           |
| 2025-05-29 | $491233224.20             | $439244879.17           |
| 2025-05-30 | $528548135.61             | $561690466.26           |

**Total Gross Subscriptions (Month):** $9026554770.70

**Total Gross Redemptions (Month):** $9240907701.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.6900%           |
| 2025-05-02 | 3.7000%           |
| 2025-05-05 | 3.7000%           |
| 2025-05-06 | 3.7000%           |
| 2025-05-07 | 3.7000%           |
| 2025-05-08 | 3.6900%           |
| 2025-05-09 | 3.6700%           |
| 2025-05-12 | 3.6700%           |
| 2025-05-13 | 3.6700%           |
| 2025-05-14 | 3.6700%           |
| 2025-05-15 | 3.6700%           |
| 2025-05-16 | 3.6700%           |
| 2025-05-19 | 3.6700%           |
| 2025-05-20 | 3.6700%           |
| 2025-05-21 | 3.6700%           |
| 2025-05-22 | 3.6600%           |
| 2025-05-23 | 3.6400%           |
| 2025-05-27 | 3.6400%           |
| 2025-05-28 | 3.6500%           |
| 2025-05-29 | 3.6500%           |
| 2025-05-30 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-profit                |  | 0.0000%          | 0.0000%              |
| Non-financial corporation |  | 0.0000%          | 0.0000%              |
| Pension plan              |  | 0.0000%          | 0.0000%              |
| Retail investor           |  | 0.0000%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWPA2, C.4 - ISIN: US3130AWPA24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75006298.50
- **C.18.a - Value (excl. sponsor support):** $75006298.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70023501.80
- **C.18.a - Value (excl. sponsor support):** $70023501.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75029742.75
- **C.18.a - Value (excl. sponsor support):** $75029742.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **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):** $39996406.40
- **C.18.a - Value (excl. sponsor support):** $39996406.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.430000%
- **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):** $36993889.82
- **C.18.a - Value (excl. sponsor support):** $36993889.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $59994142.80
- **C.18.a - Value (excl. sponsor support):** $59994142.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **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):** $29999511.90
- **C.18.a - Value (excl. sponsor support):** $29999511.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45017945.10
- **C.18.a - Value (excl. sponsor support):** $45017945.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145030368.80
- **C.18.a - Value (excl. sponsor support):** $145030368.80
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **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):** $70044214.80
- **C.18.a - Value (excl. sponsor support):** $70044214.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $82034490.84
- **C.18.a - Value (excl. sponsor support):** $82034490.84
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 12: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YX5, C.4 - ISIN: US3130B3YX54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999606.75
- **C.18.a - Value (excl. sponsor support):** $64999606.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146689924.08
- **C.18.a - Value (excl. sponsor support):** $146689924.08
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **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 14: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JJ1, C.4 - ISIN: US3130B4JJ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129796316.00
- **C.18.a - Value (excl. sponsor support):** $129796316.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129998485.50
- **C.18.a - Value (excl. sponsor support):** $129998485.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KV2, C.4 - ISIN: US3130B4KV28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $79870388.00
- **C.18.a - Value (excl. sponsor support):** $79870388.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 17: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MB4, C.4 - ISIN: US3130B4MB46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199699656.00
- **C.18.a - Value (excl. sponsor support):** $199699656.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 18: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149738097.00
- **C.18.a - Value (excl. sponsor support):** $149738097.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129764164.40
- **C.18.a - Value (excl. sponsor support):** $129764164.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AZ1, C.4 - ISIN: US3130B5AZ17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129508631.54
- **C.18.a - Value (excl. sponsor support):** $129508631.54
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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 21: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129864606.30
- **C.18.a - Value (excl. sponsor support):** $129864606.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 22: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NH7, C.4 - ISIN: US3130B5NH71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126919273.72
- **C.18.a - Value (excl. sponsor support):** $126919273.72
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 23: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $75000012.00
- **C.18.a - Value (excl. sponsor support):** $75000012.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59999461.80
- **C.18.a - Value (excl. sponsor support):** $59999461.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **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):** $99996901.00
- **C.18.a - Value (excl. sponsor support):** $99996901.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 26: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $59982833.40
- **C.18.a - Value (excl. sponsor support):** $59982833.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 27: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174997378.50
- **C.18.a - Value (excl. sponsor support):** $174997378.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999094.55
- **C.18.a - Value (excl. sponsor support):** $64999094.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124862957.50
- **C.18.a - Value (excl. sponsor support):** $124862957.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 30: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124945636.25
- **C.18.a - Value (excl. sponsor support):** $124945636.25
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KN5, C.4 - ISIN: US3130B6KN59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119937476.40
- **C.18.a - Value (excl. sponsor support):** $119937476.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199895424.00
- **C.18.a - Value (excl. sponsor support):** $199895424.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $87811012.80
- **C.18.a - Value (excl. sponsor support):** $87811012.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL86, C.4 - ISIN: US3133EPL867, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74998808.25
- **C.18.a - Value (excl. sponsor support):** $74998808.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQ40, C.4 - ISIN: US3133EPQ403, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18000675.18
- **C.18.a - Value (excl. sponsor support):** $18000675.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **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 36: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30002143.50
- **C.18.a - Value (excl. sponsor support):** $30002143.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25003610.75
- **C.18.a - Value (excl. sponsor support):** $25003610.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35014877.80
- **C.18.a - Value (excl. sponsor support):** $35014877.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 39: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43018270.70
- **C.18.a - Value (excl. sponsor support):** $43018270.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 40: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999651.40
- **C.18.a - Value (excl. sponsor support):** $34999651.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003144.00
- **C.18.a - Value (excl. sponsor support):** $30003144.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7995774.80
- **C.18.a - Value (excl. sponsor support):** $7995774.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85001964.35
- **C.18.a - Value (excl. sponsor support):** $85001964.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50004879.00
- **C.18.a - Value (excl. sponsor support):** $50004879.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20999537.37
- **C.18.a - Value (excl. sponsor support):** $20999537.37
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19996669.40
- **C.18.a - Value (excl. sponsor support):** $19996669.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40003990.00
- **C.18.a - Value (excl. sponsor support):** $40003990.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998812.75
- **C.18.a - Value (excl. sponsor support):** $24998812.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11009560.32
- **C.18.a - Value (excl. sponsor support):** $11009560.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55022130.90
- **C.18.a - Value (excl. sponsor support):** $55022130.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30016422.30
- **C.18.a - Value (excl. sponsor support):** $30016422.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24009889.20
- **C.18.a - Value (excl. sponsor support):** $24009889.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29994904.50
- **C.18.a - Value (excl. sponsor support):** $29994904.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35012593.70
- **C.18.a - Value (excl. sponsor support):** $35012593.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.415000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999467.50
- **C.18.a - Value (excl. sponsor support):** $14999467.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19996563.20
- **C.18.a - Value (excl. sponsor support):** $19996563.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60026264.40
- **C.18.a - Value (excl. sponsor support):** $60026264.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35019440.05
- **C.18.a - Value (excl. sponsor support):** $35019440.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45019925.10
- **C.18.a - Value (excl. sponsor support):** $45019925.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60005708.40
- **C.18.a - Value (excl. sponsor support):** $60005708.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60051686.40
- **C.18.a - Value (excl. sponsor support):** $60051686.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20006775.80
- **C.18.a - Value (excl. sponsor support):** $20006775.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50004954.50
- **C.18.a - Value (excl. sponsor support):** $50004954.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40042279.20
- **C.18.a - Value (excl. sponsor support):** $40042279.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRN3, C.4 - ISIN: US3133ERRN35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003164.60
- **C.18.a - Value (excl. sponsor support):** $20003164.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40004051.20
- **C.18.a - Value (excl. sponsor support):** $40004051.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000048.30
- **C.18.a - Value (excl. sponsor support):** $30000048.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14999495.40
- **C.18.a - Value (excl. sponsor support):** $14999495.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70029458.80
- **C.18.a - Value (excl. sponsor support):** $70029458.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008542.80
- **C.18.a - Value (excl. sponsor support):** $20008542.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999587.60
- **C.18.a - Value (excl. sponsor support):** $39999587.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 72: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32013277.44
- **C.18.a - Value (excl. sponsor support):** $32013277.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35017414.95
- **C.18.a - Value (excl. sponsor support):** $35017414.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100046894.00
- **C.18.a - Value (excl. sponsor support):** $100046894.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15013655.55
- **C.18.a - Value (excl. sponsor support):** $15013655.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000056.60
- **C.18.a - Value (excl. sponsor support):** $20000056.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89997667.20
- **C.18.a - Value (excl. sponsor support):** $89997667.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24999972.75
- **C.18.a - Value (excl. sponsor support):** $24999972.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85953182.46
- **C.18.a - Value (excl. sponsor support):** $85953182.46
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23999663.28
- **C.18.a - Value (excl. sponsor support):** $23999663.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999943.30
- **C.18.a - Value (excl. sponsor support):** $29999943.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 82: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $60031111.80
- **C.18.a - Value (excl. sponsor support):** $60031111.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 83: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **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):** $40026962.00
- **C.18.a - Value (excl. sponsor support):** $40026962.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 84: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.430000%
- **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):** $65042075.15
- **C.18.a - Value (excl. sponsor support):** $65042075.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 85: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.450000%
- **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):** $19009345.53
- **C.18.a - Value (excl. sponsor support):** $19009345.53
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 86: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $60060218.40
- **C.18.a - Value (excl. sponsor support):** $60060218.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $50051502.50
- **C.18.a - Value (excl. sponsor support):** $50051502.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $40038704.80
- **C.18.a - Value (excl. sponsor support):** $40038704.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 89: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.300000%
- **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: 74999S007, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 74999S007_4.30_0606
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 4.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $1213259.06        | $1207886.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 YK     | 2054-12-20      | 5.4783%  | 0.0000% | $5677703.35        | $5649370.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 EF     | 2054-04-20      | 5.4783%  | 0.0000% | $6250437.93        | $6232047.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 FD     | 2054-04-20      | 5.4283%  | 0.0000% | $3275489.67        | $3271195.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-025 BF     | 2054-02-20      | 5.5283%  | 0.0000% | $8725719.13        | $8749633.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-022 HM     | 2051-08-20      | 2.5000%  | 0.0000% | $548.28            | $488.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNII ET DK2408 C     | 2065-04-20      | 6.5000%  | 0.0000% | $4451138.75        | $4559382.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0160 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2384.04           | $2558.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $56699.60          | $49457.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1817 | 2054-11-01      | 5.5000%  | 0.0000% | $558533.85         | $555905.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $1573406.50        | $1595884.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $379756.35         | $351824.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $34569297.64       | $34422570.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH1077 | 2053-09-01      | 6.0000%  | 0.0000% | $377789.00         | $389484.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  | 0.0000% | $15805099.66       | $16135542.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  | 0.0000% | $265.90            | $244.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $58563334.89       | $58431599.94       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0152 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2434.31           | $2517.65           | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $96800.00          | $96554.03          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $40201950.00       | $40454836.67       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $85617600.00       | $87399344.81       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $11138150.00       | $11432327.21       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $4352750.00        | $4456968.95        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $3324650.00        | $3328948.02        | U.S. Treasuries (including strips)        |
| USTR TRFR BK 10/31/26     | 2026-10-31      | 4.5063%  | 0.0000% | $597700.00         | $600352.81         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $39510475.00       | $38407050.04       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $11186125.00       | $11465997.46       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $474775.00         | $494690.09         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $272400.00         | $280759.16         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $229238775.00      | $235565852.30      | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $2902600.00        | $2930889.28        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $372725.00         | $371721.82         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $10957450.00       | $10652984.93       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $1970200.00        | $1901868.13        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $3990450.00        | $3839591.80        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $75.00             | $40.65             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $7283675.00        | $4753381.84        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $4048775.00        | $2455333.28        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $25.00             | $15.43             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $25.00             | $19.46             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $692000.00         | $586198.99         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $756550.00         | $570114.80         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $1519675.00        | $1131827.99        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $923925.00         | $741123.46         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | 0.0000% | $7450.00           | $7079.15           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  | 0.0000% | $3860300.00        | $4002071.10        | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $414500.00         | $456647.83         | U.S. Treasuries (including strips)        |
| USTR 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  | 0.0000% | $725000.00         | $772526.03         | U.S. Treasuries (including strips)        |
| USTR BILL 08/05/25        | 2025-08-05      | 0.0000%  | 0.0000% | $11925.00          | $11831.18          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $12158600.00       | $12253708.16       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $139343500.00      | $142212235.84      | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $1044200.00        | $1043258.84        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $2775000.00        | $2803641.62        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $212100.00         | $210028.32         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $230624400.00      | $234112508.72      | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $11058125.00       | $10137896.06       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $5055200.00        | $4839727.88        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $77350.00          | $76389.46          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $93742500.00       | $86361766.29       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $1881075.00        | $1591547.76        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $2633075.00        | $2672323.06        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $12592775.00       | $12200997.29       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $7950.00           | $7402.80           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $1927050.00        | $1648843.80        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $82586025.00       | $77101802.81       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $681725.00         | $638762.43         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | 0.0000% | $109375.00         | $107246.53         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $28169950.00       | $27466483.73       | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $979500.00         | $924146.57         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $106250.00         | $104791.46         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $3078075.00        | $3168993.00        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $178350.00         | $170242.91         | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $361925.00         | $380720.59         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | 0.0000% | $214950.00         | $214624.27         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $6250000.00        | $5968302.11        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $203750.00         | $146587.10         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $25.00             | $25.35             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  | 0.0000% | $165900.00         | $159098.98         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $48750.00          | $49409.69          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $232750.00         | $223910.46         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $7075.00           | $6354.36           | U.S. Treasuries (including strips)        |
| USTR 3 NOTE R 25          | 2025-10-31      | 3.0000%  | 0.0000% | $11200.00          | $11163.09          | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $62450.00          | $57925.48          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $225.00            | $232.73            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $567750.00         | $576379.85         | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.4263%  | 0.0000% | $1201750.00        | $1206273.03        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $25.00             | $25.90             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $4224575.00        | $4118403.58        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $384475.00         | $287735.26         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $7845600.00        | $7746717.27        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $23000.00          | $23010.57          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $25020600.00       | $25782486.78       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $9197500.00        | $8141036.79        | U.S. Treasuries (including strips)        |

### Security 90: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.340000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 07/03/25    | 2025-07-03      | 0.0000%  | 0.0000% | $10203.05          | $10162.43          | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25    | 2025-09-11      | 0.0000%  | 0.0000% | $20578.68          | $20329.68          | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.4833%  | 0.0000% | $1469076.14        | $1475800.39        | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  | 0.0000% | $10355.33          | $10154.75          | U.S. Treasuries (including strips) |
| USTR BILL 07/15/25    | 2025-07-15      | 0.0000%  | 0.0000% | $10213.20          | $10158.29          | U.S. Treasuries (including strips) |
| USTR 3 BOND 48        | 2048-02-15      | 3.0000%  | 0.0000% | $15161664.97       | $11122563.84       | U.S. Treasuries (including strips) |
| USTR BILL 08/14/25    | 2025-08-14      | 0.0000%  | 0.0000% | $10.15             | $10.06             | U.S. Treasuries (including strips) |
| USTR BILL 08/26/25    | 2025-08-26      | 0.0000%  | 0.0000% | $20548.22          | $20335.96          | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  | 0.0000% | $403350.25         | $398122.83         | U.S. Treasuries (including strips) |
| USTR BILL 06/12/25    | 2025-06-12      | 0.0000%  | 0.0000% | $30.46             | $30.41             | U.S. Treasuries (including strips) |
| USTR BILL 08/19/25    | 2025-08-19      | 0.0000%  | 0.0000% | $167817.26         | $166217.96         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 4.3993%  | 0.0000% | $204335.03         | $205075.37         | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/25 | 2025-07-31      | 4.4263%  | 0.0000% | $83116.75          | $83429.58          | U.S. Treasuries (including strips) |
| USTR BILL 06/05/25    | 2025-06-05      | 0.0000%  | 0.0000% | $10172.59          | $10165.43          | U.S. Treasuries (including strips) |
| USTR BILL 06/24/25    | 2025-06-24      | 0.0000%  | 0.0000% | $20475675.13       | $20415681.40       | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25    | 2025-08-07      | 0.0000%  | 0.0000% | $10243.65          | $10160.78          | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25    | 2025-11-06      | 0.0000%  | 0.0000% | $686761.42         | $674028.86         | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $10558.38          | $10152.93          | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  | 0.0000% | $11658568.53       | $11528575.49       | U.S. Treasuries (including strips) |
| USTR BILL 08/12/25    | 2025-08-12      | 0.0000%  | 0.0000% | $1674609.14        | $1660073.53        | U.S. Treasuries (including strips) |
| USTR BILL 08/05/25    | 2025-08-05      | 0.0000%  | 0.0000% | $10233.50          | $10152.99          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25    | 2025-10-23      | 0.0000%  | 0.0000% | $27604.06          | $27136.72          | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.4919%  | 0.0000% | $20736335.03       | $20808944.71       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.5063%  | 0.0000% | $2443045.69        | $2453888.81        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $106194192.89      | $105690194.72      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.4513%  | 0.0000% | $6160883.25        | $6183577.05        | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.5463%  | 0.0000% | $1212944.16        | $1218713.77        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.4713%  | 0.0000% | $7639147.21        | $7670224.77        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $35743167.51       | $34962478.15       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $317766.50         | $268857.20         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | 0.0000% | $106064327.89      | $104844024.78      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  | 0.0000% | $272304260.81      | $271474464.91      | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25  | 2025-07-15      | 0.3750%  | 0.0000% | $157912871.01      | $157980375.66      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $73999112.76       | $73318332.77       | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | 0.0000% | $20.30             | $15.12             | U.S. Treasuries (including strips) |
| USTR 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | 0.0000% | $2700.51           | $2840.75           | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25    | 2025-09-16      | 0.0000%  | 0.0000% | $26753157.36       | $26411252.01       | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25    | 2025-09-09      | 0.0000%  | 0.0000% | $10284.26          | $10161.26          | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25    | 2025-11-20      | 0.0000%  | 0.0000% | $10406.09          | $10196.24          | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25    | 2025-10-16      | 0.0000%  | 0.0000% | $555878.17         | $546896.29         | U.S. Treasuries (including strips) |
| USTR BILL 06/17/25    | 2025-06-17      | 0.0000%  | 0.0000% | $7695756.35        | $7679441.34        | U.S. Treasuries (including strips) |
| USTR BILL 06/10/25    | 2025-06-10      | 0.0000%  | 0.0000% | $7914923.86        | $7904697.78        | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25    | 2025-08-28      | 0.0000%  | 0.0000% | $10284.26          | $10175.25          | U.S. Treasuries (including strips) |
| USTR BILL 08/21/25    | 2025-08-21      | 0.0000%  | 0.0000% | $10253.81          | $10153.83          | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26    | 2026-02-19      | 0.0000%  | 0.0000% | $10467.01          | $10155.51          | U.S. Treasuries (including strips) |
| USTR BILL 06/03/25    | 2025-06-03      | 0.0000%  | 0.0000% | $50.76             | $50.74             | U.S. Treasuries (including strips) |
| USTR BILL 07/31/25    | 2025-07-31      | 0.0000%  | 0.0000% | $33099137.06       | $32858307.74       | U.S. Treasuries (including strips) |
| USTR BILL 07/24/25    | 2025-07-24      | 0.0000%  | 0.0000% | $10223.35          | $10157.41          | U.S. Treasuries (including strips) |
| USTR BILL 07/17/25    | 2025-07-17      | 0.0000%  | 0.0000% | $10243715.74       | $10186146.05       | U.S. Treasuries (including strips) |
| USTR BILL 06/26/25    | 2025-06-26      | 0.0000%  | 0.0000% | $1010385.79        | $1007192.97        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  | 0.0000% | $10314.72          | $10156.70          | U.S. Treasuries (including strips) |
| USTR BILL 06/20/25    | 2025-06-20      | 0.0000%  | 0.0000% | $20527.92          | $20477.22          | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25    | 2025-12-26      | 0.0000%  | 0.0000% | $10406.09          | $10156.45          | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25    | 2025-11-28      | 0.0000%  | 0.0000% | $10649.75          | $10425.36          | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  | 0.0000% | $10406.09          | $10221.07          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26    | 2026-04-16      | 0.0000%  | 0.0000% | $99852670.05       | $96317885.53       | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25    | 2025-09-25      | 0.0000%  | 0.0000% | $61725.89          | $60879.01          | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26    | 2026-03-19      | 0.0000%  | 0.0000% | $10558.38          | $10213.22          | U.S. Treasuries (including strips) |
| USTR BILL 07/01/25    | 2025-07-01      | 0.0000%  | 0.0000% | $20395.94          | $20319.66          | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  | 0.0000% | $448487.31         | $441957.33         | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25    | 2025-09-04      | 0.0000%  | 0.0000% | $17573.60          | $17374.67          | U.S. Treasuries (including strips) |
| USTR BILL 07/10/25    | 2025-07-10      | 0.0000%  | 0.0000% | $1090741.12        | $1085492.47        | U.S. Treasuries (including strips) |
| USTR 6 7/8 BOND 25    | 2025-08-15      | 6.8750%  | 0.0000% | $81.22             | $83.30             | U.S. Treasuries (including strips) |
| USTR BILL 07/08/25    | 2025-07-08      | 0.0000%  | 0.0000% | $957208.12         | $952831.77         | U.S. Treasuries (including strips) |

### Security 91: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.350000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $4782401.51        | $3986868.15        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $1288773.37        | $1098893.24        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $40242872.09       | $40791697.50       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $8413283.02        | $7248522.88        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $2254313.95        | $1963284.28        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $9578769.77        | $8517125.98        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $42442001.86       | $37345311.63       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $1051535.58        | $953253.81         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $4454436.16        | $4162764.14        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $2529318.72        | $2385989.82        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $4810433.49        | $4582149.56        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  | 0.0000% | $2813475.23        | $2707457.86        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  | 0.0000% | $4591007.09        | $4464763.58        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/25    | 2025-08-15      | 0.0000%  | 0.0000% | $3027168.37        | $3000620.11        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  | 0.0000% | $2220933.49        | $1725734.17        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $9558242.67        | $7607634.74        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  | 0.0000% | $9858067.91        | $7570798.99        | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 4.3993%  | 0.0000% | $4395.35           | $4411.27           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $305872.09         | $311096.97         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | 0.0000% | $3435883.72        | $3482741.72        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $11.63             | $11.80             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $90367127.91       | $88393361.72       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $1542674.42        | $1494887.84        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $11736383.72       | $11473407.60       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $20872.09          | $16341.33          | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $213825.58         | $171380.13         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $19883.72          | $16109.59          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $58720.93          | $48160.15          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $25000.00          | $20717.48          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $1601162.79        | $1343438.03        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $140000.00         | $118733.72         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $22674.42          | $19394.50          | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  | 0.0000% | $8139.53           | $7035.90           | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $134883.72         | $117768.46         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $3813267.44        | $3739168.03        | U.S. Treasuries (including strips) |
| USTR 2 TPRN E 25      | 2025-08-15      | 0.0000%  | 0.0000% | $1034825.58        | $1025453.17        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $10000.00          | $9516.29           | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $2783418.60        | $2503050.42        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | 0.0000% | $761279.07         | $698140.87         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $11534.88          | $11081.49          | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | 0.0000% | $73.74             | $75.64             | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | 0.0000% | $6527627.91        | $6955534.47        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $9555000.00        | $8093849.40        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $1207302.33        | $1047649.87        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $1211569.77        | $1071746.13        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $83616.28          | $76032.03          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $2653709.30        | $2489503.08        | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $103313.95         | $97918.18          | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $1665918.60        | $1588561.67        | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $4834313.95        | $4694070.51        | U.S. Treasuries (including strips) |
| USTR 6 7/8 TPRN 25    | 2025-08-15      | 0.0000%  | 0.0000% | $86976.74          | $86272.23          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $25639.53          | $20320.43          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $452733.60         | $418730.14         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | 0.0000% | $76684023.26       | $77697569.33       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $25104.65          | $24362.88          | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $1329139.53        | $1160632.55        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $22506501.86       | $20200688.24       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $1605232.56        | $1485870.68        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | 0.0000% | $27781046.51       | $28123042.53       | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $13522372.09       | $13227021.32       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $221488.37         | $224855.01         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $627581.40         | $515016.51         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $19981999.30       | $16286987.94       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $7773294.19        | $7626596.58        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $9238103.84        | $8456791.20        | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $643686.05         | $590773.12         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $4540548.72        | $3827687.11        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $8720.93           | $8221.68           | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $15.39             | $15.18             | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $51046.51          | $45022.10          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  | 0.0000% | $5915293.84        | $4650686.83        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $50676388.26       | $40828648.43       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $4156562.44        | $3425847.08        | U.S. Treasuries (including strips) |

### Security 92: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.380000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.38_0616
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-16
- **C.12 - Maturity Date (WAL):** 2025-06-16
- **C.13 - Final Legal Maturity Date:** 2025-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2010-H03 FA     | 2060-03-20      | 4.9863%  | 0.0000% | $5093.58           | $5083.40           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060AC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $295.70            | $295.11            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3540TB 03/15/39 | 2039-03-15      | 5.0000%  | 0.0000% | $417.79            | $412.91            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4305CT 02/15/29 | 2029-02-15      | 2.0000%  | 0.0000% | $42.45             | $41.95             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042PF R06F042 | 2036-06-25      | 4.8465%  | 0.0000% | $698.74            | $693.64            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-003 QB     | 2035-01-16      | 5.0000%  | 0.0000% | $2073.57           | $2079.27           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4736EP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $5343.46           | $5314.63           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025PA R19F025 | 2048-05-25      | 3.0000%  | 0.0000% | $7239.09           | $6587.03           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5383AU 02/25/54 | 2054-02-25      | 5.0000%  | 0.0000% | $62886.24          | $62728.82          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542FL 05/25/55 | 2055-05-25      | 5.5720%  | 0.0000% | $34988.83          | $35141.04          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-152 CY     | 2052-09-20      | 4.5000%  | 0.0000% | $7117.63           | $5789.72           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-080 GB     | 2028-06-20      | 6.0000%  | 0.0000% | $154241.65         | $158498.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-152 YP     | 2049-12-20      | 4.5000%  | 0.0000% | $7452.49           | $5515.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-008 BE     | 2042-11-20      | 1.7500%  | 0.0000% | $3255.11           | $2843.02           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-15O FA     | 2066-07-20      | 5.2334%  | 0.0000% | $7960.74           | $7990.24           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068PG R05F068 | 2035-08-25      | 5.5000%  | 0.0000% | $2144.69           | $2155.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL081HE R01F081 | 2032-01-25      | 6.5000%  | 0.0000% | $2768.95           | $2857.04           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FL 01/25/55 | 2055-01-25      | 5.5220%  | 0.0000% | $29155.50          | $29090.25          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KQ 09/25/49 | 2049-09-25      | 3.0000%  | 0.0000% | $21161.53          | $19369.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 04948E 10/25/48 | 2048-10-25      | 2.5000%  | 0.0000% | $17892.96          | $16008.37          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5083VA 08/15/38 | 2038-08-15      | 1.0000%  | 0.0000% | $1512.07           | $1428.50           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4307NA 09/15/39 | 2039-09-15      | 3.0000%  | 0.0000% | $36.47             | $36.13             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3778JA 04/15/40 | 2040-04-15      | 3.5000%  | 0.0000% | $4335.70           | $4320.65           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL111B R12F111  | 2042-10-25      | 7.0000%  | 0.0000% | $1865.53           | $1984.09           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL046BA R12F046 | 2042-05-25      | 6.0000%  | 0.0000% | $6917.93           | $7118.03           | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 2410PF 02/15/32 | 2032-02-15      | 5.4268%  | 0.0000% | $0.00              | $0.00              | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 3240FY 11/15/36 | 2036-11-15      | 0.0000%  | 0.0000% | $5185.31           | $4091.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC069HL R09F069 | 2039-09-25      | 5.0000%  | 0.0000% | $3660.49           | $3660.70           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC066PF R05F066 | 2035-07-25      | 4.6865%  | 0.0000% | $3067.58           | $3037.35           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FG     | 2055-04-20      | 5.6383%  | 0.0000% | $312.77            | $308.62            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 BL     | 2055-03-20      | 5.0000%  | 0.0000% | $154.24            | $142.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-030 FB     | 2055-02-20      | 5.9783%  | 0.0000% | $3850.13           | $3862.68           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-142 WG     | 2054-09-20      | 4.0000%  | 0.0000% | $255781.19         | $225692.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-096 CL     | 2054-06-20      | 5.0000%  | 0.0000% | $12412.75          | $11523.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-058 CT     | 2054-04-20      | 5.5000%  | 0.0000% | $110.13            | $110.70            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DJ0748 C     | 2055-04-20      | 6.5000%  | 0.0000% | $743339.91         | $761977.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0742 C     | 2055-04-20      | 7.0000%  | 0.0000% | $640726.71         | $662688.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0762 C     | 2055-04-20      | 6.0000%  | 0.0000% | $649592.90         | $665709.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0761 C     | 2055-04-20      | 6.0000%  | 0.0000% | $636197.79         | $653563.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9980 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1004819.82        | $1005195.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH9304 C     | 2055-02-20      | 6.0000%  | 0.0000% | $822416.03         | $840474.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8476 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1577975.14        | $1633021.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0384 C     | 2055-01-20      | 7.0000%  | 0.0000% | $600533.99         | $621119.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0885 C     | 2054-11-20      | 5.0000%  | 0.0000% | $728334.60         | $704128.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8156 C     | 2054-11-20      | 6.0000%  | 0.0000% | $4528036.11        | $4627437.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7600 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1503962.35        | $1556360.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7612 C     | 2055-03-20      | 7.5000%  | 0.0000% | $677179.66         | $725181.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4640 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1554129.87        | $1588255.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6773 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1493019.67        | $1530053.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE2411 C     | 2055-04-20      | 7.0000%  | 0.0000% | $860845.14         | $907183.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC5703 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2508258.51        | $2626515.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8564 M     | 2053-01-20      | 2.5000%  | 0.0000% | $924749.27         | $775368.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8018 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1653562.76        | $1742573.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7979 C     | 2055-01-20      | 7.0000%  | 0.0000% | $980969.26         | $1033773.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6459 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2516634.58        | $2590433.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6457 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1204540.71        | $1215161.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6045 C     | 2055-03-20      | 7.0000%  | 0.0000% | $630869.36         | $652494.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $775738.70         | $732219.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AZ8797 C     | 2047-04-20      | 4.0000%  | 0.0000% | $721716.38         | $663891.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9689 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1957757.89        | $2036618.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9688 C     | 2055-05-20      | 6.5000%  | 0.0000% | $845295.27         | $881314.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9622 C     | 2055-05-20      | 5.0000%  | 0.0000% | $2729528.95        | $2660839.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9614 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3870392.39        | $4005411.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9612 C     | 2055-05-20      | 6.5000%  | 0.0000% | $612444.22         | $638541.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4169 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1407814.93        | $1443911.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3515 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1593517.99        | $1582372.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9906 C     | 2055-02-20      | 7.0000%  | 0.0000% | $641466.99         | $674036.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9848 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1857751.31        | $1907952.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0095 M     | 2054-12-20      | 7.0000%  | 0.0000% | $2349205.37        | $2431117.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9847 C     | 2055-01-20      | 5.5000%  | 0.0000% | $998613.30         | $1006959.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5373 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1135127.63        | $1181686.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4867 C     | 2055-05-20      | 6.5000%  | 0.0000% | $655889.61         | $692444.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4083 C     | 2055-01-20      | 6.0000%  | 0.0000% | $693793.24         | $714136.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9850 C     | 2055-05-20      | 5.5000%  | 0.0000% | $805156.97         | $808128.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4667 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3790012.98        | $3922224.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7051 C     | 2055-04-20      | 6.5000%  | 0.0000% | $860608.82         | $898017.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2076 C     | 2055-04-20      | 7.0000%  | 0.0000% | $966709.55         | $999846.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4643 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4020276.09        | $4108554.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7984 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1213820.71        | $1302082.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2066 C     | 2055-03-20      | 6.0000%  | 0.0000% | $782413.73         | $805356.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4670 C     | 2055-04-20      | 7.0000%  | 0.0000% | $796035.98         | $823324.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7054 C     | 2055-04-20      | 6.5000%  | 0.0000% | $728418.09         | $756328.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6645 C     | 2055-03-20      | 6.5000%  | 0.0000% | $815218.00         | $843656.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7055 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1758339.49        | $1802426.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7438 C     | 2055-03-20      | 7.5000%  | 0.0000% | $2273843.15        | $2451654.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7056 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1111526.69        | $1139397.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2925 C     | 2054-11-20      | 6.5000%  | 0.0000% | $734548.63         | $770036.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6054 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1020850.15        | $1044771.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5212 C     | 2055-05-20      | 7.0000%  | 0.0000% | $774581.65         | $826689.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0167 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1156239.35        | $1201961.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8896 C     | 2055-05-20      | 6.5000%  | 0.0000% | $713083.03         | $730962.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9440 C     | 2055-04-20      | 6.5000%  | 0.0000% | $801948.26         | $836120.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3344 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1863458.56        | $1943885.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2809 C     | 2055-05-20      | 6.5000%  | 0.0000% | $950100.15         | $983244.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2808 C     | 2055-05-20      | 6.0000%  | 0.0000% | $668170.18         | $682842.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2823 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1131467.04        | $1162144.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2424 C     | 2055-05-20      | 6.0000%  | 0.0000% | $679895.78         | $699832.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1668 C     | 2055-05-20      | 5.5000%  | 0.0000% | $874152.96         | $879901.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1730 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1574295.43        | $1579234.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1942 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1083391.10        | $1141709.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2699 C     | 2055-05-20      | 6.5000%  | 0.0000% | $825354.29         | $854146.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2698 C     | 2055-05-20      | 6.5000%  | 0.0000% | $958872.80         | $992322.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2689 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3484005.19        | $3560508.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1644 C     | 2055-04-20      | 7.0000%  | 0.0000% | $598263.90         | $618771.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1318 C     | 2055-05-20      | 7.0000%  | 0.0000% | $591108.43         | $611371.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5707 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2226969.40        | $2303300.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6689 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2522819.26        | $2578216.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4162 C     | 2055-03-20      | 6.0000%  | 0.0000% | $764765.68         | $787191.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4163 C     | 2055-03-20      | 6.0000%  | 0.0000% | $986443.11         | $1015368.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $2714581.51        | $2566650.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1246 C     | 2055-02-20      | 5.5000%  | 0.0000% | $888176.62         | $889572.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $2617028.36        | $2100791.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1383 C     | 2055-02-20      | 7.5000%  | 0.0000% | $2390291.72        | $2564098.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6579 C     | 2055-05-20      | 6.5000%  | 0.0000% | $648795.73         | $671429.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9683 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1090326.79        | $1150757.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG1724 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1551675.81        | $1557497.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4641 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1314620.43        | $1371335.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5263 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1768203.51        | $1829807.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1100 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1957423.13        | $2006501.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6481 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2233594.09        | $2239916.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7409 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2047637.26        | $2117823.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9690 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1072134.45        | $1109535.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0715 C     | 2055-05-20      | 6.5000%  | 0.0000% | $778518.35         | $798039.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0362 M     | 2055-05-20      | 3.5000%  | 0.0000% | $4247651.11        | $3781596.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7424 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1003843.63        | $1038255.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5214 C     | 2055-05-20      | 7.0000%  | 0.0000% | $644430.39         | $690933.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0320 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1333638.05        | $1334628.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1949 C     | 2055-04-20      | 7.5000%  | 0.0000% | $1947840.33        | $2089476.90        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1320 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2158437.69        | $2232424.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9561 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1382328.59        | $1429713.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5836 C     | 2055-05-20      | 5.5000%  | 0.0000% | $716877.99         | $717146.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2484 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1595453.06        | $1615797.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7431 C     | 2055-03-20      | 7.0000%  | 0.0000% | $793244.15         | $820436.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9425 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1411604.67        | $1451958.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9494 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1524267.90        | $1534947.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8475 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1501261.87        | $1553633.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3411 C     | 2055-04-20      | 6.5000%  | 0.0000% | $932278.71         | $970395.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1911 C     | 2055-04-20      | 6.5000%  | 0.0000% | $674553.40         | $691446.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3429 C     | 2055-01-20      | 6.0000%  | 0.0000% | $630879.96         | $646532.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5666 C     | 2055-03-20      | 7.0000%  | 0.0000% | $701002.16         | $725031.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5216 C     | 2055-05-20      | 6.5000%  | 0.0000% | $700712.54         | $732030.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5213 C     | 2055-05-20      | 7.0000%  | 0.0000% | $669704.27         | $716393.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5211 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1885907.97        | $1968991.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5371 C     | 2055-04-20      | 7.0000%  | 0.0000% | $620708.71         | $664739.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5369 C     | 2055-04-20      | 7.0000%  | 0.0000% | $2636918.77        | $2778861.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3346 C     | 2055-03-20      | 6.5000%  | 0.0000% | $94860.35          | $98738.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2083 C     | 2055-04-20      | 6.5000%  | 0.0000% | $714769.35         | $739704.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2047 C     | 2055-05-20      | 7.0000%  | 0.0000% | $670985.86         | $693986.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5833 C     | 2055-05-20      | 5.5000%  | 0.0000% | $908379.95         | $908719.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6181 C     | 2055-04-20      | 5.0000%  | 0.0000% | $780104.03         | $760713.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4835 C     | 2055-04-20      | 7.5000%  | 0.0000% | $578243.60         | $617118.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $665916.56         | $707256.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4775 C     | 2055-04-20      | 7.0000%  | 0.0000% | $661514.25         | $702580.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4739 C     | 2055-05-20      | 6.5000%  | 0.0000% | $618870.69         | $640458.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4723 C     | 2055-04-20      | 6.5000%  | 0.0000% | $664306.34         | $687480.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4666 C     | 2055-04-20      | 6.0000%  | 0.0000% | $767433.49         | $784285.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4250 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1513026.11        | $1605564.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4249 C     | 2055-04-20      | 7.5000%  | 0.0000% | $688126.69         | $736905.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4235 C     | 2055-05-20      | 7.5000%  | 0.0000% | $670263.86         | $717777.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2423 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1381675.99        | $1425584.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1994 C     | 2055-05-20      | 7.5000%  | 0.0000% | $626895.27         | $672481.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1404 C     | 2055-02-20      | 7.0000%  | 0.0000% | $611357.21         | $644267.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1043 C     | 2055-01-20      | 7.0000%  | 0.0000% | $733201.73         | $795068.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0161 C     | 2055-04-20      | 6.5000%  | 0.0000% | $681802.77         | $705587.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0799 C     | 2055-04-20      | 5.5000%  | 0.0000% | $851079.82         | $858191.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3548541.59        | $3536247.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $862556.21         | $885770.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $3207436.32        | $3196818.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0304 M     | 2055-04-20      | 3.5000%  | 0.0000% | $1847411.87        | $1644712.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  | 0.0000% | $1563746.44        | $1435209.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0282 M     | 2040-04-20      | 5.0000%  | 0.0000% | $1653505.39        | $1657170.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $3954351.28        | $4093765.45        | Agency Mortgage-Backed Securities         |
| FMAC FMRA 0E003A 08/15/32 | 2032-08-01      | 4.5620%  | 0.0000% | $65.09             | $64.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $1631120.23        | $1463661.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $4822742.29        | $4439181.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $3852167.17        | $3358036.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2893 M     | 2045-06-20      | 4.0000%  | 0.0000% | $1268403.24        | $1189371.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  | 0.0000% | $934546.04         | $915429.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $1045051.73        | $914549.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $4243632.03        | $3406529.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AV2187 C     | 2046-09-20      | 3.0000%  | 0.0000% | $1384776.01        | $1220693.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $2631665.15        | $2294474.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $1323430.36        | $1346221.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2912 C     | 2051-04-20      | 2.5000%  | 0.0000% | $785171.71         | $658060.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2049 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1075430.44        | $1112293.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4848 C     | 2051-03-20      | 6.5000%  | 0.0000% | $770821.08         | $813761.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8449 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1555618.07        | $1609885.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG5923 C     | 2055-02-20      | 6.0000%  | 0.0000% | $1186740.69        | $1224454.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7923 C     | 2055-01-20      | 6.0000%  | 0.0000% | $767856.64         | $791550.65         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-192 M      | 2026-07-16      | 3.0000%  | 0.0000% | $46523.29          | $26508.30          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 B      | 2066-03-16      | 4.2500%  | 0.0000% | $10003.34          | $7418.61           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2014-017 AM     | 2048-06-16      | 3.5354%  | 0.0000% | $2202.62           | $2105.84           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 D      | 2064-03-16      | 5.0000%  | 0.0000% | $2299.74           | $1869.87           | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 H      | 2066-03-16      | 4.2500%  | 0.0000% | $154.24            | $118.35            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-170 M      | 2065-10-16      | 3.0000%  | 0.0000% | $6867.30           | $3963.78           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 LH     | 2062-06-16      | 1.0000%  | 0.0000% | $956.30            | $379.82            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-035 AB     | 2062-06-16      | 1.0000%  | 0.0000% | $152.99            | $120.63            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-015 L      | 2066-11-16      | 5.0000%  | 0.0000% | $14131.16          | $12042.70          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-015 G      | 2066-09-16      | 5.0000%  | 0.0000% | $1174.40           | $1058.70           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-021 AH     | 2063-06-16      | 1.4000%  | 0.0000% | $25899.78          | $18885.44          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2018-65 AB      | 2060-09-16      | 3.2500%  | 0.0000% | $3802.87           | $3421.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC5697 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3914426.13        | $4084582.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU6750 C     | 2053-08-20      | 6.5000%  | 0.0000% | $833151.25         | $878496.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1506 C     | 2051-01-20      | 3.0000%  | 0.0000% | $2186506.98        | $1905019.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB1024 C     | 2051-02-20      | 2.5000%  | 0.0000% | $760379.64         | $625254.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9663 M     | 2054-04-20      | 3.0000%  | 0.0000% | $854194.58         | $744624.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9535 M     | 2054-03-20      | 2.5000%  | 0.0000% | $773895.37         | $648914.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9775 M     | 2054-07-20      | 3.5000%  | 0.0000% | $1572938.07        | $1400543.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8794 M     | 2053-03-20      | 2.0000%  | 0.0000% | $1324618.53        | $1063323.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1124076.90        | $1163262.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7433 C     | 2055-03-20      | 7.0000%  | 0.0000% | $671036.40         | $711257.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7425 C     | 2055-02-20      | 7.5000%  | 0.0000% | $730405.92         | $787526.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7403 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1524930.40        | $1607021.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7421 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1082022.26        | $1119110.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4833 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1584558.85        | $1638871.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4824 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1004467.40        | $1029652.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4673 C     | 2054-12-20      | 6.0000%  | 0.0000% | $753783.97         | $773104.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4620 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1369336.36        | $1404446.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4214 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1501622.01        | $1554006.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4180 C     | 2055-01-20      | 7.0000%  | 0.0000% | $818087.74         | $846130.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4146 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1594603.56        | $1649261.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2307 C     | 2055-01-20      | 7.5000%  | 0.0000% | $2235222.50        | $2385493.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2280 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1354810.83        | $1438918.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9599 C     | 2055-05-20      | 6.0000%  | 0.0000% | $658796.45         | $677630.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9598 C     | 2055-05-20      | 6.0000%  | 0.0000% | $918181.39         | $944430.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9597 C     | 2055-05-20      | 6.0000%  | 0.0000% | $862269.10         | $888428.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9555 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3653883.86        | $3781350.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9575 C     | 2055-05-20      | 5.0000%  | 0.0000% | $683066.07         | $665876.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9538 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1097106.17        | $1128469.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9498 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1308536.02        | $1309026.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9493 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1600798.47        | $1613586.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9485 C     | 2055-04-20      | 5.0000%  | 0.0000% | $930538.00         | $907120.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9507 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2638437.03        | $2718477.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9439 C     | 2055-04-20      | 6.5000%  | 0.0000% | $653758.37         | $683329.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9426 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1285367.59        | $1322112.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9369 C     | 2055-03-20      | 6.5000%  | 0.0000% | $779551.15         | $799078.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9384 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1408008.96        | $1448260.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8099 M     | 2052-06-20      | 3.5000%  | 0.0000% | $1331095.75        | $1187616.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $2813059.51        | $2452218.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $1013061.77        | $938766.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $1521458.49        | $1501234.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $1168647.43        | $1053920.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $1815817.48        | $1632320.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $1978500.74        | $1747108.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9383 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1709101.23        | $1760949.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7292 C     | 2055-03-20      | 5.5000%  | 0.0000% | $754775.22         | $755990.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7053 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1350398.13        | $1404750.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7046 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1022744.47        | $1058422.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7035 C     | 2055-04-20      | 6.0000%  | 0.0000% | $698775.82         | $716178.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $920115.25         | $821127.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7768 M     | 2051-12-20      | 3.0000%  | 0.0000% | $3536478.99        | $3082843.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $1635823.26        | $1426231.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $2770248.95        | $2414899.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $1183789.38        | $992564.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $4820991.15        | $4042226.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $1795842.30        | $1441592.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $3261725.84        | $2734839.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7034 C     | 2055-04-20      | 6.0000%  | 0.0000% | $771946.64         | $791171.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6384 C     | 2055-05-20      | 5.5000%  | 0.0000% | $947363.60         | $947717.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6383 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1081552.13        | $1081956.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6359 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1507537.63        | $1511804.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5730 C     | 2055-03-20      | 6.0000%  | 0.0000% | $917399.36         | $930787.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5709 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3406462.09        | $3496052.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5669 C     | 2055-03-20      | 7.5000%  | 0.0000% | $582896.68         | $612848.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0050 C     | 2055-05-20      | 5.5000%  | 0.0000% | $675782.16         | $676034.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0889 C     | 2055-05-20      | 6.5000%  | 0.0000% | $713999.85         | $731902.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9371 C     | 2055-05-20      | 7.0000%  | 0.0000% | $580691.72         | $611596.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8857 C     | 2055-05-20      | 5.5000%  | 0.0000% | $651256.50         | $653719.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8103 C     | 2055-05-20      | 5.5000%  | 0.0000% | $754646.07         | $756040.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6586 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1041983.60        | $1064864.86        | Agency Mortgage-Backed Securities         |

### Security 93: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.390000%
- **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: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.39_0826
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  | 0.0000% | $3730590.31        | $3177197.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8983 | 2054-11-01      | 5.0000%  | 0.0000% | $1274280.83        | $1237539.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  | 0.0000% | $1984779.53        | $1971776.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8927 | 2054-11-01      | 5.0000%  | 0.0000% | $61107.81          | $59348.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8923 | 2054-11-01      | 5.0000%  | 0.0000% | $61682.21          | $59898.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8904 | 2054-11-01      | 5.5000%  | 0.0000% | $205136.73         | $203793.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ7696 | 2054-11-01      | 4.5000%  | 0.0000% | $1441895.36        | $1365267.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7363 | 2054-11-01      | 6.0000%  | 0.0000% | $370918.08         | $377007.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8059 | 2054-11-01      | 5.0000%  | 0.0000% | $239200.25         | $232265.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7203 | 2054-11-01      | 5.0000%  | 0.0000% | $1833177.18        | $1798516.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6764 | 2054-11-01      | 5.0000%  | 0.0000% | $617186.27         | $599492.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4097 | 2054-11-01      | 4.5000%  | 0.0000% | $947092.59         | $895324.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0227 | 2054-11-01      | 6.0000%  | 0.0000% | $1790986.82        | $1827108.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0974 | 2054-11-01      | 6.5000%  | 0.0000% | $9222.62           | $9700.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4182 | 2054-11-01      | 5.0000%  | 0.0000% | $1444691.41        | $1404444.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB4828 | 2054-11-01      | 4.5000%  | 0.0000% | $399958.60         | $378096.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8703 | 2054-11-01      | 5.0000%  | 0.0000% | $227732.73         | $221075.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0442 | 2054-11-01      | 3.5000%  | 0.0000% | $915760.96         | $813421.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | 0.0000% | $508773.56         | $505441.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8052 | 2054-11-01      | 6.5000%  | 0.0000% | $182.50            | $190.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0684 | 2054-11-01      | 5.0000%  | 0.0000% | $2332768.05        | $2290941.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5738 | 2054-11-01      | 5.5000%  | 0.0000% | $2559580.50        | $2542816.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0824 | 2054-11-01      | 5.0000%  | 0.0000% | $218844.78         | $212716.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9064 | 2054-11-01      | 5.5000%  | 0.0000% | $34503.74          | $34277.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6011 | 2054-11-01      | 5.5000%  | 0.0000% | $167148.40         | $166053.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  | 0.0000% | $3143751.13        | $3051808.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6980 | 2054-11-01      | 5.5000%  | 0.0000% | $25510.57          | $25650.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1425 | 2054-11-01      | 4.0000%  | 0.0000% | $2343207.47        | $2155046.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8658 | 2054-11-01      | 5.0000%  | 0.0000% | $449234.22         | $436136.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX6618 | 2054-11-01      | 5.5000%  | 0.0000% | $358721.69         | $358741.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0111 | 2054-11-01      | 6.0000%  | 0.0000% | $1869621.59        | $1904122.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5626 | 2054-11-01      | 5.5000%  | 0.0000% | $12157.75          | $12078.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4565 | 2054-11-01      | 5.0000%  | 0.0000% | $324994.42         | $315494.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8928 | 2054-11-01      | 5.5000%  | 0.0000% | $191879.19         | $190622.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1858 | 2055-01-01      | 5.0000%  | 0.0000% | $6551640.27        | $6366089.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1433 | 2054-11-01      | 6.0000%  | 0.0000% | $3155629.20        | $3215404.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1275 | 2054-11-01      | 6.5000%  | 0.0000% | $2272799.20        | $2379705.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1270 | 2054-11-01      | 6.5000%  | 0.0000% | $4379015.73        | $4598378.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1042 | 2054-11-01      | 5.0000%  | 0.0000% | $2760027.91        | $2687248.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0686 | 2054-11-01      | 6.5000%  | 0.0000% | $1957922.05        | $2027301.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0678 | 2054-11-01      | 6.5000%  | 0.0000% | $18971019.82       | $19695145.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0630 | 2054-11-01      | 5.5000%  | 0.0000% | $2560996.87        | $2544218.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0236 | 2054-11-01      | 5.5000%  | 0.0000% | $5157398.94        | $5152136.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0233 | 2054-11-01      | 5.0000%  | 0.0000% | $575925.25         | $563049.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0232 | 2054-11-01      | 5.0000%  | 0.0000% | $4830510.35        | $4722518.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0230 | 2054-11-01      | 5.0000%  | 0.0000% | $4525326.42        | $4406915.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0112 | 2054-11-01      | 6.0000%  | 0.0000% | $7622764.45        | $7830273.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0779 | 2054-11-01      | 5.5000%  | 0.0000% | $2711421.13        | $2729477.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6635 | 2054-11-01      | 5.0000%  | 0.0000% | $2713207.00        | $2636156.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6608 | 2054-11-01      | 5.0000%  | 0.0000% | $2410408.97        | $2341772.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX5210 | 2054-11-01      | 5.0000%  | 0.0000% | $533110.88         | $518299.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX4778 | 2054-11-01      | 6.0000%  | 0.0000% | $200848.64         | $203745.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX3421 | 2054-11-01      | 5.0000%  | 0.0000% | $447509.79         | $434697.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX0970 | 2054-11-01      | 6.5000%  | 0.0000% | $132.50            | $139.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0304 | 2054-11-01      | 5.0000%  | 0.0000% | $20339.19          | $19753.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0315 | 2054-11-01      | 6.0000%  | 0.0000% | $246529.63         | $251489.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9941 | 2054-11-01      | 5.0000%  | 0.0000% | $506045.64         | $494736.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  | 0.0000% | $13904.81          | $13924.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTFS6138 | 2043-06-01      | 3.5000%  | 0.0000% | $3459544.35        | $3158150.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM7356 | 2047-01-01      | 3.0000%  | 0.0000% | $3648007.45        | $3241844.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1863 | 2055-06-01      | 6.0000%  | 0.0000% | $2562803.20        | $2603803.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $228418.40         | $236866.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1143 | 2054-11-01      | 6.0000%  | 0.0000% | $1849404.64        | $1901449.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1132 | 2054-11-01      | 5.5000%  | 0.0000% | $2885018.65        | $2896257.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | 0.0000% | $4890101.64        | $4034475.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1456 | 2054-11-01      | 5.0000%  | 0.0000% | $141980.98         | $137970.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8495 | 2054-11-01      | 5.0000%  | 0.0000% | $132559.03         | $128690.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6894 | 2054-11-01      | 5.5000%  | 0.0000% | $352519.41         | $350210.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6841 | 2054-11-01      | 5.0000%  | 0.0000% | $11054.18          | $10731.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC6459 | 2054-11-01      | 6.0000%  | 0.0000% | $80620.68          | $81772.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6385 | 2054-11-01      | 5.0000%  | 0.0000% | $532355.45         | $516958.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  | 0.0000% | $456664.76         | $453673.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5256 | 2054-11-01      | 4.5000%  | 0.0000% | $145702.39         | $138569.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4806 | 2054-11-01      | 6.0000%  | 0.0000% | $213611.91         | $216771.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  | 0.0000% | $453147.97         | $459708.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  | 0.0000% | $18082.80          | $17964.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ9686 | 2054-11-01      | 6.0000%  | 0.0000% | $49559.90          | $50285.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8702 | 2054-11-01      | 5.0000%  | 0.0000% | $220044.39         | $213733.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $227377.55         | $220791.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8594 | 2054-11-01      | 5.0000%  | 0.0000% | $246238.89         | $239153.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8523 | 2054-11-01      | 5.5000%  | 0.0000% | $26533.60          | $26359.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  | 0.0000% | $51490.30          | $50056.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8138 | 2054-11-01      | 5.5000%  | 0.0000% | $358919.29         | $356568.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8957 | 2054-11-01      | 5.5000%  | 0.0000% | $381850.21         | $379349.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7712 | 2054-11-01      | 5.0000%  | 0.0000% | $331633.16         | $322397.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7744 | 2054-11-01      | 5.0000%  | 0.0000% | $1153878.73        | $1120551.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8168 | 2054-11-01      | 5.0000%  | 0.0000% | $2466659.19        | $2394555.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQJ7682 | 2054-11-01      | 4.5000%  | 0.0000% | $41272.79          | $39016.82          | Agency Mortgage-Backed Securities |

### Security 94: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.340000%
- **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.5 - Other ID: 85748R009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $15127800.00       | $12557977.57       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $39720380.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $40948895.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $40948895.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $50000000.00       | $40948895.03       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 02/15/2043 | 2043-02-15      | 3.1250%  | 0.0000% | $14581900.00       | $11583972.19       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $44706521.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $44706521.74       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  | 0.0000% | $22000000.00       | $19670869.57       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  | 0.0000% | $50000000.00       | $41506291.63       | U.S. Treasuries (including strips) |

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LN5, C.4 - ISIN: US912797LN52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $358178006.69
- **C.18.a - Value (excl. sponsor support):** $358178006.69
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-12
- **C.12 - Maturity Date (WAL):** 2025-06-12
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129072481.85
- **C.18.a - Value (excl. sponsor support):** $129072481.85
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $140918058.87
- **C.18.a - Value (excl. sponsor support):** $140918058.87
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $118294237.20
- **C.18.a - Value (excl. sponsor support):** $118294237.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $307296421.88
- **C.18.a - Value (excl. sponsor support):** $307296421.88
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **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 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $334028932.19
- **C.18.a - Value (excl. sponsor support):** $334028932.19
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149947281.00
- **C.18.a - Value (excl. sponsor support):** $149947281.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $126931885.60
- **C.18.a - Value (excl. sponsor support):** $126931885.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $322501611.60
- **C.18.a - Value (excl. sponsor support):** $322501611.60
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PE1, C.4 - ISIN: US912797PE18, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $972088898.44
- **C.18.a - Value (excl. sponsor support):** $972088898.44
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PF8, C.4 - ISIN: US912797PF82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $185363853.19
- **C.18.a - Value (excl. sponsor support):** $185363853.19
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $482843239.93
- **C.18.a - Value (excl. sponsor support):** $482843239.93
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44749701.96
- **C.18.a - Value (excl. sponsor support):** $44749701.96
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PS0, C.4 - ISIN: US912797PS04, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $641863497.50
- **C.18.a - Value (excl. sponsor support):** $641863497.50
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $332069722.29
- **C.18.a - Value (excl. sponsor support):** $332069722.29
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $319538010.40
- **C.18.a - Value (excl. sponsor support):** $319538010.40
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $318091022.46
- **C.18.a - Value (excl. sponsor support):** $318091022.46
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **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):** $461511776.34
- **C.18.a - Value (excl. sponsor support):** $461511776.34
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZW3, C.4 - ISIN: US912828ZW33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $163470416.12
- **C.18.a - Value (excl. sponsor support):** $163470416.12
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-30
- **C.12 - Maturity Date (WAL):** 2025-06-30
- **C.13 - Final Legal Maturity Date:** 2025-06-30
- **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 114: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.426300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $517649482.56
- **C.18.a - Value (excl. sponsor support):** $517649482.56
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.471300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270787141.06
- **C.18.a - Value (excl. sponsor support):** $270787141.06
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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 116: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55075398.95
- **C.18.a - Value (excl. sponsor support):** $55075398.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.451300%
- **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):** $139094572.82
- **C.18.a - Value (excl. sponsor support):** $139094572.82
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 118: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.506300%
- **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):** $130169413.40
- **C.18.a - Value (excl. sponsor support):** $130169413.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 119: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.399300%
- **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):** $335038166.55
- **C.18.a - Value (excl. sponsor support):** $335038166.55
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.461300%
- **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):** $237071566.89
- **C.18.a - Value (excl. sponsor support):** $237071566.89
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **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 121: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.350000%
- **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: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4648ND 09/15/46  | 2046-09-15      | 3.0000%  | 0.0000% | $1099154.67        | $967562.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-86 PK       | 2034-09-20      | 4.0000%  | 0.0000% | $1.79              | $1.79              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3631AP 08/15/39  | 2039-08-15      | 4.0000%  | 0.0000% | $493598.81         | $488234.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5532FA 04/25/55  | 2055-04-25      | 5.2720%  | 0.0000% | $322332.01         | $320739.43         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4898PL 07/15/49  | 2049-07-15      | 4.0000%  | 0.0000% | $108666.67         | $84102.05          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4813CJ 08/15/48  | 2048-08-15      | 3.0000%  | 0.0000% | $51381.30          | $43526.16          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4753BD 01/15/48  | 2048-01-15      | 3.0000%  | 0.0000% | $91344.08          | $80673.87          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4731LB 11/15/47  | 2047-11-15      | 3.0000%  | 0.0000% | $316666.67         | $234577.69         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4247AY 09/15/43  | 2043-09-15      | 4.5000%  | 0.0000% | $200000.00         | $184565.80         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4231PY 07/15/43  | 2043-07-15      | 3.5000%  | 0.0000% | $166666.67         | $154698.74         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33  | 2033-04-15      | 3.0000%  | 0.0000% | $56711.58          | $55161.41          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4181TB 10/15/42  | 2042-10-15      | 2.5000%  | 0.0000% | $29566.41          | $27925.56          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4157PM 01/15/43  | 2043-01-15      | 2.5000%  | 0.0000% | $217400.00         | $158381.31         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4119WU 10/15/32  | 2032-10-15      | 3.0000%  | 0.0000% | $66666.67          | $63401.51          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4113MW 09/15/42  | 2042-09-15      | 3.0000%  | 0.0000% | $166000.00         | $137294.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MW      | 2053-03-20      | 5.0000%  | 0.0000% | $4397701.53        | $4409992.13        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL034F R00F034   | 2030-10-25      | 4.8865%  | 0.0000% | $0.52              | $0.51              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4135BY 11/15/42  | 2042-11-15      | 2.0000%  | 0.0000% | $218000.00         | $138070.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  | 0.0000% | $23841774.68       | $20416291.81       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43  | 2043-04-15      | 3.0000%  | 0.0000% | $7485.26           | $7287.93           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139JC 12/15/42  | 2042-12-15      | 2.5000%  | 0.0000% | $100000.00         | $72665.69          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4100PA 01/15/42  | 2042-01-15      | 3.0000%  | 0.0000% | $784340.11         | $746429.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4180MB 10/15/42  | 2042-10-15      | 2.0000%  | 0.0000% | $690046.87         | $639403.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ      | 2053-02-20      | 4.5000%  | 0.0000% | $7810718.48        | $7580466.31        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4820YA 06/15/48  | 2048-06-15      | 3.5000%  | 0.0000% | $348363.37         | $318318.57         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47  | 2047-08-15      | 3.0000%  | 0.0000% | $88341.33          | $63430.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 CT      | 2055-04-20      | 5.0000%  | 0.0000% | $62997682.98       | $61625390.47       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4158TY 01/15/43  | 2043-01-15      | 3.0000%  | 0.0000% | $245333.33         | $203850.33         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4075KB 07/15/42  | 2042-07-15      | 2.5000%  | 0.0000% | $185530.00         | $141149.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS      | 2065-04-20      | 5.4783%  | 0.0000% | $184637171.40      | $184972794.14      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ      | 2055-04-20      | 5.2500%  | 0.0000% | $18760488.33       | $18759440.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 P       | 2055-04-20      | 5.2500%  | 0.0000% | $9089722.82        | $9080252.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AT      | 2055-04-20      | 5.0000%  | 0.0000% | $78325797.47       | $76669659.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 UA      | 2055-04-20      | 5.0000%  | 0.0000% | $19794.67          | $18383.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 DG      | 2054-12-20      | 5.0000%  | 0.0000% | $4242712.92        | $4214693.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 UB      | 2055-03-20      | 5.0000%  | 0.0000% | $36945.04          | $35737.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 CT      | 2055-01-20      | 5.0000%  | 0.0000% | $16905107.61       | $16767344.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 MT      | 2055-01-20      | 5.0000%  | 0.0000% | $16700343.25       | $16571078.89       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4019JC 05/15/41  | 2041-05-15      | 2.5000%  | 0.0000% | $360505.87         | $351555.55         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4020PG 03/15/27  | 2027-03-15      | 2.5000%  | 0.0000% | $1851.61           | $1832.67           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41  | 2041-06-15      | 4.0000%  | 0.0000% | $6186.31           | $5981.17           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FC R22F059  | 2052-09-25      | 4.9720%  | 0.0000% | $8449992.26        | $8173082.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  | 0.0000% | $55777688.78       | $57282632.79       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-10-25      | 4.1300%  | 0.0000% | $2705532.07        | $2662559.96        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 3.4810%  | 0.0000% | $2218743.46        | $2191794.88        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-10-25      | 1.7770%  | 0.0000% | $1121234.00        | $957895.40         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2014-054 AD      | 2054-05-16      | 3.0883%  | 0.0000% | $36048.74          | $34908.37          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-093 A       | 2045-03-16      | 4.5000%  | 0.0000% | $16600000.00       | $16510127.60       | Agency Mortgage-Backed Securities         |

### Security 122: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.360000%
- **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: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.36_0606
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL041F  R02F041 | 2032-07-25      | 4.9865%  | 0.0000% | $30.61             | $30.61             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534AT 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $336.55            | $326.23            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5534DT 05/25/55 | 2055-05-25      | 5.0000%  | 0.0000% | $339.37            | $331.46            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435AT 07/25/54 | 2054-07-25      | 0.1250%  | 0.0000% | $283.56            | $235.92            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5399FB 04/25/54 | 2054-04-25      | 5.2220%  | 0.0000% | $5062.26           | $5032.07           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4937MD 10/25/49 | 2049-10-25      | 2.5000%  | 0.0000% | $70803.31          | $61205.28          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC087FB R24F087 | 2054-12-25      | 5.4220%  | 0.0000% | $307.34            | $305.30            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL073PM R24F073 | 2054-09-25      | 4.7500%  | 0.0000% | $73333.33          | $70386.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL064A R18F064  | 2048-09-25      | 3.0000%  | 0.0000% | $40.44             | $35.12             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL094DY R17F094 | 2047-11-25      | 3.0000%  | 0.0000% | $14296.00          | $12594.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL088PE R17F088 | 2046-08-25      | 3.0000%  | 0.0000% | $301.17            | $288.38            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC121JP R11F121 | 2041-12-25      | 4.5000%  | 0.0000% | $12954.01          | $12444.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 JY     | 2054-12-20      | 5.0000%  | 0.0000% | $4140318.33        | $3962768.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 DY     | 2055-01-20      | 5.2500%  | 0.0000% | $5516176.33        | $5416047.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 NF     | 2055-05-20      | 5.4763%  | 0.0000% | $47781333.33       | $47973661.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FT     | 2055-05-20      | 5.7337%  | 0.0000% | $16666666.67       | $16738661.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 PL     | 2055-05-20      | 5.2500%  | 0.0000% | $802667.00         | $769833.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FE     | 2055-05-20      | 5.3990%  | 0.0000% | $15010566.67       | $15062078.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AL     | 2051-09-20      | 5.0000%  | 0.0000% | $8899000.00        | $8866543.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 CT     | 2055-05-20      | 5.0000%  | 0.0000% | $333.33            | $331.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PN     | 2055-01-20      | 5.5000%  | 0.0000% | $365790.86         | $367988.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 BL     | 2054-08-20      | 4.5000%  | 0.0000% | $390600.00         | $350672.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.4783%  | 0.0000% | $16649845.33       | $16634323.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PL     | 2055-01-20      | 5.2500%  | 0.0000% | $480012.00         | $451983.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 H      | 2055-04-20      | 5.0000%  | 0.0000% | $2387888.76        | $2332885.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  | 0.0000% | $707390.06         | $686536.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 HY     | 2055-03-20      | 5.0000%  | 0.0000% | $4084147.00        | $3774016.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 WL     | 2055-03-20      | 5.2500%  | 0.0000% | $682182.67         | $617580.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PQ     | 2055-03-20      | 5.0000%  | 0.0000% | $15000.00          | $13029.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 EN     | 2054-08-20      | 5.0000%  | 0.0000% | $1025057.67        | $992180.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 NT     | 2055-02-20      | 5.0000%  | 0.0000% | $4524033.00        | $4424213.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 XF     | 2065-02-20      | 5.5283%  | 0.0000% | $13708815.47       | $13666792.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 P      | 2054-11-20      | 7.0000%  | 0.0000% | $780556.40         | $799804.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 CT     | 2055-01-20      | 5.0000%  | 0.0000% | $121334.64         | $120345.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  | 0.0000% | $489396.33         | $343362.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FA R03F011 | 2032-09-25      | 5.4365%  | 0.0000% | $2084.74           | $2100.21           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 HG     | 2050-01-20      | 5.2500%  | 0.0000% | $661665.54         | $661952.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL113PB R12F113 | 2040-10-25      | 2.0000%  | 0.0000% | $264903.11         | $257522.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R02F021 | 2032-04-25      | 5.3365%  | 0.0000% | $0.15              | $0.15              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 DV     | 2036-02-20      | 5.5000%  | 0.0000% | $1897728.17        | $1928540.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 GN     | 2051-07-20      | 4.5000%  | 0.0000% | $909290.00         | $849473.27         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 BF     | 2054-11-20      | 5.1283%  | 0.0000% | $25711.20          | $25577.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL024FB R25F024 | 2055-03-25      | 5.2220%  | 0.0000% | $62820.56          | $62354.13          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  | 0.0000% | $1516626.75        | $892586.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4783%  | 0.0000% | $27186513.63       | $27235931.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 AY     | 2055-04-20      | 5.0000%  | 0.0000% | $2437295.33        | $2245981.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AN     | 2053-07-20      | 5.0000%  | 0.0000% | $1956590.00        | $1895813.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PM     | 2055-01-20      | 5.2500%  | 0.0000% | $1773371.39        | $1776060.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 HA     | 2049-11-20      | 4.5000%  | 0.0000% | $6773025.96        | $6608752.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 AM     | 2053-06-20      | 5.0000%  | 0.0000% | $3932229.33        | $3766268.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 GN     | 2054-01-20      | 5.0000%  | 0.0000% | $1521023.31        | $1506053.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-025 CB     | 2055-02-20      | 5.0000%  | 0.0000% | $639719.67         | $588444.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 NV     | 2036-05-20      | 4.5000%  | 0.0000% | $3994878.32        | $3870901.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNCL CL DB6899       | 2064-08-15      | 6.1400%  | 0.0000% | $120032.33         | $124859.93         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6897       | 2064-08-15      | 6.1400%  | 0.0000% | $214042.67         | $222651.27         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6895       | 2064-08-15      | 6.1400%  | 0.0000% | $135161.33         | $140597.40         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CM3803       | 2066-07-15      | 5.5900%  | 0.0000% | $1347656.00        | $1401883.06        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS8933       | 2065-01-15      | 5.8200%  | 0.0000% | $289693.33         | $298098.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $111022.65         | $100428.81         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6887       | 2064-08-15      | 6.1400%  | 0.0000% | $117664.00         | $122396.34         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  | 0.0000% | $98941.67          | $92861.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $23709525.89       | $24332282.93       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7025       | 2065-04-15      | 5.6400%  | 0.0000% | $260283.33         | $260890.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $33239.26          | $28308.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50157724.66       | $51475173.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  | 0.0000% | $9378.91           | $8869.86           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $8295445.50        | $8418909.38        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-093 AM     | 2054-12-16      | 4.7500%  | 0.0000% | $61366.67          | $59933.53          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011       | 2066-07-15      | 5.9000%  | 0.0000% | $1485501.00        | $1444148.78        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW9045       | 2066-09-15      | 5.7000%  | 0.0000% | $1399222.00        | $1461650.62        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4684       | 2066-10-15      | 5.7200%  | 0.0000% | $1786731.67        | $1817943.69        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8128       | 2066-09-15      | 6.0900%  | 0.0000% | $1643256.67        | $1667045.82        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8126       | 2060-04-15      | 7.0000%  | 0.0000% | $531643.00         | $562780.74         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT3701       | 2050-11-15      | 6.6100%  | 0.0000% | $4811183.67        | $4930793.17        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8782       | 2066-05-15      | 6.2500%  | 0.0000% | $205652.33         | $210094.98         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CO1742       | 2065-07-15      | 4.8000%  | 0.0000% | $416666.67         | $403198.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $72507475.78       | $74468883.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $208192.69         | $177308.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  | 0.0000% | $248144.84         | $261046.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ0633 | 2048-03-01      | 4.5000%  | 0.0000% | $108181.93         | $104697.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $112495.31         | $109871.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE6399 | 2052-07-01      | 5.0000%  | 0.0000% | $1742938.85        | $1698075.22        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $30813.75          | $29043.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $104619.02         | $101172.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787936 C     | 2055-04-20      | 5.5000%  | 0.0000% | $39954927.04       | $39976564.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787460 C     | 2041-12-20      | 5.0000%  | 0.0000% | $34302941.24       | $33739404.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9676 C     | 2055-05-20      | 6.0000%  | 0.0000% | $33000000.00       | $33724624.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $28612666.67       | $29435369.85       | Agency Mortgage-Backed Securities         |

### Security 123: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.33_0606
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  | 0.0000% | $7309674.41        | $7263095.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TD     | 2051-07-20      | 4.5000%  | 0.0000% | $9991119.89        | $9759235.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 H      | 2055-03-20      | 5.0000%  | 0.0000% | $5617125.93        | $5497176.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA      | 2049-08-20      | 4.0000%  | 0.0000% | $2958394.57        | $2684888.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 KA     | 2052-02-20      | 5.0000%  | 0.0000% | $21563088.42       | $21424734.86       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2007-035 TE     | 2037-06-20      | 6.0000%  | 0.0000% | $634833.65         | $647387.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.3783%  | 0.0000% | $20239426.23       | $20197307.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 EA     | 2051-11-20      | 5.0000%  | 0.0000% | $2346532.62        | $2340585.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LA     | 2051-12-20      | 5.0000%  | 0.0000% | $13107498.19       | $13038235.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT     | 2055-03-20      | 5.0000%  | 0.0000% | $4216437.75        | $3842168.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF     | 2051-08-20      | 2.5000%  | 0.0000% | $1489206.72        | $1170795.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC     | 2054-10-20      | 5.4783%  | 0.0000% | $32762154.00       | $32182910.67       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030 | 2055-05-25      | 6.5000%  | 0.0000% | $7203636.80        | $7526497.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-114 KF     | 2053-08-20      | 5.4783%  | 0.0000% | $14513970.38       | $14534387.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC     | 2053-07-20      | 5.3783%  | 0.0000% | $25828632.75       | $25618877.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CY     | 2055-02-20      | 5.0000%  | 0.0000% | $3269552.63        | $3074457.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 DA     | 2050-12-20      | 5.0000%  | 0.0000% | $10837318.91       | $10765876.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-083 FM     | 2051-05-20      | 2.5000%  | 0.0000% | $3266836.38        | $2672038.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 TN     | 2051-07-20      | 4.5000%  | 0.0000% | $1145774.63        | $1069125.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 MN     | 2050-02-20      | 5.0000%  | 0.0000% | $581074.50         | $566408.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 LY     | 2055-03-20      | 5.0000%  | 0.0000% | $4251272.25        | $3945460.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 KL     | 2055-03-20      | 5.0000%  | 0.0000% | $3283365.00        | $3065581.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 DC     | 2052-03-20      | 5.0000%  | 0.0000% | $3144265.02        | $3126606.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-004 CA     | 2052-11-20      | 5.0000%  | 0.0000% | $5794785.66        | $5773447.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-024 CG     | 2050-01-20      | 5.0000%  | 0.0000% | $6612112.90        | $6588433.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB     | 2054-09-20      | 5.4283%  | 0.0000% | $22790506.75       | $22750323.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD     | 2054-04-20      | 5.4783%  | 0.0000% | $26737239.38       | $26615471.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC     | 2054-01-20      | 5.5283%  | 0.0000% | $25443188.25       | $25387814.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD     | 2053-08-20      | 5.6783%  | 0.0000% | $2494665.33        | $2500014.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-128 CF     | 2053-08-20      | 5.5283%  | 0.0000% | $4342061.86        | $4349081.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 FN     | 2053-08-20      | 5.5283%  | 0.0000% | $5546071.30        | $5558847.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 AF     | 2053-08-20      | 5.3783%  | 0.0000% | $9561773.96        | $9547784.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA     | 2053-05-20      | 5.4283%  | 0.0000% | $19605121.13       | $19514699.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F      | 2053-02-20      | 5.1283%  | 0.0000% | $23074662.00       | $22662491.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE     | 2050-03-20      | 4.8889%  | 0.0000% | $4080970.31        | $3982774.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF      | 2049-10-20      | 4.8889%  | 0.0000% | $2730980.03        | $2665747.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  | 0.0000% | $4765231.91        | $4231957.98        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  | 0.0000% | $783.00            | $798.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7488 C     | 2054-06-20      | 7.0000%  | 0.0000% | $3204497.57        | $3396581.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  | 0.0000% | $10306.77          | $9546.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $263.37            | $220.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  | 0.0000% | $63453.25          | $57780.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $16640950.35       | $16531961.38       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB1530 | 2036-12-01      | 1.5000%  | 0.0000% | $2451375.00        | $2156825.95        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-090 A      | 2063-08-16      | 2.0000%  | 0.0000% | $22071695.80       | $16633210.35       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA     | 2054-04-16      | 4.0000%  | 0.0000% | $11868750.34       | $11280953.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M     | 2040-07-20      | 5.5000%  | 0.0000% | $15581.03          | $15862.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M     | 2035-12-20      | 5.5000%  | 0.0000% | $2471.38           | $2523.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $21582516.50       | $21906973.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $89786.52          | $92144.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  | 0.0000% | $905576.18         | $927021.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $4987.93           | $5276.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  | 0.0000% | $5753750.11        | $5890006.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7614 | 2050-11-01      | 2.0000%  | 0.0000% | $1740780.96        | $1375661.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9415 | 2055-05-01      | 6.0000%  | 0.0000% | $128078.25         | $129908.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  | 0.0000% | $4974954.67        | $4487187.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $8727.90           | $7754.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  | 0.0000% | $39843.31          | $36280.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $298067.23         | $276112.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | 0.0000% | $248247.85         | $229936.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555876 | 2033-10-01      | 5.5000%  | 0.0000% | $9189.39           | $9383.55           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  | 0.0000% | $35871.17          | $32707.49          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  | 0.0000% | $48803.13          | $49002.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | 0.0000% | $513133.62         | $506964.62         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  | 0.0000% | $1331.17           | $1187.63           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $3527.20           | $3225.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $20255075.01       | $19148175.67       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  | 0.0000% | $89004.13          | $82351.64          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | 0.0000% | $818702.00         | $759317.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  | 0.0000% | $25278.76          | $23369.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  | 0.0000% | $229890.03         | $209527.17         | Agency Mortgage-Backed Securities         |

### Security 124: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS013_4.33_0606
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL082FG R24F082 | 2054-11-25      | 5.5720%  | 0.0000% | $202.84            | $201.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-125 NL     | 2047-08-20      | 3.0000%  | 0.0000% | $200.00            | $146.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG     | 2054-07-20      | 5.5783%  | 0.0000% | $27481177.74       | $27487430.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DI9684 C     | 2055-05-20      | 6.5000%  | 0.0000% | $122230.40         | $128720.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7068 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2243.64           | $2258.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X     | 2039-01-15      | 5.0000%  | 0.0000% | $20385.17          | $20465.85          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 683958 X     | 2038-02-15      | 6.0000%  | 0.0000% | $301.79            | $309.82            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  | 0.0000% | $16.51             | $17.27             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617370 X     | 2037-01-15      | 6.0000%  | 0.0000% | $2021.43           | $2096.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  | 0.0000% | $10368.53          | $10363.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $104172.60         | $98329.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M     | 2039-01-20      | 6.0000%  | 0.0000% | $2798.46           | $2928.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  | 0.0000% | $43483.84          | $40829.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $39358613.78       | $39950304.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8927 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1179687.60        | $1184946.12        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $143761.72         | $141104.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $731820.23         | $692320.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $1586947.80        | $1383591.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $22869043.29       | $19935554.89       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $185180.06         | $161426.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $195724.89         | $157116.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  | 0.0000% | $5689.98           | $5134.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $176.95            | $181.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5520 | 2054-11-01      | 5.0000%  | 0.0000% | $313452.24         | $304852.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5229 | 2054-11-01      | 5.0000%  | 0.0000% | $89823.73          | $87664.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  | 0.0000% | $414931.73         | $434906.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | 0.0000% | $732551.52         | $693632.69         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-013 HC     | 2066-11-16      | 5.0000%  | 0.0000% | $15020.00          | $14593.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | 0.0000% | $57108.28          | $52002.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $287907.29         | $266670.22         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  | 0.0000% | $43686.14          | $39942.30          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $2752.32           | $2521.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | 0.0000% | $84226.20          | $76764.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $6634896.95        | $6276108.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $831.59            | $667.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784298 X     | 2046-07-15      | 5.0000%  | 0.0000% | $9179.18           | $9210.70           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  | 0.0000% | $8036.84           | $7334.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1854593.10        | $1622744.24        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU8925 X     | 2046-08-15      | 4.5000%  | 0.0000% | $21519.45          | $20707.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9483 M     | 2054-02-20      | 3.0000%  | 0.0000% | $575292.24         | $503908.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  | 0.0000% | $913922.20         | $827322.08         | Agency Mortgage-Backed Securities         |

### Security 125: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS020_4.33_0606
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  | 0.0000% | $1414971.06        | $1448479.46        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674446 X     | 2037-09-15      | 6.0000%  | 0.0000% | $2436.43           | $2502.63           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  | 0.0000% | $2085.69           | $2087.68           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $25.03             | $22.38             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  | 0.0000% | $15.52             | $14.81             | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL2178 C     | 2049-02-20      | 4.5000%  | 0.0000% | $21.96             | $20.86             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  | 0.0000% | $19.10             | $18.30             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  | 0.0000% | $6.40              | $6.35              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  | 0.0000% | $36.51             | $35.58             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  | 0.0000% | $14.12             | $13.79             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  | 0.0000% | $10444.90          | $10216.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7682 C     | 2045-08-20      | 4.0000%  | 0.0000% | $44.51             | $41.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $8754840.21        | $8281413.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $138.38            | $120.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6340 M     | 2049-12-20      | 4.0000%  | 0.0000% | $26014.30          | $24093.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $410843.97         | $393685.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $18.92             | $17.26             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $19.72             | $18.08             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  | 0.0000% | $1264.71           | $1141.25           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  | 0.0000% | $10016.29          | $9638.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $3674530.00        | $3686808.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  | 0.0000% | $23480856.51       | $18404157.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $20426835.06       | $16852116.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $19903752.07       | $16417687.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6347 | 2050-07-01      | 2.5000%  | 0.0000% | $20954262.44       | $17259248.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5994 | 2050-06-01      | 2.5000%  | 0.0000% | $24608487.25       | $20337829.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $20281103.28       | $16761457.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $18175.83          | $16990.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  | 0.0000% | $23671.64          | $24755.84          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  | 0.0000% | $1915333.34        | $1683454.78        | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  | 0.0000% | $100.41            | $89.54             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  | 0.0000% | $38631.37          | $35704.56          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $1646.38           | $1518.88           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  | 0.0000% | $37124.05          | $34342.47          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676797 X     | 2038-04-15      | 6.0000%  | 0.0000% | $5075.60           | $5264.12           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 674510 X     | 2037-10-15      | 6.0000%  | 0.0000% | $3.10              | $3.20              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 673844 X     | 2039-01-15      | 6.0000%  | 0.0000% | $3295.75           | $3447.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 645916 X     | 2036-05-15      | 6.0000%  | 0.0000% | $0.45              | $0.46              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617704 X     | 2037-09-15      | 6.0000%  | 0.0000% | $1.92              | $1.99              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  | 0.0000% | $7.20              | $7.56              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 782433 M     | 2038-10-20      | 6.0000%  | 0.0000% | $2.38              | $2.49              | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  | 0.0000% | $182.93            | $186.94            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487821 X     | 2039-03-15      | 5.0000%  | 0.0000% | $3.56              | $3.55              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 738261 X     | 2041-05-15      | 4.5000%  | 0.0000% | $21.87             | $20.94             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 728837 X     | 2040-01-15      | 5.0000%  | 0.0000% | $17.54             | $17.32             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005063 M     | 2041-05-20      | 6.0000%  | 0.0000% | $2704.32           | $2822.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  | 0.0000% | $2.42              | $2.54              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004017 M     | 2037-08-20      | 6.0000%  | 0.0000% | $2.36              | $2.47              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003841 M     | 2036-04-20      | 5.5000%  | 0.0000% | $2.64              | $2.70              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705143 X     | 2040-06-15      | 5.0000%  | 0.0000% | $4.89              | $4.90              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  | 0.0000% | $3.27              | $3.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696186 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1.67              | $1.74              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688386 X     | 2038-04-15      | 5.5000%  | 0.0000% | $0.42              | $0.43              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688022 X     | 2038-10-15      | 6.0000%  | 0.0000% | $4227.52           | $4438.28           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 687836 X     | 2038-08-15      | 6.0000%  | 0.0000% | $2.56              | $2.69              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 686781 X     | 2038-06-15      | 5.5000%  | 0.0000% | $2.41              | $2.47              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676389 X     | 2038-01-15      | 5.5000%  | 0.0000% | $35786.18          | $36706.26          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  | 0.0000% | $11.09             | $10.80             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV4036 X     | 2046-09-15      | 4.5000%  | 0.0000% | $28.57             | $27.49             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AT6459 X     | 2046-07-15      | 5.0000%  | 0.0000% | $18.15             | $17.73             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7955 C     | 2055-05-20      | 5.5000%  | 0.0000% | $222.22            | $223.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7868 C     | 2055-04-20      | 6.5000%  | 0.0000% | $222.01            | $230.71            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  | 0.0000% | $904588.44         | $911592.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6967 C     | 2055-04-20      | 5.5000%  | 0.0000% | $221.72            | $222.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2456 C     | 2055-05-20      | 5.5000%  | 0.0000% | $222.22            | $222.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8656 C     | 2055-05-20      | 5.5000%  | 0.0000% | $222.22            | $222.82            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3583 C     | 2055-04-20      | 5.5000%  | 0.0000% | $222.00            | $222.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3582 C     | 2055-04-20      | 5.5000%  | 0.0000% | $266259.53         | $267438.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4707 C     | 2055-05-20      | 6.0000%  | 0.0000% | $222.22            | $227.31            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4706 C     | 2055-05-20      | 6.0000%  | 0.0000% | $222.22            | $227.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD6592 C     | 2054-08-20      | 7.0000%  | 0.0000% | $192.56            | $201.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0888 | 2047-10-01      | 3.5000%  | 0.0000% | $146.79            | $133.67            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $24809107.75       | $21626760.81       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $106.06            | $89.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  | 0.0000% | $21614816.65       | $17068790.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP6904 C     | 2052-10-20      | 5.0000%  | 0.0000% | $52255.18          | $50917.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0339 M     | 2040-05-20      | 4.5000%  | 0.0000% | $222.22            | $219.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  | 0.0000% | $222.22            | $222.99            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  | 0.0000% | $222.03            | $231.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6437 C     | 2055-03-20      | 6.5000%  | 0.0000% | $421398.06         | $438268.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  | 0.0000% | $222.03            | $231.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3958 C     | 2055-03-20      | 6.0000%  | 0.0000% | $45370.23          | $46483.40          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 617740 X     | 2037-10-15      | 6.0000%  | 0.0000% | $0.75              | $0.78              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004194 M     | 2038-07-20      | 5.5000%  | 0.0000% | $4727.44           | $4807.56           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 696189 X     | 2038-08-15      | 5.5000%  | 0.0000% | $0.36              | $0.37              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 698654 X     | 2038-11-15      | 6.0000%  | 0.0000% | $12.41             | $12.75             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782474 X     | 2038-12-15      | 5.5000%  | 0.0000% | $4230.35           | $4339.14           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 708520 X     | 2039-04-15      | 5.0000%  | 0.0000% | $2.28              | $2.29              | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782835 X     | 2039-12-15      | 6.0000%  | 0.0000% | $3.55              | $3.72              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004619 M     | 2040-01-20      | 5.5000%  | 0.0000% | $4908.35           | $5012.05           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 744060 X     | 2041-05-15      | 6.0000%  | 0.0000% | $2312.19           | $2362.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  | 0.0000% | $15.75             | $16.08             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 595260 X     | 2032-12-15      | 5.5000%  | 0.0000% | $34.49             | $35.22             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ3056 X     | 2047-08-15      | 4.5000%  | 0.0000% | $30.51             | $29.62             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AZ0515 X     | 2047-03-15      | 4.5000%  | 0.0000% | $11.90             | $11.60             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY0512 X     | 2047-06-15      | 4.5000%  | 0.0000% | $22.67             | $21.98             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD0613 C     | 2055-03-20      | 5.5000%  | 0.0000% | $221.79            | $222.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0656 C     | 2054-04-20      | 6.5000%  | 0.0000% | $179.37            | $185.62            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA0301       | 2059-10-15      | 5.3900%  | 0.0000% | $2568756.35        | $2615800.41        | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  | 0.0000% | $34403.59          | $29299.61          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 705395 X     | 2039-01-15      | 6.0000%  | 0.0000% | $3276.67           | $3428.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  | 0.0000% | $21943338.63       | $18417217.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4547 | 2049-11-01      | 3.0000%  | 0.0000% | $23254283.46       | $20099320.57       | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  | 0.0000% | $4888.58           | $4590.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1807807.04        | $1515780.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7883 M     | 2052-02-20      | 3.5000%  | 0.0000% | $169.16            | $151.12            | Agency Mortgage-Backed Securities |

### Security 126: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS023_4.33_0606
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 2024-117 FG     | 2054-07-20      | 5.5783%  | 0.0000% | $13041037.86       | $13044004.95       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $9221.99           | $9018.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $11608.34          | $10745.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  | 0.0000% | $11549.51          | $10690.37          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  | 0.0000% | $90625.77          | $83947.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  | 0.0000% | $3777972.37        | $3867439.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  | 0.0000% | $27886.50          | $25392.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  | 0.0000% | $925696.09         | $869696.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $316.49            | $316.36            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $4846.35           | $4418.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5423 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1739350.40        | $1749293.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4351 | 2051-01-01      | 2.5000%  | 0.0000% | $369959.62         | $302996.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1216 | 2055-05-01      | 5.5000%  | 0.0000% | $5210263.40        | $5209745.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  | 0.0000% | $158877.90         | $147258.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  | 0.0000% | $1798551.94        | $1804711.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  | 0.0000% | $18775065.01       | $19208174.46       | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $11670.39          | $11920.10          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658570 X     | 2036-08-15      | 6.0000%  | 0.0000% | $846.78            | $888.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1755829.38        | $1809094.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8017 C     | 2055-05-20      | 5.5000%  | 0.0000% | $598000.20         | $604466.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1616 C     | 2055-05-20      | 6.0000%  | 0.0000% | $802.00            | $824.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7834 C     | 2055-05-20      | 5.5000%  | 0.0000% | $289324.40         | $290107.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5422 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2360612.20        | $2371063.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG9290 C     | 2055-01-20      | 6.5000%  | 0.0000% | $275638.26         | $285252.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG8203 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3802145.96        | $3942913.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5934 C     | 2054-02-20      | 7.0000%  | 0.0000% | $2934967.84        | $3064270.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $17784006.38       | $16822318.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $192107.83         | $161075.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M     | 2051-05-20      | 2.0000%  | 0.0000% | $2367345.92        | $1900361.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $19232323.87       | $16765329.58       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $532908.35         | $427786.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $4554185.21        | $4524357.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  | 0.0000% | $4801.38           | $4443.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  | 0.0000% | $3134498.07        | $3149351.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  | 0.0000% | $39633.13          | $36089.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $2987.98           | $2772.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  | 0.0000% | $5243.69           | $4775.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  | 0.0000% | $18062.78          | $16447.70          | Agency Mortgage-Backed Securities         |

### Security 127: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS025_4.33_0606
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 2024-147 FB     | 2054-09-20      | 5.4283%  | 0.0000% | $7093136.67        | $7080630.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 5.3220%  | 0.0000% | $33669878.92       | $33698369.09       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  | 0.0000% | $26.00             | $25.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $215.85            | $225.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | 0.0000% | $14.65             | $13.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 NP256890 | 2037-09-01      | 6.0000%  | 0.0000% | $2.09              | $2.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255458 | 2034-11-01      | 5.5000%  | 0.0000% | $1.96              | $2.00              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7453 | 2054-01-01      | 7.5000%  | 0.0000% | $12095.21          | $13001.64          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q32301 G | 2045-03-01      | 4.0000%  | 0.0000% | $73.39             | $68.89             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  | 0.0000% | $1820.15           | $1668.67           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC V84154 G | 2048-04-01      | 4.5000%  | 0.0000% | $55291.75          | $53218.92          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  | 0.0000% | $35993.38          | $33374.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3824 | 2053-03-01      | 6.0000%  | 0.0000% | $67130.61          | $68936.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $93197.44          | $80819.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $14313240.69       | $13144410.32       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $4718.89           | $4845.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6860 | 2054-11-01      | 5.5000%  | 0.0000% | $3767.75           | $3759.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD5285 | 2053-05-01      | 4.5000%  | 0.0000% | $230903.62         | $221661.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  | 0.0000% | $54211.54          | $51739.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2394 | 2052-11-01      | 4.5000%  | 0.0000% | $28149.55          | $26750.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $15873.33          | $16220.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0888 | 2047-10-01      | 3.5000%  | 0.0000% | $212.69            | $193.68            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  | 0.0000% | $1169.17           | $1222.20           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C09022 G | 2043-01-01      | 3.0000%  | 0.0000% | $157580.12         | $140457.41         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  | 0.0000% | $1699.75           | $1734.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $30761.04          | $32172.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $22842572.48       | $21594271.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $148773.23         | $132562.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $149485.48         | $122481.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $146850.07         | $119994.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7455 | 2050-10-01      | 2.0000%  | 0.0000% | $136.32            | $107.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $128.17            | $106.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $124365.52         | $97499.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA0872 | 2047-12-01      | 4.5000%  | 0.0000% | $174.98            | $169.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBO6318 | 2049-09-01      | 4.5000%  | 0.0000% | $29.10             | $27.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC5183 | 2045-11-01      | 3.5000%  | 0.0000% | $19834.85          | $18311.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9140 | 2055-05-01      | 5.5000%  | 0.0000% | $262848.00         | $261125.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $193768.70         | $192499.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $192.46            | $195.44            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $198.99            | $195.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0656 C     | 2054-04-20      | 6.5000%  | 0.0000% | $161.44            | $167.06            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778       | 2060-05-15      | 5.6800%  | 0.0000% | $565600.00         | $585379.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $194.89            | $184.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $4247984.84        | $3703081.67        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $102412742.24      | $89275918.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  | 0.0000% | $33819.73          | $29040.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M     | 2044-01-20      | 4.0000%  | 0.0000% | $22798.92          | $21453.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1216 | 2055-05-01      | 5.5000%  | 0.0000% | $2999190.20        | $2998891.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  | 0.0000% | $3563.88           | $3297.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1417 | 2054-08-01      | 6.5000%  | 0.0000% | $97954.71          | $101975.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  | 0.0000% | $263850.31         | $275279.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0017 | 2053-09-01      | 6.0000%  | 0.0000% | $7761.67           | $7920.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  | 0.0000% | $24344.25          | $22177.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  | 0.0000% | $148335.20         | $137039.39         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  | 0.0000% | $6.89              | $6.86              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783056 X     | 2040-08-15      | 5.0000%  | 0.0000% | $677020.50         | $679325.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  | 0.0000% | $160.23            | $165.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786905 C     | 2053-07-20      | 6.0000%  | 0.0000% | $164.63            | $168.25            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AX0416 X     | 2046-10-15      | 4.5000%  | 0.0000% | $9.98              | $9.72              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9768 C     | 2055-04-20      | 5.5000%  | 0.0000% | $308592.40         | $311711.51         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897       | 2060-06-15      | 5.9700%  | 0.0000% | $1037079.40        | $1096620.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6427 C     | 2055-05-20      | 5.5000%  | 0.0000% | $104694.00         | $105086.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  | 0.0000% | $200.00            | $200.69            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | 0.0000% | $51399.27          | $47670.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3244 | 2054-09-01      | 6.0000%  | 0.0000% | $178.72            | $181.27            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V80615 G | 2043-11-01      | 4.0000%  | 0.0000% | $89769.68          | $85445.04          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $8280.88           | $7555.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  | 0.0000% | $15106.62          | $12698.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6864 M     | 2050-09-20      | 2.0000%  | 0.0000% | $15761675.13       | $12652513.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | 0.0000% | $103871.25         | $85744.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $32850.15          | $29913.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6763 | 2046-03-01      | 3.5000%  | 0.0000% | $5638.26           | $5134.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $18519.88          | $18415.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2092 | 2048-07-01      | 4.5000%  | 0.0000% | $46.20             | $44.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $89642.44          | $87185.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $12355733.44       | $10770822.33       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2602 | 2052-12-01      | 3.0000%  | 0.0000% | $108894.78         | $92732.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $14053.31          | $12764.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4967 | 2053-11-01      | 6.5000%  | 0.0000% | $1081.53           | $1125.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | 0.0000% | $88.87             | $80.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $3556746.58        | $3556784.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6967 C     | 2055-04-20      | 5.5000%  | 0.0000% | $199.55            | $200.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDC1082 | 2039-08-01      | 6.0000%  | 0.0000% | $96418.27          | $99174.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $885613.31         | $909450.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3047 | 2055-03-01      | 6.0000%  | 0.0000% | $179788.13         | $183938.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2459 C     | 2055-05-20      | 5.5000%  | 0.0000% | $200.00            | $200.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C     | 2055-04-20      | 6.5000%  | 0.0000% | $199.83            | $208.46            | Agency Mortgage-Backed Securities         |

### Security 128: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS026_4.33_0606
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-26
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 FGRA 2422FC 02/15/32 | 2032-02-15      | 4.9468%  | 0.0000% | $0.13              | $0.13              | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $2392888.59        | $1884239.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3375 | 2049-04-01      | 4.0000%  | 0.0000% | $4447846.11        | $4144143.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2639 | 2048-11-01      | 4.5000%  | 0.0000% | $738715.71         | $709534.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9970 | 2053-08-01      | 6.0000%  | 0.0000% | $867268.51         | $895566.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | 0.0000% | $2978935.01        | $2971322.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  | 0.0000% | $9504463.92        | $7851579.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6954 | 2055-04-01      | 6.0000%  | 0.0000% | $535221.75         | $546017.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9670 | 2055-01-01      | 5.5000%  | 0.0000% | $733862.53         | $732690.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5449 | 2054-11-01      | 5.5000%  | 0.0000% | $3295493.67        | $3273910.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  | 0.0000% | $4008394.24        | $4067078.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  | 0.0000% | $822874.14         | $851769.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $10141.37          | $9284.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  | 0.0000% | $6245.91           | $6125.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  | 0.0000% | $71276.92          | $64661.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | 0.0000% | $51016.00          | $47252.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1889 | 2042-04-01      | 4.0000%  | 0.0000% | $68074.69          | $64859.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  | 0.0000% | $24159.14          | $24428.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7687 | 2054-11-01      | 5.5000%  | 0.0000% | $611414.30         | $613654.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5620 | 2052-12-01      | 5.0000%  | 0.0000% | $857418.89         | $836777.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  | 0.0000% | $118560.91         | $101939.58         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | 0.0000% | $62089.78          | $57539.00          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  | 0.0000% | $4228.53           | $4213.11           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 690922 X     | 2038-06-15      | 5.5000%  | 0.0000% | $4309.25           | $4409.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8799 | 2051-02-01      | 2.0000%  | 0.0000% | $2502772.10        | $1976599.59        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X     | 2038-12-15      | 6.0000%  | 0.0000% | $819.12            | $853.74            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672676 X     | 2038-04-15      | 5.5000%  | 0.0000% | $7055.77           | $7237.20           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658218 X     | 2036-12-15      | 6.0000%  | 0.0000% | $852.32            | $894.75            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X     | 2038-06-15      | 6.0000%  | 0.0000% | $1644.35           | $1725.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X     | 2040-12-15      | 5.5000%  | 0.0000% | $7643.34           | $7841.44           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X     | 2040-02-15      | 6.0000%  | 0.0000% | $902.68            | $925.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M     | 2036-01-20      | 5.5000%  | 0.0000% | $3736.50           | $3815.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M     | 2032-10-20      | 5.5000%  | 0.0000% | $4709.87           | $4880.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $1958.51           | $2030.93           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X     | 2044-09-15      | 4.0000%  | 0.0000% | $21.05             | $19.77             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02323 G | 2041-07-01      | 5.0000%  | 0.0000% | $33939.96          | $33827.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  | 0.0000% | $1336784.13        | $1263719.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | 0.0000% | $96987.01          | $85087.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  | 0.0000% | $784721.75         | $808527.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7841 C     | 2055-04-20      | 5.5000%  | 0.0000% | $696281.04         | $701607.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6431 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2609698.14        | $2610673.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5252 C     | 2055-04-20      | 6.5000%  | 0.0000% | $202643.07         | $212010.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4355 C     | 2055-04-20      | 5.5000%  | 0.0000% | $150678.33         | $151086.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4389 C     | 2055-05-20      | 6.0000%  | 0.0000% | $220236.86         | $226370.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4386 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1109996.86        | $1112047.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5591 C     | 2055-04-20      | 5.5000%  | 0.0000% | $201459.03         | $202610.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5426 C     | 2055-05-20      | 5.5000%  | 0.0000% | $220355.57         | $222657.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5425 C     | 2055-05-20      | 5.5000%  | 0.0000% | $844544.86         | $850825.36         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  | 0.0000% | $41957.07          | $37514.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $19824.03          | $18752.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687833 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1732.66           | $1801.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9483 M     | 2054-02-20      | 3.0000%  | 0.0000% | $2466146.17        | $2160138.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $89915.45          | $89852.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $9652962.41        | $8414744.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $8725605.63        | $7785067.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  | 0.0000% | $8868536.68        | $7119121.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $18217.72          | $15923.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1759097.70        | $1537895.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $96342.38          | $90833.74          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782333 X     | 2038-06-15      | 5.5000%  | 0.0000% | $2271.67           | $2330.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677101 X     | 2038-07-15      | 5.5000%  | 0.0000% | $1191.98           | $1207.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M     | 2039-03-20      | 5.5000%  | 0.0000% | $2709.66           | $2793.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9405 | 2047-07-01      | 4.0000%  | 0.0000% | $336322.05         | $314353.23         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X     | 2039-12-15      | 5.5000%  | 0.0000% | $2015.09           | $2067.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $405081.46         | $374983.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $3283085.47        | $2708065.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5931 M     | 2049-05-20      | 4.0000%  | 0.0000% | $1969560.30        | $1819836.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $2259863.39        | $1814080.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | 0.0000% | $524514.22         | $525282.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  | 0.0000% | $21926.71          | $20508.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3573 | 2049-05-01      | 4.0000%  | 0.0000% | $1518610.15        | $1415389.04        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  | 0.0000% | $64694.06          | $59002.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  | 0.0000% | $285742.66         | $245778.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  | 0.0000% | $1339863.44        | $1336344.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $4608894.83        | $4360129.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $233381.07         | $195681.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8015 C     | 2055-05-20      | 5.5000%  | 0.0000% | $142.86            | $143.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $642842.64         | $660145.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9485 | 2054-11-01      | 5.5000%  | 0.0000% | $12793826.02       | $12801074.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5838 C     | 2055-05-20      | 5.5000%  | 0.0000% | $240134.71         | $241994.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6436 C     | 2055-03-20      | 6.5000%  | 0.0000% | $169764.44         | $177091.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI7071 C     | 2055-04-20      | 5.5000%  | 0.0000% | $296929.17         | $297751.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $28247014.36       | $28650560.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $1166497.85        | $1196822.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C     | 2055-04-20      | 6.5000%  | 0.0000% | $165175.25         | $172962.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7439 | 2055-01-01      | 5.5000%  | 0.0000% | $11342543.24       | $11352315.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $914823.38         | $913967.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8654 C     | 2055-05-20      | 5.5000%  | 0.0000% | $703337.29         | $707357.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $18985864.23       | $15240695.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1920 M     | 2044-05-20      | 4.0000%  | 0.0000% | $31246.94          | $29364.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M     | 2045-03-20      | 2.5000%  | 0.0000% | $852.88            | $732.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2207 | 2054-08-01      | 6.0000%  | 0.0000% | $2068249.40        | $2117228.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $1406655.42        | $1444085.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2221 | 2055-04-01      | 6.0000%  | 0.0000% | $547357.51         | $561032.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  | 0.0000% | $16391630.26       | $15495860.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $3555414.11        | $2768117.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5122 | 2042-04-01      | 4.0000%  | 0.0000% | $80292.62          | $76383.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $1585875.82        | $1608532.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $33493.92          | $30971.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1252 | 2055-04-01      | 5.5000%  | 0.0000% | $22971311.71       | $23004334.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $1408266.24        | $1445306.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9986 | 2055-02-01      | 6.0000%  | 0.0000% | $757.65            | $781.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8698 | 2054-06-01      | 6.0000%  | 0.0000% | $1092408.20        | $1118277.89        | Agency Mortgage-Backed Securities         |

### Security 129: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.330000%
- **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: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS113_4.33_0606
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **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 2024-117 FE     | 2054-07-20      | 5.6283%  | 0.0000% | $40522215.60       | $40583623.29       | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 2422FC 02/15/32 | 2032-02-15      | 4.9468%  | 0.0000% | $70.37             | $70.46             | Agency Collateralized Mortgage Obligation |
| FMAC 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $3267.26           | $2979.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $1329866.11        | $1258227.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5103 | 2055-06-01      | 5.5000%  | 0.0000% | $338478.40         | $337883.20         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DM     | 2055-08-16      | 5.0000%  | 0.0000% | $20462510.85       | $20404147.23       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0207 M     | 2055-02-20      | 6.5000%  | 0.0000% | $1278275.15        | $1313448.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA5736 C     | 2054-03-20      | 5.5000%  | 0.0000% | $425702.70         | $425796.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AO6437 C     | 2045-08-20      | 3.5000%  | 0.0000% | $97715.53          | $88096.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $120707.15         | $114179.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $24659716.95       | $25307431.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  | 0.0000% | $1215659.28        | $1213966.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $4756.46           | $4331.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $2309211.13        | $2166541.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  | 0.0000% | $29391.46          | $29850.02          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  | 0.0000% | $86347.17          | $80237.71          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $6929.14           | $6167.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $12461.90          | $11922.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $11039621.17       | $9623532.17        | Agency Mortgage-Backed Securities         |

### Security 130: BMO Bank, N.A.

- **C.1 - Title:** Bank of Montreal/US 4.340000%
- **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: 933CXN000, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: 933CXN000_4.34_0606
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $1194529.49        | $1070914.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $21085548.80       | $18283185.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $9224045.15        | $8019417.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  | 0.0000% | $31072.18          | $29250.67          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $4559501.80        | $4221415.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8039 | 2035-04-01      | 2.0000%  | 0.0000% | $35485.43          | $32253.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $826211.11         | $720230.26         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $21396774.59       | $19616829.21       | Agency Mortgage-Backed Securities         |

### Security 131: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.350000%
- **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: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  | 0.0000% | $2873514.21        | $2893406.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7783%  | 0.0000% | $8731693.14        | $8664844.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 5.3220%  | 0.0000% | $3510908.46        | $3519851.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $1336706.49        | $1264931.66        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL039FC R24F039 | 2054-06-25      | 5.6220%  | 0.0000% | $22124420.29       | $22171497.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $762740.57         | $730657.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $463087.99         | $447547.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-090 A      | 2039-10-20      | 2.2500%  | 0.0000% | $2086649.99        | $2034132.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5502LB 02/25/55 | 2055-02-25      | 5.5000%  | 0.0000% | $1428571.43        | $1381667.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55 | 2055-02-25      | 5.7220%  | 0.0000% | $10841253.71       | $10794882.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5501NM 01/25/51 | 2051-01-25      | 5.5000%  | 0.0000% | $1428571.43        | $1427176.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $2716600.51        | $2110776.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5435DT 07/25/54 | 2054-07-25      | 0.1250%  | 0.0000% | $2894446.85        | $2175969.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53 | 2053-08-25      | 6.0000%  | 0.0000% | $5714285.71        | $5779984.76        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $662427.98         | $618583.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $2372381.43        | $2119188.89        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $14081.22          | $13509.54          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7220%  | 0.0000% | $5325495.07        | $5315151.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029KV R25F029 | 2036-05-25      | 5.0000%  | 0.0000% | $2272590.38        | $2255275.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $923429.14         | $849376.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $20046628.57       | $20582120.79       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $8481485.60        | $8337079.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 6.3226%  | 0.0000% | $1565704.24        | $1571353.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3834%  | 0.0000% | $3640572.11        | $3659860.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $160996.18         | $150829.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $12261.93          | $11895.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 JB     | 2055-03-20      | 5.0000%  | 0.0000% | $9961714.86        | $9290312.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 PK     | 2053-10-20      | 5.0000%  | 0.0000% | $9799830.74        | $9669481.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1283%  | 0.0000% | $4895794.45        | $4875592.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5283%  | 0.0000% | $8048517.09        | $8075830.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2616%  | 0.0000% | $8275417.35        | $8243384.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2783%  | 0.0000% | $1135147.75        | $1130289.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-197 PL     | 2054-12-20      | 4.5000%  | 0.0000% | $571428.57         | $499480.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 UF     | 2064-12-20      | 5.5283%  | 0.0000% | $3174578.31        | $3114352.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $1816938.29        | $1695597.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5283%  | 0.0000% | $2706980.86        | $2700220.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  | 0.0000% | $6716350.63        | $5141639.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4283%  | 0.0000% | $8886177.14        | $8841389.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5283%  | 0.0000% | $8966821.14        | $8953582.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 5.5283%  | 0.0000% | $6095313.72        | $6083931.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6283%  | 0.0000% | $8417009.86        | $8422501.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7283%  | 0.0000% | $5986266.00        | $6016240.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5783%  | 0.0000% | $5904677.86        | $5936058.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4083%  | 0.0000% | $1401761.49        | $1394116.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3783%  | 0.0000% | $7008807.43        | $6962815.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-053 AL     | 2053-04-20      | 5.5000%  | 0.0000% | $5714285.71        | $5663580.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3783%  | 0.0000% | $3003288.21        | $2983655.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3283%  | 0.0000% | $2826295.31        | $2802871.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3283%  | 0.0000% | $6645689.83        | $6590265.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $268932.47         | $214691.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $2768036.38        | $2702128.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6283%  | 0.0000% | $2281417.83        | $2283732.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $7487743.25        | $7223944.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $3937341.29        | $3868482.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5283%  | 0.0000% | $8688431.00        | $8780290.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $3457093.44        | $2999070.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8766%  | 0.0000% | $1566114.11        | $1470472.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9334%  | 0.0000% | $2103285.76        | $2100728.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $597486.32         | $599823.32         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  | 0.0000% | $263.02            | $263.18            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $3151682.77        | $3166322.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  | 0.0000% | $3143236.07        | $3155536.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  | 0.0000% | $2418302.74        | $2436487.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8389%  | 0.0000% | $6783418.73        | $6599005.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.8889%  | 0.0000% | $9322713.65        | $9085935.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.8889%  | 0.0000% | $4621570.54        | $4511757.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6834%  | 0.0000% | $2034090.44        | $2055571.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 6.2671%  | 0.0000% | $3176128.34        | $3199599.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-1O FC      | 2069-06-20      | 5.0834%  | 0.0000% | $7305961.03        | $7273317.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $540249.78         | $472046.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $2227276.29        | $2240262.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O FA      | 2069-04-20      | 5.1719%  | 0.0000% | $8180712.27        | $8204915.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-19O FA     | 2069-12-20      | 5.1334%  | 0.0000% | $8397317.79        | $8373955.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7834%  | 0.0000% | $137863.79         | $137427.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $437528.08         | $439520.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-097 CB     | 2053-07-20      | 6.0000%  | 0.0000% | $5714285.71        | $5851127.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $1317240.98        | $1316704.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $3947195.51        | $3783129.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $3635562.34        | $3461490.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4334%  | 0.0000% | $3297732.77        | $3301868.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5720%  | 0.0000% | $16432097.18       | $16323265.51       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  | 0.0000% | $1542857.14        | $1433612.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 5.9971%  | 0.0000% | $4727313.43        | $4743499.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.0934%  | 0.0000% | $3371710.42        | $3377859.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5524FM 04/25/55 | 2055-04-25      | 5.1720%  | 0.0000% | $20327084.67       | $20128902.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5783%  | 0.0000% | $8886177.14        | $8880290.22        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $6553295.80        | $6439281.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  | 0.0000% | $2839579.74        | $2711685.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $3428571.39        | $2386947.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $1010380.00        | $979830.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  | 0.0000% | $451926.41         | $430829.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3534%  | 0.0000% | $2008188.37        | $2017480.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4334%  | 0.0000% | $1517365.23        | $1525404.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3334%  | 0.0000% | $1438020.00        | $1442028.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $1362178.57        | $1289639.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5529CB 04/25/55 | 2055-04-25      | 5.0000%  | 0.0000% | $3714285.71        | $3329265.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $9238293.71        | $7849919.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $9255842.85        | $8058212.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3834%  | 0.0000% | $3709014.86        | $3727412.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9834%  | 0.0000% | $3526142.02        | $3525659.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 KF     | 2055-03-20      | 5.2283%  | 0.0000% | $4184543.22        | $4170178.93        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $8035714.29        | $7374670.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55 | 2055-02-25      | 5.7220%  | 0.0000% | $7938263.31        | $7923932.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $444761.49         | $446920.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $89846.67          | $76506.45          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.7263%  | 0.0000% | $7142857.14        | $7173640.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-126 BP     | 2044-10-20      | 2.2500%  | 0.0000% | $2868895.51        | $2554179.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FA     | 2069-11-20      | 5.0330%  | 0.0000% | $3347536.97        | $3363612.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3434%  | 0.0000% | $2131586.29        | $2140017.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3334%  | 0.0000% | $6097066.41        | $6122902.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3334%  | 0.0000% | $1715006.74        | $1723613.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1834%  | 0.0000% | $1130598.26        | $1133874.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0334%  | 0.0000% | $3108179.98        | $3111614.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0734%  | 0.0000% | $2712996.01        | $2717212.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0734%  | 0.0000% | $2685482.52        | $2689699.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-036 E      | 2066-07-16      | 4.7500%  | 0.0000% | $4285714.29        | $3791058.81        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5875%  | 0.0000% | $4609843.69        | $4324053.75        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1325232.47        | $1200072.95        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0834%  | 0.0000% | $5580367.43        | $5269551.97        | Agency Mortgage-Backed Securities         |

### Security 132: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.360000%
- **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: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.36_0606
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 DH2908 C | 2055-02-20      | 6.5000%  | 0.0000% | $176452.38         | $182391.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3938 C | 2055-04-20      | 6.5000%  | 0.0000% | $207489.20         | $214472.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  | 0.0000% | $403654.92         | $338844.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $154293.59         | $147871.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $328513.29         | $287678.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5929 M | 2049-05-20      | 3.0000%  | 0.0000% | $151874.91         | $133731.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7214 C | 2054-01-20      | 8.0000%  | 0.0000% | $132381.19         | $138987.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1495 C | 2054-01-20      | 5.0000%  | 0.0000% | $166074.46         | $161706.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX5184 C | 2054-04-20      | 7.0000%  | 0.0000% | $462859.47         | $478725.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX5276 C | 2053-11-20      | 5.0000%  | 0.0000% | $157010.05         | $151682.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4342 C | 2053-11-20      | 8.0000%  | 0.0000% | $181539.56         | $188708.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX4167 C | 2054-02-20      | 5.0000%  | 0.0000% | $852065.76         | $832986.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3302 C | 2053-11-20      | 5.0000%  | 0.0000% | $161804.66         | $156314.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6329 C | 2053-06-20      | 5.0000%  | 0.0000% | $273679.98         | $266753.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5776 C | 2053-12-20      | 8.0000%  | 0.0000% | $200130.43         | $208041.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1021 C | 2053-06-20      | 5.5000%  | 0.0000% | $200946.21         | $201916.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4766 C | 2055-05-20      | 6.5000%  | 0.0000% | $1530551.91        | $1583945.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4760 C | 2055-05-20      | 5.5000%  | 0.0000% | $417304.05         | $417459.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4728 C | 2055-04-20      | 6.5000%  | 0.0000% | $575320.04         | $590451.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4716 C | 2055-04-20      | 7.0000%  | 0.0000% | $339054.72         | $358962.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4715 C | 2055-04-20      | 7.0000%  | 0.0000% | $377364.73         | $399984.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9406 C | 2055-03-20      | 7.0000%  | 0.0000% | $184952.89         | $195360.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9394 C | 2055-04-20      | 6.5000%  | 0.0000% | $582337.58         | $613258.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9361 C | 2055-03-20      | 6.5000%  | 0.0000% | $740973.08         | $780315.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9381 C | 2055-04-20      | 6.0000%  | 0.0000% | $862059.60         | $893237.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9379 C | 2055-04-20      | 5.5000%  | 0.0000% | $507990.00         | $511299.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9343 C | 2055-03-20      | 6.0000%  | 0.0000% | $335889.07         | $348624.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9341 C | 2055-03-20      | 6.0000%  | 0.0000% | $649082.21         | $668116.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9333 C | 2055-03-20      | 5.5000%  | 0.0000% | $260672.98         | $263011.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9299 C | 2055-03-20      | 6.0000%  | 0.0000% | $1118400.51        | $1152328.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9289 C | 2055-03-20      | 5.5000%  | 0.0000% | $174814.73         | $176211.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9869 C | 2055-04-20      | 6.0000%  | 0.0000% | $794578.91         | $813197.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1699 C | 2055-04-20      | 5.5000%  | 0.0000% | $461528.45         | $464676.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4713 C | 2055-04-20      | 7.0000%  | 0.0000% | $1514918.30        | $1566848.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4717 C | 2055-04-20      | 7.0000%  | 0.0000% | $419865.73         | $443492.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0053 C | 2055-04-20      | 5.5000%  | 0.0000% | $699906.89         | $702747.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0015 C | 2055-03-20      | 5.5000%  | 0.0000% | $818119.68         | $818425.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  | 0.0000% | $238516.75         | $249898.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0025 C | 2055-03-20      | 7.0000%  | 0.0000% | $170741.21         | $176594.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0362 M | 2055-05-20      | 3.5000%  | 0.0000% | $818447.32         | $728646.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  | 0.0000% | $678084.62         | $622346.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $272383.12         | $257539.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0151 M | 2055-01-20      | 7.5000%  | 0.0000% | $198490.15         | $205784.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $477272.59         | $475692.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0068 M | 2039-12-20      | 6.0000%  | 0.0000% | $72655.46          | $75412.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $486928.94         | $474002.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M | 2054-11-20      | 5.0000%  | 0.0000% | $216655.81         | $210937.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4034 C | 2055-04-20      | 6.0000%  | 0.0000% | $447983.05         | $461119.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4033 C | 2055-04-20      | 6.0000%  | 0.0000% | $371970.15         | $383733.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4028 C | 2055-04-20      | 5.5000%  | 0.0000% | $594634.82         | $594855.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5851 C | 2055-05-20      | 6.0000%  | 0.0000% | $267783.41         | $275635.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787936 C | 2055-04-20      | 5.5000%  | 0.0000% | $122285.91         | $122352.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  | 0.0000% | $285203.59         | $261755.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9675 C | 2055-05-20      | 6.0000%  | 0.0000% | $703183.41         | $718624.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9592 C | 2055-05-20      | 6.0000%  | 0.0000% | $789703.41         | $813660.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9580 C | 2055-05-20      | 5.5000%  | 0.0000% | $1054343.34        | $1061211.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9578 C | 2055-05-20      | 5.5000%  | 0.0000% | $1515504.77        | $1521655.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3960 C | 2055-02-20      | 7.0000%  | 0.0000% | $197284.09         | $204046.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3952 C | 2055-03-20      | 5.5000%  | 0.0000% | $731443.76         | $733963.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1540 C | 2055-04-20      | 7.0000%  | 0.0000% | $208031.15         | $222978.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5863 C | 2055-05-20      | 5.5000%  | 0.0000% | $227041.50         | $227126.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0472 C | 2055-05-20      | 6.5000%  | 0.0000% | $164181.82         | $168318.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7737 C | 2055-03-20      | 6.0000%  | 0.0000% | $165827.77         | $172522.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6571 C | 2055-05-20      | 6.5000%  | 0.0000% | $341259.07         | $353164.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1975 C | 2055-05-20      | 7.0000%  | 0.0000% | $1371921.25        | $1445772.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4039 C | 2055-04-20      | 6.5000%  | 0.0000% | $254036.28         | $266558.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5896 C | 2055-04-20      | 5.5000%  | 0.0000% | $1244318.81        | $1248604.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3472 C | 2055-04-20      | 6.5000%  | 0.0000% | $329741.44         | $341244.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6313 C | 2055-03-20      | 6.5000%  | 0.0000% | $802430.69         | $822550.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1980 C | 2055-05-20      | 7.5000%  | 0.0000% | $185074.91         | $198532.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5796 C | 2055-03-20      | 6.5000%  | 0.0000% | $202740.20         | $209564.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5850 C | 2055-04-20      | 6.5000%  | 0.0000% | $452219.87         | $467995.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1543 C | 2055-04-20      | 6.5000%  | 0.0000% | $249439.59         | $258141.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY4675 C | 2055-04-20      | 6.0000%  | 0.0000% | $179349.62         | $185511.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2325 C | 2055-02-20      | 5.5000%  | 0.0000% | $944517.53         | $951106.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0023 C | 2055-05-20      | 7.0000%  | 0.0000% | $226418.02         | $234179.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4703 C | 2055-05-20      | 6.5000%  | 0.0000% | $286162.39         | $299741.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3570 C | 2055-03-20      | 6.0000%  | 0.0000% | $576188.85         | $593085.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7767 C | 2055-04-20      | 7.0000%  | 0.0000% | $164125.62         | $173210.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4399 C | 2054-12-20      | 5.0000%  | 0.0000% | $209055.72         | $204793.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0271 C | 2054-12-20      | 5.5000%  | 0.0000% | $177101.01         | $177819.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6840 C | 2055-03-20      | 5.5000%  | 0.0000% | $199266.32         | $200625.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0310 C | 2054-12-20      | 5.0000%  | 0.0000% | $1272283.09        | $1243800.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5243 C | 2055-04-20      | 6.5000%  | 0.0000% | $187272.67         | $198169.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3540 C | 2055-05-20      | 6.0000%  | 0.0000% | $464852.50         | $475059.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1539 C | 2055-04-20      | 7.0000%  | 0.0000% | $174685.89         | $186009.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6493 C | 2055-04-20      | 6.0000%  | 0.0000% | $812230.76         | $836048.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6426 C | 2055-05-20      | 6.0000%  | 0.0000% | $1301094.45        | $1329665.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0432 C | 2055-02-20      | 5.5000%  | 0.0000% | $1052442.15        | $1056551.47        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7083 C | 2054-12-20      | 5.5000%  | 0.0000% | $775311.90         | $778459.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0520 C | 2055-05-20      | 6.5000%  | 0.0000% | $280374.18         | $287404.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6490 C | 2055-04-20      | 6.5000%  | 0.0000% | $397185.95         | $414451.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9128 C | 2055-05-20      | 6.5000%  | 0.0000% | $179219.25         | $190086.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2418 C | 2055-04-20      | 5.5000%  | 0.0000% | $1136187.82        | $1140799.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2396 C | 2055-04-20      | 6.0000%  | 0.0000% | $1292971.47        | $1330887.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2389 C | 2055-04-20      | 7.0000%  | 0.0000% | $341204.63         | $357028.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2376 C | 2055-04-20      | 6.5000%  | 0.0000% | $197690.66         | $204587.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2375 C | 2055-04-20      | 6.5000%  | 0.0000% | $1225297.95        | $1270145.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5779 C | 2055-04-20      | 6.5000%  | 0.0000% | $980159.43         | $1014352.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7492 C | 2055-04-20      | 7.0000%  | 0.0000% | $183331.84         | $194769.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3839 C | 2055-03-20      | 7.0000%  | 0.0000% | $430727.76         | $445491.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3795 C | 2055-02-20      | 7.0000%  | 0.0000% | $226166.86         | $233919.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3701 C | 2055-03-20      | 6.5000%  | 0.0000% | $175526.16         | $179948.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3684 C | 2055-04-20      | 6.0000%  | 0.0000% | $213092.15         | $219830.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3391 C | 2055-04-20      | 6.5000%  | 0.0000% | $203527.23         | $212326.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3400 C | 2055-04-20      | 6.0000%  | 0.0000% | $170850.97         | $177444.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3330 C | 2055-03-20      | 6.5000%  | 0.0000% | $212165.59         | $217511.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3315 C | 2055-03-20      | 7.0000%  | 0.0000% | $402655.26         | $416456.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3547 C | 2055-05-20      | 6.0000%  | 0.0000% | $235423.05         | $243402.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3544 C | 2055-05-20      | 6.5000%  | 0.0000% | $318181.18         | $334178.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3541 C | 2055-05-20      | 6.5000%  | 0.0000% | $399833.32         | $413781.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3473 C | 2055-04-20      | 6.5000%  | 0.0000% | $191852.11         | $199297.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9604 C | 2055-05-20      | 6.5000%  | 0.0000% | $215349.75         | $226784.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9546 C | 2055-05-20      | 6.5000%  | 0.0000% | $543282.25         | $572127.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9533 C | 2055-05-20      | 6.0000%  | 0.0000% | $168364.00         | $174747.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2464 C | 2055-04-20      | 7.0000%  | 0.0000% | $229233.31         | $241432.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2154 C | 2055-05-20      | 5.5000%  | 0.0000% | $160694.86         | $161475.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2122 C | 2055-05-20      | 7.0000%  | 0.0000% | $169158.18         | $178057.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2071 C | 2055-03-20      | 7.0000%  | 0.0000% | $173736.72         | $179692.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1993 C | 2055-05-20      | 6.0000%  | 0.0000% | $220194.39         | $226651.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1977 C | 2055-05-20      | 7.5000%  | 0.0000% | $168813.75         | $181089.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5399 C | 2055-05-20      | 6.0000%  | 0.0000% | $1456365.75        | $1492099.63        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8706 C | 2055-01-20      | 5.5000%  | 0.0000% | $525679.22         | $527812.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7911 C | 2054-12-20      | 6.5000%  | 0.0000% | $160608.76         | $166012.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7744 C | 2054-11-20      | 4.5000%  | 0.0000% | $586165.15         | $550314.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7660 C | 2051-10-20      | 5.0000%  | 0.0000% | $902423.32         | $873468.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7659 C | 2054-10-20      | 4.5000%  | 0.0000% | $677940.76         | $636476.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7432 C | 2054-11-20      | 5.0000%  | 0.0000% | $483657.31         | $472904.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5440 C | 2055-03-20      | 6.5000%  | 0.0000% | $263018.93         | $269613.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5420 C | 2055-03-20      | 6.5000%  | 0.0000% | $386238.60         | $395923.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5240 C | 2055-02-20      | 5.5000%  | 0.0000% | $236210.68         | $234558.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5196 C | 2055-01-20      | 4.5000%  | 0.0000% | $167034.55         | $156074.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6057 C | 2055-03-20      | 6.5000%  | 0.0000% | $1000230.21        | $1025309.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9460 C | 2055-04-20      | 6.5000%  | 0.0000% | $362979.29         | $382251.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5050 C | 2055-02-20      | 6.5000%  | 0.0000% | $375952.16         | $388606.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4114 C | 2055-05-20      | 6.0000%  | 0.0000% | $192318.00         | $198399.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0712 C | 2054-12-20      | 5.5000%  | 0.0000% | $117374.40         | $117850.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4150 C | 2055-04-20      | 6.5000%  | 0.0000% | $170001.14         | $175723.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1706 C | 2055-04-20      | 6.0000%  | 0.0000% | $1256323.34        | $1285761.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4550 C | 2055-04-20      | 6.0000%  | 0.0000% | $204984.08         | $210994.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6439 C | 2055-05-20      | 6.0000%  | 0.0000% | $1095277.43        | $1119327.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3190 C | 2055-04-20      | 5.5000%  | 0.0000% | $521161.33         | $521356.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9334 C | 2054-12-20      | 7.0000%  | 0.0000% | $278505.63         | $288053.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8447 C | 2055-03-20      | 7.0000%  | 0.0000% | $959273.02         | $992155.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0772 C | 2054-12-20      | 5.5000%  | 0.0000% | $260247.92         | $256868.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9534 C | 2055-05-20      | 6.0000%  | 0.0000% | $837912.57         | $868217.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4602 C | 2055-01-20      | 7.0000%  | 0.0000% | $969062.96         | $1002280.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5616 C | 2055-04-20      | 6.0000%  | 0.0000% | $1208935.82        | $1244387.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4326 C | 2055-04-20      | 7.0000%  | 0.0000% | $214766.57         | $226655.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6695 C | 2055-05-20      | 5.5000%  | 0.0000% | $553868.16         | $559517.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6512 C | 2055-04-20      | 6.5000%  | 0.0000% | $490494.10         | $510612.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9357 C | 2055-03-20      | 6.5000%  | 0.0000% | $293378.40         | $306648.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8212 C | 2055-03-20      | 5.5000%  | 0.0000% | $254360.25         | $254455.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4901 C | 2054-11-20      | 6.5000%  | 0.0000% | $448823.53         | $468872.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9408 C | 2055-04-20      | 7.0000%  | 0.0000% | $752837.73         | $778643.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1521 C | 2055-02-20      | 5.5000%  | 0.0000% | $143697.87         | $144373.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6648 C | 2055-03-20      | 7.0000%  | 0.0000% | $203346.85         | $213746.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0910 C | 2054-12-20      | 5.5000%  | 0.0000% | $209439.98         | $210290.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5184 C | 2055-03-20      | 6.0000%  | 0.0000% | $174957.27         | $180689.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6850 C | 2055-03-20      | 7.0000%  | 0.0000% | $274159.66         | $283557.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4648 C | 2055-05-20      | 5.5000%  | 0.0000% | $326441.02         | $327765.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3353 C | 2055-05-20      | 6.0000%  | 0.0000% | $1172007.14        | $1197850.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5556 C | 2054-03-20      | 6.5000%  | 0.0000% | $129436.12         | $132693.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9908 M | 2054-09-20      | 6.5000%  | 0.0000% | $123393.63         | $126634.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0459 C | 2055-05-20      | 6.0000%  | 0.0000% | $171448.14         | $176475.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4129 C | 2055-04-20      | 5.5000%  | 0.0000% | $545111.08         | $545314.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6313 C | 2055-03-20      | 5.5000%  | 0.0000% | $339421.30         | $339548.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4286 C | 2054-12-20      | 5.5000%  | 0.0000% | $174429.49         | $172164.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1313 C | 2055-04-20      | 6.0000%  | 0.0000% | $403258.75         | $415824.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $1316016.23        | $1207839.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6776 C | 2055-03-20      | 7.0000%  | 0.0000% | $174717.84         | $180706.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3921 C | 2055-03-20      | 6.0000%  | 0.0000% | $834486.78         | $854962.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1972 C | 2055-05-20      | 7.0000%  | 0.0000% | $305132.23         | $324912.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4036 C | 2055-04-20      | 6.0000%  | 0.0000% | $226300.18         | $232936.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6203 C | 2055-04-20      | 6.0000%  | 0.0000% | $438697.24         | $451561.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3991 C | 2055-05-20      | 6.0000%  | 0.0000% | $1084540.86        | $1113847.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4756 C | 2055-02-20      | 5.0000%  | 0.0000% | $636338.46         | $614837.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1594 C | 2055-04-20      | 6.0000%  | 0.0000% | $164687.74         | $169517.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1755 C | 2055-03-20      | 7.0000%  | 0.0000% | $438901.53         | $453946.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0841 C | 2055-01-20      | 6.5000%  | 0.0000% | $169127.28         | $176103.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7834 C | 2055-04-20      | 6.0000%  | 0.0000% | $765458.14         | $787904.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7768 C | 2055-04-20      | 5.5000%  | 0.0000% | $644972.81         | $646103.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7749 C | 2055-04-20      | 5.5000%  | 0.0000% | $690304.56         | $691087.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9531 C | 2055-05-20      | 6.0000%  | 0.0000% | $190198.59         | $198075.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4152 C | 2055-04-20      | 7.0000%  | 0.0000% | $179728.17         | $190281.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3848 C | 2055-05-20      | 6.0000%  | 0.0000% | $641915.27         | $660738.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3827 C | 2055-05-20      | 6.0000%  | 0.0000% | $224647.34         | $233950.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3781 C | 2055-04-20      | 6.0000%  | 0.0000% | $902102.36         | $928555.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3639 C | 2055-04-20      | 5.5000%  | 0.0000% | $861094.08         | $861415.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2760 C | 2055-04-20      | 6.0000%  | 0.0000% | $911263.38         | $932615.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6942 C | 2055-03-20      | 7.0000%  | 0.0000% | $168388.05         | $179303.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6890 C | 2055-02-20      | 6.5000%  | 0.0000% | $189683.73         | $194439.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0179 C | 2055-04-20      | 6.0000%  | 0.0000% | $578241.59         | $590938.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0130 C | 2055-04-20      | 5.5000%  | 0.0000% | $1615761.87        | $1622815.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0129 C | 2055-04-20      | 5.5000%  | 0.0000% | $805024.32         | $809774.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0068 C | 2055-04-20      | 5.5000%  | 0.0000% | $1578973.72        | $1579563.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0056 C | 2055-04-20      | 6.0000%  | 0.0000% | $1199219.33        | $1234384.43        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5353 C | 2055-05-20      | 6.5000%  | 0.0000% | $804191.98         | $832937.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5335 C | 2055-05-20      | 6.0000%  | 0.0000% | $991898.09         | $1013679.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5333 C | 2055-05-20      | 6.0000%  | 0.0000% | $667755.45         | $682418.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4190 C | 2055-05-20      | 5.5000%  | 0.0000% | $800149.32         | $800448.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5571 C | 2055-04-20      | 6.0000%  | 0.0000% | $419743.15         | $431587.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5563 C | 2055-04-20      | 6.0000%  | 0.0000% | $169083.72         | $175038.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6442 C | 2055-05-20      | 6.0000%  | 0.0000% | $808743.09         | $826501.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0278 C | 2055-01-20      | 5.5000%  | 0.0000% | $259269.23         | $260321.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0270 C | 2055-01-20      | 5.0000%  | 0.0000% | $223175.80         | $219705.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0282 C | 2055-01-20      | 5.5000%  | 0.0000% | $1229604.34        | $1237614.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9240 C | 2055-02-20      | 7.0000%  | 0.0000% | $201913.45         | $208834.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9161 C | 2055-01-20      | 7.0000%  | 0.0000% | $283207.36         | $292915.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9187 C | 2055-01-20      | 7.0000%  | 0.0000% | $220128.82         | $227674.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9857 C | 2055-01-20      | 5.5000%  | 0.0000% | $292013.21         | $293198.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8963 C | 2055-03-20      | 6.5000%  | 0.0000% | $228761.66         | $238144.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8961 C | 2055-03-20      | 6.5000%  | 0.0000% | $212567.48         | $222394.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8939 C | 2055-02-20      | 6.5000%  | 0.0000% | $158680.23         | $166356.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7502 C | 2054-12-20      | 5.0000%  | 0.0000% | $638679.86         | $618182.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7351 C | 2055-01-20      | 5.0000%  | 0.0000% | $330844.21         | $319663.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6916 C | 2055-01-20      | 5.5000%  | 0.0000% | $1043526.49        | $1047761.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6935 C | 2055-01-20      | 5.5000%  | 0.0000% | $601969.18         | $610858.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6853 C | 2055-03-20      | 5.5000%  | 0.0000% | $965013.28         | $965370.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6770 C | 2055-02-20      | 6.5000%  | 0.0000% | $230583.10         | $236364.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6298 C | 2055-05-20      | 6.5000%  | 0.0000% | $488729.02         | $505778.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6297 C | 2055-05-20      | 6.0000%  | 0.0000% | $221370.70         | $227862.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5038 C | 2054-08-20      | 5.0000%  | 0.0000% | $216250.08         | $210542.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5037 C | 2054-08-20      | 7.5000%  | 0.0000% | $158329.27         | $166470.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4966 C | 2054-09-20      | 7.5000%  | 0.0000% | $157917.82         | $166037.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5574 C | 2055-04-20      | 5.5000%  | 0.0000% | $177871.94         | $178593.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7759 C | 2055-04-20      | 6.5000%  | 0.0000% | $322786.59         | $340380.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS8353 C | 2053-02-20      | 5.0000%  | 0.0000% | $1496057.66        | $1460795.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS8208 C | 2054-05-20      | 5.0000%  | 0.0000% | $158564.17         | $154550.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3928 C | 2053-03-20      | 5.5000%  | 0.0000% | $357806.72         | $357885.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3886 C | 2036-06-20      | 6.5000%  | 0.0000% | $182401.05         | $192662.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR9728 C | 2053-12-20      | 8.0000%  | 0.0000% | $209691.95         | $217971.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7644 C | 2036-05-20      | 5.5000%  | 0.0000% | $142071.93         | $145054.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7569 C | 2041-06-20      | 4.5000%  | 0.0000% | $301060.32         | $288576.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2783 C | 2041-09-20      | 4.5000%  | 0.0000% | $122440.25         | $116615.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2756 C | 2035-05-20      | 5.5000%  | 0.0000% | $119138.77         | $120853.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2742 C | 2040-09-20      | 5.5000%  | 0.0000% | $160088.20         | $163068.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9969 M | 2054-10-20      | 7.5000%  | 0.0000% | $357730.86         | $371672.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9967 M | 2054-10-20      | 6.5000%  | 0.0000% | $253753.89         | $260419.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $391978.47         | $407112.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2632 C | 2036-09-20      | 6.0000%  | 0.0000% | $121163.42         | $127506.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK6093 C | 2043-11-20      | 3.0000%  | 0.0000% | $177122.16         | $154404.24         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CJ2141 X | 2051-12-15      | 3.5000%  | 0.0000% | $365362.08         | $333511.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1497 C | 2051-12-20      | 3.5000%  | 0.0000% | $481295.07         | $438084.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG9119 C | 2052-04-20      | 3.5000%  | 0.0000% | $167150.97         | $148410.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG9118 C | 2052-04-20      | 3.5000%  | 0.0000% | $195348.28         | $173386.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF9204 C | 2044-10-20      | 3.5000%  | 0.0000% | $192913.68         | $172648.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  | 0.0000% | $239152.06         | $216854.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CB2835 C | 2051-04-20      | 3.5000%  | 0.0000% | $509831.53         | $453875.71         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BY2825 X | 2050-10-15      | 3.5000%  | 0.0000% | $165523.10         | $151113.89         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT1010 X | 2050-07-15      | 3.5000%  | 0.0000% | $531611.10         | $485336.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BT1001 X | 2050-06-15      | 3.5000%  | 0.0000% | $405532.79         | $370230.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7347 C | 2050-01-20      | 4.0000%  | 0.0000% | $589048.18         | $554108.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  | 0.0000% | $268675.15         | $252957.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7305 C | 2049-10-20      | 3.5000%  | 0.0000% | $176940.29         | $157526.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9618 C | 2054-08-20      | 7.5000%  | 0.0000% | $277668.75         | $298041.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9617 C | 2054-08-20      | 7.5000%  | 0.0000% | $167612.99         | $179910.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9389 C | 2054-12-20      | 6.5000%  | 0.0000% | $197965.46         | $205353.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC9228 C | 2054-11-20      | 5.0000%  | 0.0000% | $188468.80         | $183610.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC8635 C | 2054-06-20      | 5.0000%  | 0.0000% | $319239.06         | $308452.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7099 C | 2054-08-20      | 5.0000%  | 0.0000% | $191631.68         | $185156.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB9404 C | 2054-04-20      | 8.0000%  | 0.0000% | $288013.74         | $305645.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4099 C | 2054-06-20      | 7.5000%  | 0.0000% | $161157.51         | $169443.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0357 C | 2055-05-20      | 6.5000%  | 0.0000% | $189968.39         | $198226.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6488 C | 2055-05-20      | 6.5000%  | 0.0000% | $1081284.91        | $1117678.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0360 C | 2055-05-20      | 6.0000%  | 0.0000% | $538809.73         | $550641.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0353 C | 2055-05-20      | 7.0000%  | 0.0000% | $177766.11         | $187227.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0021 C | 2055-05-20      | 6.5000%  | 0.0000% | $890630.20         | $921700.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9373 C | 2055-05-20      | 7.5000%  | 0.0000% | $1154317.18        | $1196747.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9368 C | 2055-05-20      | 7.0000%  | 0.0000% | $563711.75         | $598878.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9367 C | 2055-05-20      | 7.0000%  | 0.0000% | $1365476.64        | $1412283.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2448 C | 2055-05-20      | 5.5000%  | 0.0000% | $1568572.41        | $1574938.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5492 C | 2049-12-20      | 3.5000%  | 0.0000% | $192031.51         | $175751.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP5491 C | 2049-12-20      | 3.5000%  | 0.0000% | $883405.26         | $775768.90         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0278 X | 2050-08-15      | 3.5000%  | 0.0000% | $301547.43         | $275301.18         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0272 X | 2050-08-15      | 4.0000%  | 0.0000% | $136355.75         | $129768.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL9363 C | 2049-10-20      | 3.5000%  | 0.0000% | $183910.15         | $163752.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  | 0.0000% | $328758.90         | $301727.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP0106 C | 2034-08-20      | 6.5000%  | 0.0000% | $152483.82         | $158203.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO5097 C | 2052-07-20      | 4.5000%  | 0.0000% | $209248.31         | $198885.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO2502 C | 2052-06-20      | 4.5000%  | 0.0000% | $460020.70         | $437239.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB8774 C | 2047-09-20      | 4.0000%  | 0.0000% | $157121.37         | $144356.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9725 M | 2054-06-20      | 5.5000%  | 0.0000% | $184680.34         | $184115.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9673 M | 2054-05-20      | 8.0000%  | 0.0000% | $113789.82         | $117207.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9672 M | 2054-05-20      | 7.5000%  | 0.0000% | $1532416.10        | $1601530.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9545 M | 2054-03-20      | 7.5000%  | 0.0000% | $474623.56         | $492768.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9493 M | 2054-02-20      | 8.0000%  | 0.0000% | $564578.73         | $596011.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  | 0.0000% | $241237.36         | $247869.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  | 0.0000% | $948000.30         | $984348.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB4039 C | 2054-04-20      | 5.0000%  | 0.0000% | $370288.96         | $360460.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2906 C | 2054-03-20      | 5.0000%  | 0.0000% | $765186.24         | $739216.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2816 C | 2054-04-20      | 6.5000%  | 0.0000% | $517856.30         | $530950.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB2703 C | 2054-03-20      | 5.0000%  | 0.0000% | $215204.46         | $207900.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0249 C | 2055-04-20      | 6.5000%  | 0.0000% | $222182.62         | $234564.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0215 C | 2055-03-20      | 7.0000%  | 0.0000% | $196090.35         | $210479.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0212 C | 2055-04-20      | 7.0000%  | 0.0000% | $671971.08         | $728671.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0126 C | 2055-03-20      | 6.5000%  | 0.0000% | $110605.51         | $117176.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9591 C | 2055-02-20      | 6.5000%  | 0.0000% | $309956.94         | $317728.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9577 C | 2055-02-20      | 5.5000%  | 0.0000% | $401829.45         | $399018.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9576 C | 2055-02-20      | 7.0000%  | 0.0000% | $1502717.07        | $1546881.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0900 C | 2054-03-20      | 6.5000%  | 0.0000% | $137720.84         | $140765.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA9626 C | 2054-04-20      | 5.0000%  | 0.0000% | $235258.22         | $229601.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7787 C | 2054-03-20      | 5.0000%  | 0.0000% | $201867.02         | $197006.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7101 C | 2054-03-20      | 6.5000%  | 0.0000% | $460693.12         | $472342.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3909 C | 2055-04-20      | 5.5000%  | 0.0000% | $182334.41         | $183824.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3375 C | 2054-03-20      | 5.0000%  | 0.0000% | $200242.23         | $193446.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA3155 C | 2055-03-20      | 7.0000%  | 0.0000% | $236635.81         | $245036.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA0220 C | 2054-01-20      | 8.5000%  | 0.0000% | $117846.58         | $127709.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ9186 C | 2054-03-20      | 5.0000%  | 0.0000% | $360469.57         | $350900.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ8436 C | 2054-03-20      | 6.5000%  | 0.0000% | $182774.11         | $187373.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5324 C | 2055-05-20      | 6.0000%  | 0.0000% | $376625.93         | $388363.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1367 C | 2054-04-20      | 8.0000%  | 0.0000% | $181219.72         | $192320.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ0246 C | 2053-12-20      | 7.0000%  | 0.0000% | $563377.47         | $584238.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9101 C | 2054-03-20      | 5.0000%  | 0.0000% | $565082.98         | $551464.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7219 C | 2054-02-20      | 8.0000%  | 0.0000% | $259251.54         | $275125.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7217 C | 2054-02-20      | 8.0000%  | 0.0000% | $125677.94         | $131959.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BE6814 C | 2048-02-20      | 4.0000%  | 0.0000% | $256283.30         | $235210.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9246 M | 2053-10-20      | 8.0000%  | 0.0000% | $320558.96         | $335271.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ7656 C | 2041-05-20      | 5.0000%  | 0.0000% | $121237.45         | $119443.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7947 C | 2054-09-20      | 5.5000%  | 0.0000% | $227929.73         | $236134.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  | 0.0000% | $270500.82         | $244183.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9609 M | 2054-04-20      | 7.5000%  | 0.0000% | $263970.03         | $273972.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF9517 C | 2048-04-20      | 4.0000%  | 0.0000% | $621256.18         | $570170.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4973 C | 2054-09-20      | 5.0000%  | 0.0000% | $689442.06         | $671246.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5777 C | 2053-12-20      | 8.0000%  | 0.0000% | $238031.59         | $247434.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3659 C | 2054-08-20      | 5.5000%  | 0.0000% | $536807.14         | $535029.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $665123.83         | $557682.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4636 C | 2054-02-20      | 8.0000%  | 0.0000% | $114372.75         | $120111.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AY6447 C | 2047-02-20      | 4.0000%  | 0.0000% | $196883.72         | $180699.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  | 0.0000% | $743661.33         | $596966.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9645 C | 2053-10-20      | 5.0000%  | 0.0000% | $415015.61         | $400932.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL9378 C | 2050-01-20      | 3.5000%  | 0.0000% | $136053.97         | $121146.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7215 C | 2054-02-20      | 8.0000%  | 0.0000% | $180222.72         | $191248.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  | 0.0000% | $441997.05         | $459175.66         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0261 X | 2050-06-15      | 4.0000%  | 0.0000% | $167428.61         | $159340.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY7216 C | 2054-01-20      | 8.0000%  | 0.0000% | $124506.65         | $130753.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ2741 C | 2042-07-20      | 4.0000%  | 0.0000% | $170478.79         | $160075.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $218310.40         | $193003.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CO6405 C | 2052-07-20      | 4.5000%  | 0.0000% | $569282.71         | $541090.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0644 C | 2054-03-20      | 6.5000%  | 0.0000% | $283386.31         | $290552.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ7904 C | 2054-04-20      | 5.0000%  | 0.0000% | $163406.19         | $157859.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9430 C | 2055-05-20      | 5.5000%  | 0.0000% | $209120.23         | $209197.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9429 C | 2055-05-20      | 5.5000%  | 0.0000% | $263766.84         | $263864.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9077 C | 2055-03-20      | 7.0000%  | 0.0000% | $164669.60         | $174942.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH8497 C | 2055-02-20      | 5.5000%  | 0.0000% | $227079.03         | $227163.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7856 C | 2055-02-20      | 6.0000%  | 0.0000% | $576793.57         | $591901.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7580 C | 2055-01-20      | 6.5000%  | 0.0000% | $164689.17         | $172271.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7493 C | 2055-04-20      | 7.0000%  | 0.0000% | $180066.82         | $189650.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7491 C | 2055-04-20      | 6.5000%  | 0.0000% | $412553.81         | $426945.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7437 C | 2055-02-20      | 6.5000%  | 0.0000% | $273301.70         | $280154.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6945 C | 2055-03-20      | 7.0000%  | 0.0000% | $159532.66         | $165001.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1546 C | 2055-04-20      | 5.5000%  | 0.0000% | $163661.76         | $164325.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1541 C | 2055-04-20      | 7.0000%  | 0.0000% | $180916.88         | $187118.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1567 C | 2055-04-20      | 6.0000%  | 0.0000% | $327791.84         | $337404.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1565 C | 2055-04-20      | 7.0000%  | 0.0000% | $161874.70         | $167423.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1528 C | 2055-04-20      | 5.5000%  | 0.0000% | $327741.03         | $327863.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1520 C | 2055-05-20      | 6.0000%  | 0.0000% | $568407.16         | $585074.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1515 C | 2055-05-20      | 7.0000%  | 0.0000% | $433102.09         | $447947.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1513 C | 2055-05-20      | 7.0000%  | 0.0000% | $227726.07         | $239846.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1533 C | 2055-05-20      | 7.0000%  | 0.0000% | $429911.84         | $444649.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1495 C | 2055-05-20      | 7.0000%  | 0.0000% | $233081.23         | $241071.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1494 C | 2055-05-20      | 7.0000%  | 0.0000% | $218624.32         | $230927.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1770 C | 2055-03-20      | 7.0000%  | 0.0000% | $344836.58         | $356657.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1769 C | 2055-03-20      | 7.0000%  | 0.0000% | $298911.19         | $309157.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1741 C | 2055-04-20      | 6.0000%  | 0.0000% | $471100.03         | $483525.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1740 C | 2055-04-20      | 6.0000%  | 0.0000% | $258182.04         | $265466.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1735 C | 2055-04-20      | 5.0000%  | 0.0000% | $464559.28         | $454157.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1707 C | 2055-04-20      | 6.0000%  | 0.0000% | $1337227.11        | $1366590.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1701 C | 2055-04-20      | 5.5000%  | 0.0000% | $476530.26         | $478332.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9868 C | 2055-04-20      | 6.0000%  | 0.0000% | $148519.50         | $151999.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8603 C | 2055-04-20      | 6.5000%  | 0.0000% | $420908.06         | $431461.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8455 C | 2055-05-20      | 6.5000%  | 0.0000% | $415750.05         | $426174.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8420 C | 2055-04-20      | 5.5000%  | 0.0000% | $373627.16         | $375143.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8211 C | 2055-03-20      | 5.5000%  | 0.0000% | $176164.89         | $176230.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8225 C | 2055-03-20      | 6.5000%  | 0.0000% | $249003.33         | $255270.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8188 C | 2055-03-20      | 5.5000%  | 0.0000% | $245853.67         | $245945.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8129 C | 2055-04-20      | 5.5000%  | 0.0000% | $299618.90         | $299730.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7960 C | 2055-04-20      | 6.5000%  | 0.0000% | $247778.60         | $256118.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4719 C | 2055-04-20      | 7.5000%  | 0.0000% | $535382.25         | $555061.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5690 C | 2055-03-20      | 7.0000%  | 0.0000% | $230585.35         | $247505.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9345 C | 2055-03-20      | 6.0000%  | 0.0000% | $1006369.20        | $1042766.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1647 C | 2055-05-20      | 6.0000%  | 0.0000% | $1227686.25        | $1243793.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4122 C | 2055-04-20      | 7.0000%  | 0.0000% | $412935.50         | $427090.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6687 C | 2055-03-20      | 7.0000%  | 0.0000% | $305190.06         | $320966.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3145 C | 2055-03-20      | 7.0000%  | 0.0000% | $192476.02         | $197192.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4285 C | 2054-12-20      | 5.5000%  | 0.0000% | $268526.24         | $265039.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4264 C | 2054-11-20      | 5.0000%  | 0.0000% | $188159.11         | $181801.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4251 C | 2054-10-20      | 5.0000%  | 0.0000% | $501157.18         | $484224.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4244 C | 2054-10-20      | 4.5000%  | 0.0000% | $188724.78         | $176342.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4270 C | 2054-11-20      | 5.0000%  | 0.0000% | $355564.67         | $343551.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4215 C | 2054-10-20      | 5.0000%  | 0.0000% | $663035.47         | $645435.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2678 C | 2055-01-20      | 6.5000%  | 0.0000% | $161359.51         | $167542.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2672 C | 2055-01-20      | 6.5000%  | 0.0000% | $220530.56         | $229981.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0787 C | 2055-02-20      | 7.0000%  | 0.0000% | $132374.37         | $141279.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE9663 C | 2054-09-20      | 6.5000%  | 0.0000% | $219428.93         | $238107.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8483 C | 2054-10-20      | 5.0000%  | 0.0000% | $316166.93         | $305484.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8282 C | 2054-09-20      | 5.0000%  | 0.0000% | $192445.87         | $186050.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3562 C | 2054-12-20      | 6.5000%  | 0.0000% | $201584.20         | $209895.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2640 C | 2055-02-20      | 5.5000%  | 0.0000% | $211280.12         | $214473.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1662 C | 2055-02-20      | 5.5000%  | 0.0000% | $489477.41         | $493793.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1626 C | 2055-02-20      | 5.5000%  | 0.0000% | $285527.63         | $286686.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1711 C | 2055-03-20      | 5.5000%  | 0.0000% | $274527.23         | $275557.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0667 C | 2054-11-20      | 6.5000%  | 0.0000% | $247194.72         | $258910.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0438 C | 2054-12-20      | 5.5000%  | 0.0000% | $123739.00         | $124639.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE7847 C | 2054-11-20      | 6.0000%  | 0.0000% | $551911.79         | $569445.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6810 C | 2039-11-20      | 4.0000%  | 0.0000% | $147831.02         | $143190.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5677 C | 2054-09-20      | 5.0000%  | 0.0000% | $457457.47         | $446539.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3158 C | 2055-03-20      | 7.0000%  | 0.0000% | $509190.36         | $526644.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3133 C | 2055-03-20      | 7.0000%  | 0.0000% | $240088.38         | $252939.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3102 C | 2055-02-20      | 7.0000%  | 0.0000% | $180456.43         | $186642.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2706 C | 2055-01-20      | 6.5000%  | 0.0000% | $331434.68         | $339735.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6951 C | 2055-04-20      | 6.0000%  | 0.0000% | $180696.76         | $186206.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3843 C | 2055-05-20      | 6.0000%  | 0.0000% | $552204.86         | $564330.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1539 C | 2055-03-20      | 6.5000%  | 0.0000% | $520228.43         | $545650.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2671 C | 2055-05-20      | 5.5000%  | 0.0000% | $189182.95         | $192041.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2637 C | 2055-04-20      | 6.0000%  | 0.0000% | $214328.46         | $222322.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9288 C | 2055-03-20      | 5.5000%  | 0.0000% | $208100.75         | $209967.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3024 C | 2055-03-20      | 7.0000%  | 0.0000% | $337972.69         | $355133.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3959 C | 2055-04-20      | 5.5000%  | 0.0000% | $453469.88         | $455310.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3242 C | 2055-01-20      | 6.5000%  | 0.0000% | $165899.35         | $173924.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG8937 C | 2055-02-20      | 5.5000%  | 0.0000% | $117277.84         | $117753.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4108 C | 2055-05-20      | 5.5000%  | 0.0000% | $197969.07         | $199592.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0209 M | 2055-02-20      | 7.5000%  | 0.0000% | $175129.00         | $181743.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6470 C | 2055-05-20      | 6.0000%  | 0.0000% | $1280806.23        | $1308931.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3897 C | 2055-01-20      | 6.5000%  | 0.0000% | $525150.80         | $553129.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2377 C | 2055-04-20      | 6.5000%  | 0.0000% | $172159.68         | $178165.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1612 C | 2055-03-20      | 7.0000%  | 0.0000% | $293725.81         | $309356.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5787 C | 2054-11-20      | 6.5000%  | 0.0000% | $268422.12         | $281532.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0251 C | 2055-04-20      | 6.0000%  | 0.0000% | $835753.71         | $858209.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2375 C | 2055-01-20      | 7.0000%  | 0.0000% | $273347.53         | $282717.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1700 C | 2055-04-20      | 5.5000%  | 0.0000% | $208729.60         | $209801.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG1782 C | 2055-03-20      | 5.5000%  | 0.0000% | $268033.06         | $268133.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2574 C | 2055-04-20      | 7.0000%  | 0.0000% | $162615.10         | $168189.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9590 C | 2055-05-20      | 6.0000%  | 0.0000% | $1112878.45        | $1145512.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6736 C | 2055-05-20      | 5.5000%  | 0.0000% | $220271.39         | $221435.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9369 C | 2055-05-20      | 7.0000%  | 0.0000% | $831996.45         | $880850.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3060 C | 2055-02-20      | 6.5000%  | 0.0000% | $192385.96         | $201515.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2810 C | 2055-01-20      | 6.5000%  | 0.0000% | $244622.74         | $252855.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2763 C | 2055-04-20      | 7.0000%  | 0.0000% | $164218.13         | $169847.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2704 C | 2055-01-20      | 7.5000%  | 0.0000% | $289081.45         | $299706.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0379 C | 2055-01-20      | 6.5000%  | 0.0000% | $770489.17         | $789807.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0311 C | 2054-12-20      | 5.0000%  | 0.0000% | $588729.12         | $577726.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0770 C | 2054-12-20      | 5.5000%  | 0.0000% | $183773.44         | $184519.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3513 C | 2055-04-20      | 6.0000%  | 0.0000% | $424467.72         | $433827.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2388 C | 2055-02-20      | 6.5000%  | 0.0000% | $1116770.25        | $1154358.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2403 C | 2055-02-20      | 5.5000%  | 0.0000% | $521570.17         | $523687.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2305 C | 2055-02-20      | 7.0000%  | 0.0000% | $176188.93         | $182228.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2699 C | 2055-01-20      | 6.5000%  | 0.0000% | $252070.57         | $258414.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH1554 C | 2055-01-20      | 5.5000%  | 0.0000% | $238945.41         | $239915.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0506 C | 2055-03-20      | 6.0000%  | 0.0000% | $1511446.82        | $1557298.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0455 C | 2055-03-20      | 6.0000%  | 0.0000% | $871568.62         | $898008.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0428 C | 2055-02-20      | 5.5000%  | 0.0000% | $141669.42         | $143136.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6703 C | 2055-02-20      | 7.0000%  | 0.0000% | $209727.33         | $216916.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6686 C | 2055-04-20      | 6.5000%  | 0.0000% | $200460.50         | $207453.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6543 C | 2055-03-20      | 5.5000%  | 0.0000% | $209398.72         | $209476.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6391 C | 2055-03-20      | 6.5000%  | 0.0000% | $799268.05         | $836952.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9773 C | 2054-12-20      | 5.0000%  | 0.0000% | $165715.51         | $162669.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4113 C | 2055-05-20      | 6.0000%  | 0.0000% | $263016.25         | $271696.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5572 C | 2055-04-20      | 6.0000%  | 0.0000% | $207606.34         | $214152.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF2534 C | 2055-01-20      | 6.5000%  | 0.0000% | $190271.86         | $197562.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8147 C | 2055-02-20      | 5.5000%  | 0.0000% | $178667.17         | $178733.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6944 C | 2055-03-20      | 7.0000%  | 0.0000% | $207574.09         | $219762.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9532 C | 2055-05-20      | 6.0000%  | 0.0000% | $1469391.80        | $1513967.75        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1311 C | 2055-05-20      | 6.5000%  | 0.0000% | $161222.25         | $166846.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8470 C | 2054-12-20      | 5.5000%  | 0.0000% | $692696.47         | $695508.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7436 C | 2055-02-20      | 6.5000%  | 0.0000% | $250101.57         | $256372.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2491 C | 2055-05-20      | 5.5000%  | 0.0000% | $411856.61         | $413528.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2485 C | 2055-05-20      | 6.5000%  | 0.0000% | $644596.27         | $660758.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2497 C | 2055-05-20      | 7.0000%  | 0.0000% | $190284.02         | $196806.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2606 C | 2055-05-20      | 6.0000%  | 0.0000% | $587603.86         | $604834.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1651 C | 2055-05-20      | 6.0000%  | 0.0000% | $1554188.36        | $1616936.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1663 C | 2055-05-20      | 5.5000%  | 0.0000% | $831207.20         | $834580.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0532 C | 2055-05-20      | 6.5000%  | 0.0000% | $162431.82         | $166524.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0540 C | 2055-05-20      | 6.0000%  | 0.0000% | $172749.98         | $177815.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0508 C | 2055-05-20      | 7.0000%  | 0.0000% | $174565.05         | $185454.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6748 C | 2055-03-20      | 5.5000%  | 0.0000% | $179632.46         | $180433.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6697 C | 2055-03-20      | 5.5000%  | 0.0000% | $145822.43         | $146571.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6688 C | 2055-03-20      | 7.0000%  | 0.0000% | $300518.05         | $315524.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6686 C | 2055-03-20      | 7.0000%  | 0.0000% | $207439.17         | $218641.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6685 C | 2055-03-20      | 7.0000%  | 0.0000% | $257796.01         | $272184.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6684 C | 2055-03-20      | 7.0000%  | 0.0000% | $287010.62         | $304052.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6647 C | 2055-03-20      | 7.0000%  | 0.0000% | $180518.87         | $190942.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5772 C | 2055-05-20      | 5.5000%  | 0.0000% | $189013.36         | $189083.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5758 C | 2055-04-20      | 5.5000%  | 0.0000% | $186425.61         | $187954.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5757 C | 2055-04-20      | 5.5000%  | 0.0000% | $171620.20         | $173423.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5709 C | 2055-03-20      | 5.5000%  | 0.0000% | $346584.64         | $346713.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5699 C | 2055-03-20      | 7.0000%  | 0.0000% | $300653.29         | $310959.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5573 C | 2055-01-20      | 7.0000%  | 0.0000% | $349095.08         | $358181.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5523 C | 2055-02-20      | 5.5000%  | 0.0000% | $219992.02         | $221965.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9660 C | 2054-12-20      | 7.5000%  | 0.0000% | $195983.33         | $203191.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9625 C | 2054-12-20      | 5.5000%  | 0.0000% | $138315.83         | $138877.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9599 C | 2054-12-20      | 6.5000%  | 0.0000% | $220554.37         | $230407.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9591 C | 2054-12-20      | 5.5000%  | 0.0000% | $141735.02         | $142484.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9510 C | 2054-11-20      | 5.0000%  | 0.0000% | $595744.98         | $576625.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9508 C | 2054-11-20      | 4.5000%  | 0.0000% | $989965.05         | $929416.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  | 0.0000% | $204268.20         | $213741.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9242 C | 2055-05-20      | 6.5000%  | 0.0000% | $357544.09         | $374509.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8657 C | 2055-05-20      | 6.0000%  | 0.0000% | $200031.36         | $206584.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0802 C | 2054-12-20      | 6.5000%  | 0.0000% | $210708.35         | $220694.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5647 C | 2055-03-20      | 7.0000%  | 0.0000% | $503678.19         | $533251.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9338 C | 2055-03-20      | 5.5000%  | 0.0000% | $699853.50         | $700115.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6729 C | 2055-02-20      | 6.5000%  | 0.0000% | $162630.52         | $166725.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0257 M | 2055-03-20      | 4.5000%  | 0.0000% | $1510743.32        | $1428412.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4118 C | 2055-05-20      | 6.0000%  | 0.0000% | $309021.68         | $318083.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2610 C | 2055-03-20      | 5.5000%  | 0.0000% | $204803.42         | $207018.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5360 C | 2050-02-20      | 6.5000%  | 0.0000% | $219896.54         | $225435.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5854 C | 2055-05-20      | 6.5000%  | 0.0000% | $178862.73         | $185870.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $1255767.23        | $1222618.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4077 C | 2055-03-20      | 5.5000%  | 0.0000% | $158540.43         | $160060.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9652 C | 2055-05-20      | 5.5000%  | 0.0000% | $711534.57         | $716169.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7152 C | 2054-12-20      | 6.5000%  | 0.0000% | $593897.19         | $618720.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2087 C | 2055-04-20      | 6.5000%  | 0.0000% | $560013.44         | $579549.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4680 C | 2055-04-20      | 6.0000%  | 0.0000% | $209687.70         | $215836.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5517 C | 2055-04-20      | 6.5000%  | 0.0000% | $721268.46         | $745545.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1739 C | 2055-04-20      | 6.0000%  | 0.0000% | $543515.82         | $559453.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7829 C | 2055-04-20      | 5.5000%  | 0.0000% | $680423.11         | $680677.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1505 C | 2055-05-20      | 5.5000%  | 0.0000% | $240548.16         | $241524.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5407 C | 2055-05-20      | 6.0000%  | 0.0000% | $987327.09         | $1009008.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8497 C | 2055-01-20      | 5.5000%  | 0.0000% | $696042.00         | $698866.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4016 C | 2055-01-20      | 5.5000%  | 0.0000% | $258529.00         | $259578.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5145 C | 2055-03-20      | 7.0000%  | 0.0000% | $166957.13         | $176760.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4660 C | 2055-04-20      | 6.5000%  | 0.0000% | $255185.09         | $265182.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4540 C | 2055-04-20      | 5.5000%  | 0.0000% | $185462.08         | $187336.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4524 C | 2055-04-20      | 6.0000%  | 0.0000% | $174030.53         | $179534.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4522 C | 2055-04-20      | 5.5000%  | 0.0000% | $200359.13         | $200433.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4532 C | 2055-04-20      | 6.0000%  | 0.0000% | $216242.85         | $222583.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH5359 C | 2055-02-20      | 6.5000%  | 0.0000% | $421712.71         | $432286.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4354 C | 2055-02-20      | 5.5000%  | 0.0000% | $185806.88         | $186560.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4085 C | 2055-03-20      | 6.0000%  | 0.0000% | $163590.86         | $169136.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4084 C | 2055-03-20      | 6.0000%  | 0.0000% | $173860.74         | $180025.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3902 C | 2055-01-20      | 7.0000%  | 0.0000% | $110486.84         | $115843.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3467 C | 2055-02-20      | 7.0000%  | 0.0000% | $1036751.54        | $1072288.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  | 0.0000% | $1042406.29        | $1083100.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9425 M | 2054-01-20      | 6.5000%  | 0.0000% | $613502.88         | $630419.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9367 M | 2053-12-20      | 8.0000%  | 0.0000% | $238947.94         | $250009.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9243 M | 2053-10-20      | 6.5000%  | 0.0000% | $144439.96         | $148505.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9855 M | 2054-08-20      | 7.5000%  | 0.0000% | $737365.50         | $763897.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9783 M | 2054-07-20      | 7.5000%  | 0.0000% | $277631.52         | $288090.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M | 2054-07-20      | 5.5000%  | 0.0000% | $1503642.79        | $1498967.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $1533212.01        | $1458214.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7829 M | 2052-01-20      | 3.5000%  | 0.0000% | $228697.87         | $204283.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $149220.24         | $130079.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6868 M | 2050-09-20      | 4.0000%  | 0.0000% | $227612.61         | $210764.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6867 M | 2050-09-20      | 3.5000%  | 0.0000% | $178261.30         | $159164.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5010 C | 2054-12-20      | 6.5000%  | 0.0000% | $234442.54         | $242330.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4847 C | 2055-03-20      | 6.0000%  | 0.0000% | $835959.69         | $855545.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4785 C | 2055-02-20      | 6.5000%  | 0.0000% | $1362347.76        | $1396474.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4755 C | 2055-02-20      | 4.5000%  | 0.0000% | $182936.28         | $171238.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4607 C | 2055-01-20      | 6.5000%  | 0.0000% | $586164.29         | $610673.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4291 C | 2055-03-20      | 7.0000%  | 0.0000% | $232820.39         | $247912.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4267 C | 2054-11-20      | 7.5000%  | 0.0000% | $122860.96         | $128518.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  | 0.0000% | $247550.04         | $262992.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4203 C | 2055-02-20      | 6.5000%  | 0.0000% | $448657.69         | $463758.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3691 C | 2054-12-20      | 7.0000%  | 0.0000% | $254864.68         | $263601.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3421 C | 2054-12-20      | 5.0000%  | 0.0000% | $206946.74         | $199953.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5417 C | 2054-11-20      | 5.0000%  | 0.0000% | $174576.59         | $168677.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF6210 C | 2054-11-20      | 6.5000%  | 0.0000% | $306507.62         | $321033.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4987 C | 2054-12-20      | 5.0000%  | 0.0000% | $330771.21         | $324160.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4876 C | 2054-11-20      | 5.0000%  | 0.0000% | $313113.10         | $305620.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4858 C | 2054-11-20      | 5.5000%  | 0.0000% | $525076.21         | $518257.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5580 C | 2055-04-20      | 5.5000%  | 0.0000% | $206596.24         | $208931.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7615 C | 2055-01-20      | 6.5000%  | 0.0000% | $328302.06         | $343418.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5409 C | 2055-05-20      | 6.0000%  | 0.0000% | $332563.00         | $339865.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9342 C | 2055-03-20      | 6.0000%  | 0.0000% | $198759.27         | $206990.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9790 C | 2055-03-20      | 7.0000%  | 0.0000% | $334600.93         | $346070.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4537 C | 2055-04-20      | 6.5000%  | 0.0000% | $159734.00         | $166873.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4176 C | 2055-04-20      | 7.0000%  | 0.0000% | $180763.17         | $186959.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2666 C | 2055-05-20      | 5.5000%  | 0.0000% | $194322.55         | $196662.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4242 C | 2055-03-20      | 5.5000%  | 0.0000% | $276375.24         | $279703.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6721 C | 2055-04-20      | 6.0000%  | 0.0000% | $709168.47         | $729963.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9835 C | 2055-03-20      | 5.5000%  | 0.0000% | $631497.03         | $634311.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7865 C | 2055-02-20      | 6.5000%  | 0.0000% | $275630.89         | $291127.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4718 C | 2055-04-20      | 7.0000%  | 0.0000% | $548580.63         | $577774.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH1044 C | 2054-12-20      | 6.5000%  | 0.0000% | $177204.18         | $184752.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4790 C | 2054-10-20      | 6.5000%  | 0.0000% | $263580.11         | $277050.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7851 C | 2055-04-20      | 7.0000%  | 0.0000% | $263329.75         | $272356.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4641 C | 2055-04-20      | 6.0000%  | 0.0000% | $632098.20         | $649178.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2215 C | 2055-02-20      | 6.5000%  | 0.0000% | $377469.26         | $386933.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6341 C | 2055-03-20      | 6.5000%  | 0.0000% | $277762.68         | $290858.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6086 C | 2055-02-20      | 6.0000%  | 0.0000% | $1234175.03        | $1267524.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6076 C | 2055-02-20      | 5.0000%  | 0.0000% | $619450.05         | $605580.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6075 C | 2055-02-20      | 7.0000%  | 0.0000% | $405953.87         | $416303.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6102 C | 2055-03-20      | 7.0000%  | 0.0000% | $1009479.31        | $1044083.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4523 C | 2055-03-20      | 5.5000%  | 0.0000% | $191439.31         | $191510.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6849 C | 2055-03-20      | 7.0000%  | 0.0000% | $317107.37         | $327977.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4560 C | 2055-02-20      | 6.5000%  | 0.0000% | $299129.61         | $315434.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2703 C | 2055-01-20      | 7.5000%  | 0.0000% | $175824.56         | $183466.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5489 C | 2055-04-20      | 7.0000%  | 0.0000% | $165848.63         | $174573.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9592 C | 2055-02-20      | 7.0000%  | 0.0000% | $379963.29         | $392988.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4111 C | 2055-05-20      | 5.5000%  | 0.0000% | $229556.57         | $230488.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9231 C | 2055-05-20      | 6.0000%  | 0.0000% | $919285.18         | $952164.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1417 C | 2055-03-20      | 7.0000%  | 0.0000% | $321246.81         | $338540.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2409 C | 2055-04-20      | 6.5000%  | 0.0000% | $809175.55         | $836410.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6851 C | 2055-03-20      | 7.0000%  | 0.0000% | $319847.58         | $334446.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5674 C | 2055-02-20      | 5.0000%  | 0.0000% | $160463.09         | $156227.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9530 C | 2055-05-20      | 6.0000%  | 0.0000% | $965446.52         | $993756.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8146 C | 2055-02-20      | 5.5000%  | 0.0000% | $225604.11         | $224025.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9331 C | 2055-03-20      | 5.5000%  | 0.0000% | $157798.49         | $158438.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7917 C | 2055-04-20      | 6.5000%  | 0.0000% | $265478.93         | $275391.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1947 C | 2055-04-20      | 5.5000%  | 0.0000% | $188352.82         | $189348.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1946 C | 2055-05-20      | 5.5000%  | 0.0000% | $322774.93         | $324481.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1904 C | 2055-05-20      | 6.5000%  | 0.0000% | $1516606.48        | $1588111.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2672 C | 2055-05-20      | 5.5000%  | 0.0000% | $175399.32         | $177296.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2670 C | 2055-04-20      | 6.5000%  | 0.0000% | $187886.84         | $192828.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2638 C | 2055-04-20      | 5.5000%  | 0.0000% | $162889.18         | $164650.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2617 C | 2055-03-20      | 5.5000%  | 0.0000% | $305099.75         | $308398.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7247 C | 2055-05-20      | 6.0000%  | 0.0000% | $206679.93         | $211294.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7008 C | 2055-05-20      | 5.5000%  | 0.0000% | $304180.70         | $306909.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7001 C | 2055-05-20      | 6.0000%  | 0.0000% | $802951.70         | $827975.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7125 C | 2055-05-20      | 6.0000%  | 0.0000% | $1216340.36        | $1246633.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7121 C | 2055-05-20      | 6.0000%  | 0.0000% | $165718.95         | $170985.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7117 C | 2055-04-20      | 6.5000%  | 0.0000% | $188210.75         | $196392.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7107 C | 2055-05-20      | 6.0000%  | 0.0000% | $849538.77         | $870696.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7104 C | 2055-05-20      | 6.0000%  | 0.0000% | $566060.09         | $583320.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7102 C | 2055-05-20      | 5.5000%  | 0.0000% | $392579.41         | $394172.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7098 C | 2055-05-20      | 5.5000%  | 0.0000% | $185370.82         | $186322.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1518 C | 2055-03-20      | 5.5000%  | 0.0000% | $665130.54         | $670689.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1650 C | 2055-04-20      | 7.0000%  | 0.0000% | $340039.58         | $351695.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1613 C | 2055-04-20      | 7.0000%  | 0.0000% | $450838.30         | $466292.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1593 C | 2055-04-20      | 6.5000%  | 0.0000% | $168258.21         | $173921.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1586 C | 2055-04-20      | 7.0000%  | 0.0000% | $297596.01         | $307796.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1579 C | 2055-04-20      | 6.5000%  | 0.0000% | $216918.95         | $224486.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1538 C | 2055-03-20      | 7.0000%  | 0.0000% | $1375961.81        | $1423128.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5621 C | 2055-04-20      | 5.5000%  | 0.0000% | $304074.78         | $305308.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7217 C | 2055-05-20      | 6.0000%  | 0.0000% | $380444.59         | $388938.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE5360 C | 2054-12-20      | 5.5000%  | 0.0000% | $301001.60         | $302223.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE3137 C | 2054-10-20      | 4.5000%  | 0.0000% | $181835.14         | $169905.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2379 C | 2055-05-20      | 7.0000%  | 0.0000% | $187715.02         | $194149.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1921 C | 2054-09-20      | 7.0000%  | 0.0000% | $222232.66         | $229850.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE0482 C | 2054-09-20      | 5.0000%  | 0.0000% | $248887.52         | $240478.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD9401 C | 2054-09-20      | 5.0000%  | 0.0000% | $598666.80         | $578438.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD7812 C | 2054-09-20      | 5.0000%  | 0.0000% | $160753.37         | $155594.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5565 C | 2054-07-20      | 8.0000%  | 0.0000% | $167641.43         | $177924.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4741 C | 2054-08-20      | 5.0000%  | 0.0000% | $686816.77         | $663613.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1353 C | 2055-04-20      | 6.5000%  | 0.0000% | $223779.30         | $231585.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1082 C | 2055-02-20      | 7.0000%  | 0.0000% | $181877.37         | $197224.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1747 C | 2055-02-20      | 7.0000%  | 0.0000% | $482645.02         | $499188.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1722 C | 2055-02-20      | 6.5000%  | 0.0000% | $375234.89         | $384642.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0500 C | 2055-02-20      | 5.5000%  | 0.0000% | $237496.15         | $238460.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0401 C | 2055-03-20      | 7.0000%  | 0.0000% | $176801.65         | $185374.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0237 C | 2055-03-20      | 6.0000%  | 0.0000% | $300283.93         | $306877.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0255 C | 2055-04-20      | 6.0000%  | 0.0000% | $604746.85         | $622108.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5688 C | 2055-03-20      | 6.0000%  | 0.0000% | $932799.18         | $960151.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4151 C | 2055-04-20      | 7.0000%  | 0.0000% | $163008.08         | $173177.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6229 C | 2055-03-20      | 6.5000%  | 0.0000% | $534107.46         | $552085.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4362 C | 2055-04-20      | 6.0000%  | 0.0000% | $266265.64         | $273681.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4328 C | 2055-04-20      | 7.0000%  | 0.0000% | $336422.51         | $347954.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4325 C | 2055-04-20      | 6.5000%  | 0.0000% | $188746.00         | $197170.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4117 C | 2055-05-20      | 6.0000%  | 0.0000% | $482197.07         | $496336.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4116 C | 2055-05-20      | 6.0000%  | 0.0000% | $237380.34         | $244341.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4115 C | 2055-05-20      | 6.0000%  | 0.0000% | $624759.70         | $643079.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4135 C | 2055-04-20      | 6.0000%  | 0.0000% | $199709.50         | $205345.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4130 C | 2055-04-20      | 5.5000%  | 0.0000% | $700108.69         | $700370.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4104 C | 2055-05-20      | 5.5000%  | 0.0000% | $430796.39         | $430956.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4112 C | 2055-05-20      | 5.5000%  | 0.0000% | $248878.48         | $249888.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4110 C | 2055-05-20      | 5.5000%  | 0.0000% | $240648.70         | $241625.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4109 C | 2055-05-20      | 5.5000%  | 0.0000% | $225601.09         | $227036.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4040 C | 2055-04-20      | 6.5000%  | 0.0000% | $265611.22         | $275528.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4038 C | 2055-04-20      | 6.0000%  | 0.0000% | $278446.87         | $286611.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4037 C | 2055-04-20      | 6.0000%  | 0.0000% | $308534.36         | $317581.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4035 C | 2055-04-20      | 6.0000%  | 0.0000% | $204457.02         | $210452.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4124 C | 2055-04-20      | 5.5000%  | 0.0000% | $166099.24         | $167589.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4115 C | 2055-04-20      | 6.0000%  | 0.0000% | $225015.89         | $231614.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3993 C | 2055-05-20      | 6.0000%  | 0.0000% | $515083.55         | $530188.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3992 C | 2055-05-20      | 6.5000%  | 0.0000% | $771912.75         | $809632.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3990 C | 2055-05-20      | 7.0000%  | 0.0000% | $756998.93         | $782948.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3989 C | 2055-05-20      | 6.5000%  | 0.0000% | $1274021.32        | $1318464.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3958 C | 2055-04-20      | 5.5000%  | 0.0000% | $364387.29         | $368070.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5944 C | 2055-04-20      | 6.0000%  | 0.0000% | $351246.46         | $361158.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5892 C | 2055-04-20      | 5.5000%  | 0.0000% | $529323.62         | $531683.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5865 C | 2055-05-20      | 5.5000%  | 0.0000% | $646802.07         | $647043.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5864 C | 2055-05-20      | 5.5000%  | 0.0000% | $648416.68         | $648659.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5579 C | 2055-04-20      | 5.5000%  | 0.0000% | $482176.90         | $485347.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2615 C | 2055-03-20      | 6.5000%  | 0.0000% | $161682.49         | $165934.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2609 C | 2055-03-20      | 5.5000%  | 0.0000% | $187629.39         | $189888.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2573 C | 2055-04-20      | 6.5000%  | 0.0000% | $167090.20         | $175582.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1643 C | 2055-03-20      | 7.0000%  | 0.0000% | $317023.84         | $327890.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF9813 C | 2054-11-20      | 7.5000%  | 0.0000% | $181475.56         | $189367.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4986 C | 2054-12-20      | 5.0000%  | 0.0000% | $280427.66         | $274823.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7804 C | 2055-05-20      | 7.0000%  | 0.0000% | $194919.61         | $204817.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3038 C | 2055-02-20      | 6.5000%  | 0.0000% | $974973.38         | $988644.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4724 C | 2055-04-20      | 6.0000%  | 0.0000% | $1171052.63        | $1188141.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG3472 C | 2055-01-20      | 5.5000%  | 0.0000% | $321367.38         | $319119.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6562 C | 2055-05-20      | 6.0000%  | 0.0000% | $272537.68         | $280529.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6406 C | 2055-05-20      | 6.5000%  | 0.0000% | $725564.00         | $750875.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG6782 C | 2055-02-20      | 6.0000%  | 0.0000% | $349323.86         | $359342.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4030 C | 2055-04-20      | 5.5000%  | 0.0000% | $220113.92         | $221513.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA8453 C | 2054-03-20      | 5.0000%  | 0.0000% | $607325.64         | $586713.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6048 C | 2055-03-20      | 5.5000%  | 0.0000% | $187542.91         | $188643.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH2667 C | 2055-01-20      | 5.0000%  | 0.0000% | $413053.54         | $403422.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8044 C | 2055-04-20      | 6.0000%  | 0.0000% | $1489600.07        | $1522307.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1664 C | 2055-04-20      | 5.5000%  | 0.0000% | $599395.73         | $599619.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6228 C | 2055-03-20      | 6.5000%  | 0.0000% | $843281.64         | $864416.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0215 C | 2055-04-20      | 5.5000%  | 0.0000% | $1051340.76        | $1055607.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7874 C | 2055-02-20      | 7.0000%  | 0.0000% | $273005.77         | $286634.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4499 C | 2055-03-20      | 6.0000%  | 0.0000% | $219859.47         | $226812.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF7429 C | 2054-11-20      | 5.0000%  | 0.0000% | $423717.93         | $414558.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3563 C | 2055-03-20      | 5.5000%  | 0.0000% | $1051068.60        | $1051461.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1618 C | 2055-04-20      | 7.0000%  | 0.0000% | $705385.46         | $729565.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG5038 C | 2055-01-20      | 6.5000%  | 0.0000% | $211060.61         | $218164.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4189 C | 2055-05-20      | 5.5000%  | 0.0000% | $690916.23         | $692701.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1911 C | 2055-05-20      | 6.5000%  | 0.0000% | $808882.93         | $844837.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2496 C | 2055-05-20      | 6.5000%  | 0.0000% | $589340.66         | $609899.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3957 C | 2055-04-20      | 6.5000%  | 0.0000% | $1382513.70        | $1430742.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3941 C | 2055-04-20      | 7.0000%  | 0.0000% | $399101.19         | $420097.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3940 C | 2055-04-20      | 7.0000%  | 0.0000% | $370113.54         | $390601.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9502 C | 2055-04-20      | 6.0000%  | 0.0000% | $797539.40         | $830570.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9501 C | 2055-04-20      | 6.0000%  | 0.0000% | $1057769.61        | $1088786.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9488 C | 2055-04-20      | 5.5000%  | 0.0000% | $1183033.35        | $1187834.76        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9456 C | 2055-04-20      | 6.0000%  | 0.0000% | $497916.55         | $512517.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9432 C | 2055-04-20      | 6.5000%  | 0.0000% | $194239.84         | $203421.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9407 C | 2055-04-20      | 7.0000%  | 0.0000% | $214055.69         | $225042.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7743 C | 2055-03-20      | 6.0000%  | 0.0000% | $419347.23         | $433187.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7306 C | 2055-03-20      | 6.5000%  | 0.0000% | $775646.36         | $789262.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7221 C | 2055-04-20      | 6.0000%  | 0.0000% | $169684.28         | $174857.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9230 C | 2055-05-20      | 6.0000%  | 0.0000% | $1011013.66        | $1051825.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9250 C | 2055-05-20      | 7.0000%  | 0.0000% | $597390.18         | $617868.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9130 C | 2055-05-20      | 6.5000%  | 0.0000% | $570574.93         | $599575.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9129 C | 2055-05-20      | 6.5000%  | 0.0000% | $288928.66         | $305385.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6408 C | 2055-05-20      | 6.5000%  | 0.0000% | $346780.00         | $358877.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6405 C | 2055-05-20      | 6.5000%  | 0.0000% | $330589.80         | $342121.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6353 C | 2055-05-20      | 6.0000%  | 0.0000% | $954211.68         | $975165.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6312 C | 2055-03-20      | 7.0000%  | 0.0000% | $252215.82         | $260861.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6310 C | 2055-03-20      | 5.5000%  | 0.0000% | $182917.07         | $184277.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6104 C | 2055-04-20      | 6.5000%  | 0.0000% | $391552.85         | $405548.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6103 C | 2055-04-20      | 7.0000%  | 0.0000% | $172965.90         | $183175.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6102 C | 2055-03-20      | 7.0000%  | 0.0000% | $161447.25         | $166981.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5851 C | 2055-04-20      | 6.0000%  | 0.0000% | $161420.96         | $166892.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5847 C | 2055-04-20      | 7.0000%  | 0.0000% | $234363.08         | $242396.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5846 C | 2055-04-20      | 6.5000%  | 0.0000% | $447327.10         | $462931.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5788 C | 2055-03-20      | 6.0000%  | 0.0000% | $640346.41         | $659124.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5744 C | 2055-04-20      | 6.0000%  | 0.0000% | $322339.82         | $333374.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5750 C | 2055-04-20      | 6.5000%  | 0.0000% | $165289.22         | $171338.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5749 C | 2055-04-20      | 6.5000%  | 0.0000% | $322417.08         | $333269.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5745 C | 2055-04-20      | 6.0000%  | 0.0000% | $340976.76         | $350975.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5693 C | 2055-03-20      | 7.0000%  | 0.0000% | $304156.00         | $322015.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9119 C | 2055-05-20      | 6.0000%  | 0.0000% | $380419.93         | $394610.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9110 C | 2055-05-20      | 5.5000%  | 0.0000% | $563012.23         | $565297.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9127 C | 2055-05-20      | 6.5000%  | 0.0000% | $524453.20         | $542105.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8712 C | 2055-05-20      | 5.5000%  | 0.0000% | $1346730.00        | $1347233.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8666 C | 2055-05-20      | 6.5000%  | 0.0000% | $206068.70         | $215266.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8669 C | 2055-05-20      | 6.5000%  | 0.0000% | $325899.16         | $337268.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7799 C | 2055-05-20      | 5.5000%  | 0.0000% | $181220.14         | $181554.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7796 C | 2055-05-20      | 5.5000%  | 0.0000% | $163691.18         | $164626.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7787 C | 2055-04-20      | 7.0000%  | 0.0000% | $159154.30         | $164610.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7785 C | 2055-04-20      | 7.0000%  | 0.0000% | $165513.71         | $174676.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7784 C | 2055-04-20      | 6.5000%  | 0.0000% | $634499.51         | $656633.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7802 C | 2055-05-20      | 6.5000%  | 0.0000% | $568556.70         | $588390.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7801 C | 2055-05-20      | 6.0000%  | 0.0000% | $493222.86         | $504053.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7768 C | 2055-04-20      | 7.0000%  | 0.0000% | $331305.07         | $342660.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5689 C | 2055-03-20      | 6.5000%  | 0.0000% | $440316.28         | $455136.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5412 C | 2055-05-20      | 6.0000%  | 0.0000% | $598697.75         | $612726.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5405 C | 2055-05-20      | 6.0000%  | 0.0000% | $1417254.20        | $1458815.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7959 C | 2055-04-20      | 6.0000%  | 0.0000% | $400078.50         | $411810.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7921 C | 2055-04-20      | 7.0000%  | 0.0000% | $360209.46         | $372557.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7918 C | 2055-04-20      | 7.0000%  | 0.0000% | $186814.57         | $197840.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7830 C | 2055-04-20      | 5.5000%  | 0.0000% | $689942.15         | $690199.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6866 M | 2050-09-20      | 3.0000%  | 0.0000% | $423528.43         | $370270.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $391303.43         | $369979.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB8131 C | 2054-06-20      | 5.0000%  | 0.0000% | $162452.59         | $156963.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP7563 C | 2049-11-20      | 3.5000%  | 0.0000% | $129551.49         | $115334.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS3929 C | 2053-01-20      | 5.0000%  | 0.0000% | $141373.94         | $138966.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2140 C | 2051-12-20      | 3.5000%  | 0.0000% | $710685.98         | $646887.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787460 C | 2041-12-20      | 5.0000%  | 0.0000% | $135817.06         | $133585.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9840 C | 2039-01-20      | 6.5000%  | 0.0000% | $205618.11         | $215573.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR7345 C | 2050-01-20      | 4.0000%  | 0.0000% | $502856.25         | $461493.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BN0273 X | 2050-08-15      | 4.5000%  | 0.0000% | $167746.92         | $164720.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA2130 C | 2054-03-20      | 6.5000%  | 0.0000% | $275115.47         | $281305.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE3350 C | 2054-09-20      | 5.0000%  | 0.0000% | $404169.46         | $391198.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9546 M | 2054-03-20      | 8.0000%  | 0.0000% | $924150.39         | $961581.67         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2344 C | 2054-07-20      | 5.5000%  | 0.0000% | $212329.07         | $212407.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CS7622 C | 2053-03-20      | 5.0000%  | 0.0000% | $1175360.80        | $1146937.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8090 C | 2055-04-20      | 5.5000%  | 0.0000% | $273989.51         | $274091.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8018 C | 2055-05-20      | 5.5000%  | 0.0000% | $183739.98         | $185952.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6944 C | 2055-04-20      | 6.0000%  | 0.0000% | $170298.68         | $174037.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6913 C | 2055-03-20      | 7.0000%  | 0.0000% | $168563.91         | $178542.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6939 C | 2055-04-20      | 6.0000%  | 0.0000% | $246921.27         | $255404.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1976 C | 2055-05-20      | 7.5000%  | 0.0000% | $415141.68         | $445326.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1974 C | 2055-05-20      | 7.0000%  | 0.0000% | $629547.55         | $663435.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1973 C | 2055-05-20      | 7.0000%  | 0.0000% | $420254.23         | $445443.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1971 C | 2055-05-20      | 6.5000%  | 0.0000% | $787956.59         | $815444.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1990 C | 2055-05-20      | 5.5000%  | 0.0000% | $315661.34         | $316942.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1887 C | 2055-05-20      | 6.0000%  | 0.0000% | $288478.91         | $297469.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1893 C | 2055-04-20      | 7.0000%  | 0.0000% | $488526.17         | $505272.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1891 C | 2055-04-20      | 7.0000%  | 0.0000% | $537734.28         | $556167.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2667 C | 2055-05-20      | 5.5000%  | 0.0000% | $452826.98         | $454664.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7210 C | 2055-05-20      | 6.0000%  | 0.0000% | $241098.77         | $247103.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7205 C | 2055-05-20      | 6.0000%  | 0.0000% | $208813.18         | $214282.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3185 C | 2055-04-20      | 5.5000%  | 0.0000% | $178896.98         | $180326.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3166 C | 2055-03-20      | 5.5000%  | 0.0000% | $165911.77         | $167237.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1664 C | 2055-03-20      | 7.0000%  | 0.0000% | $319675.69         | $330633.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1595 C | 2055-04-20      | 7.0000%  | 0.0000% | $362491.45         | $374917.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1594 C | 2055-04-20      | 7.0000%  | 0.0000% | $277278.97         | $292036.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1593 C | 2055-04-20      | 7.0000%  | 0.0000% | $220417.57         | $233629.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1543 C | 2055-03-20      | 6.0000%  | 0.0000% | $423741.49         | $436167.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1572 C | 2055-04-20      | 6.0000%  | 0.0000% | $331439.45         | $341921.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1520 C | 2055-03-20      | 6.5000%  | 0.0000% | $758872.80         | $795952.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5197 C | 2055-05-20      | 6.0000%  | 0.0000% | $336697.45         | $347190.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9131 C | 2055-05-20      | 6.5000%  | 0.0000% | $379673.64         | $397225.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0063 C | 2055-04-20      | 5.5000%  | 0.0000% | $1604861.08        | $1605460.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2759 C | 2055-04-20      | 6.0000%  | 0.0000% | $950084.39         | $972346.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9682 C | 2055-05-20      | 6.5000%  | 0.0000% | $563790.98         | $593725.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3543 C | 2055-05-20      | 6.0000%  | 0.0000% | $511076.68         | $525734.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7750 C | 2055-04-20      | 5.5000%  | 0.0000% | $160930.24         | $160990.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7362 C | 2055-02-20      | 5.5000%  | 0.0000% | $373130.54         | $370520.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0370 M | 2055-05-20      | 7.5000%  | 0.0000% | $227870.36         | $236430.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8579 C | 2055-01-20      | 5.5000%  | 0.0000% | $450554.32         | $456602.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1713 C | 2055-03-20      | 7.0000%  | 0.0000% | $383945.32         | $397106.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1552 C | 2055-04-20      | 6.5000%  | 0.0000% | $334847.70         | $343243.71         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH7583 C | 2055-01-20      | 6.5000%  | 0.0000% | $472743.21         | $487795.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8244 C | 2055-03-20      | 7.0000%  | 0.0000% | $267134.41         | $276290.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CD3254 X | 2051-05-15      | 3.5000%  | 0.0000% | $299906.38         | $273796.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $401447.48         | $400302.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0016 C | 2055-03-20      | 5.5000%  | 0.0000% | $1078981.01        | $1079384.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2762 C | 2055-04-20      | 6.0000%  | 0.0000% | $461340.42         | $471470.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2727 C | 2055-05-20      | 6.0000%  | 0.0000% | $176014.05         | $181175.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ7800 C | 2055-05-20      | 5.5000%  | 0.0000% | $283730.36         | $283836.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3161 C | 2055-03-20      | 7.0000%  | 0.0000% | $323476.93         | $340494.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1588 C | 2055-04-20      | 7.0000%  | 0.0000% | $285934.96         | $295736.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4366 C | 2055-02-20      | 6.5000%  | 0.0000% | $204604.08         | $209728.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4027 C | 2055-04-20      | 5.5000%  | 0.0000% | $630618.50         | $630852.18         | Agency Mortgage-Backed Securities |

### Security 133: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dom 8 Repo 4.350000%
- **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: 933FLH009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 933FLH009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 4.6800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5283%  | 0.0000% | $705.13            | $703.57            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 LF     | 2054-02-20      | 5.3283%  | 0.0000% | $570.59            | $568.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 MF     | 2053-05-20      | 5.3283%  | 0.0000% | $337.63            | $334.25            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-005 JF     | 2054-01-20      | 5.5283%  | 0.0000% | $498405.18         | $497455.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $943724.87         | $738469.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FA     | 2055-02-20      | 5.4383%  | 0.0000% | $1981128.72        | $1980834.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $219946.17         | $179662.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2283%  | 0.0000% | $47031919.20       | $46375696.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5283%  | 0.0000% | $206.17            | $207.03            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $2708.95           | $2209.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $648.25            | $593.95            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $379.64            | $336.28            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  | 0.0000% | $4584276.77        | $3606548.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $468676.82         | $417997.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  | 0.0000% | $6307437.65        | $5148940.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.3983%  | 0.0000% | $21300301.51       | $21232769.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-182 FA     | 2054-11-20      | 5.4283%  | 0.0000% | $8394128.42        | $8338700.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.3783%  | 0.0000% | $3339682.45        | $3311792.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CLAR2887 | 2043-01-01      | 2.5000%  | 0.0000% | $100.43            | $87.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  | 0.0000% | $24994.42          | $24509.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK2415 | 2042-02-01      | 4.0000%  | 0.0000% | $2494954.57        | $2376065.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $377.66            | $360.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $97888.53          | $85093.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF8190 | 2053-02-01      | 6.0000%  | 0.0000% | $73793.61          | $74942.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $1304401.39        | $1239584.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC3918 | 2051-07-01      | 2.5000%  | 0.0000% | $369.23            | $302.83            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  | 0.0000% | $4339349.77        | $4060629.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | 0.0000% | $315.45            | $260.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $3134932.37        | $3114403.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $1831500.68        | $1821151.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $404713.06         | $314860.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0817 | 2055-04-01      | 6.0000%  | 0.0000% | $502.35            | $512.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2880 | 2054-12-01      | 5.5000%  | 0.0000% | $688394.45         | $692069.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $457.89            | $445.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5047 | 2033-05-01      | 5.0000%  | 0.0000% | $265.93            | $270.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $23766952.74       | $22503715.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII MH AD0860 C     | 2033-11-20      | 3.5000%  | 0.0000% | $97946.08          | $94394.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $196114.73         | $201265.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2604 M     | 2045-02-20      | 5.0000%  | 0.0000% | $85.02             | $84.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $438.68            | $438.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6767 M     | 2050-07-20      | 3.5000%  | 0.0000% | $723820.51         | $649078.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2449 | 2054-10-01      | 5.5000%  | 0.0000% | $35699.52          | $35750.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1383 | 2051-08-01      | 2.5000%  | 0.0000% | $63229431.28       | $52190766.92       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $3752.66           | $3458.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $7516448.42        | $6553393.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1657431.93        | $1682545.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $397.96            | $388.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $18561546.34       | $17653608.30       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8149 M     | 2052-07-20      | 3.5000%  | 0.0000% | $2964.63           | $2644.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $28976148.11       | $28982509.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $1817093.11        | $1584008.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $2799158.64        | $2441612.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $12684914.00       | $11072936.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $39540049.82       | $31740344.44       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $329030782.66      | $303218719.83      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $25751426.56       | $23731284.36       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $1062631.82        | $948090.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6932 M     | 2050-10-20      | 3.0000%  | 0.0000% | $7585536.02        | $6633222.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1640 | 2050-07-01      | 3.5000%  | 0.0000% | $6210647.86        | $5658201.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $11237429.97       | $11931463.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  | 0.0000% | $46368788.30       | $47466863.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $2991252.78        | $3110837.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $15105.70          | $15954.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $24652060.30       | $25277343.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $439.63            | $437.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1656 | 2051-09-01      | 2.0000%  | 0.0000% | $82065004.41       | $64371306.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | 0.0000% | $123.11            | $111.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $375.12            | $385.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5247 | 2054-01-01      | 6.0000%  | 0.0000% | $6101035.02        | $6190581.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB5220 | 2054-07-01      | 6.5000%  | 0.0000% | $1208883.95        | $1270642.34        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V81932 G | 2045-10-01      | 3.5000%  | 0.0000% | $5474482.23        | $4992823.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9658 | 2036-11-01      | 2.0000%  | 0.0000% | $27768467.36       | $25340201.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $89226.74          | $79963.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $209925.93         | $193392.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  | 0.0000% | $312.69            | $295.11            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $24924152.54       | $22968783.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  | 0.0000% | $24187302.14       | $24838069.56       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $6010705.05        | $5374264.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $142.47            | $129.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2805 | 2052-02-01      | 2.5000%  | 0.0000% | $79721671.10       | $65737046.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6787 | 2053-05-01      | 4.0000%  | 0.0000% | $465.99            | $431.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $1155.26           | $1069.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $234.99            | $194.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $674.14            | $587.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $470151.95         | $414588.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  | 0.0000% | $87.92             | $80.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $557488.45         | $497767.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7782 | 2054-01-01      | 6.0000%  | 0.0000% | $14744657.08       | $15240804.96       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $6423194.79        | $5732177.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS7066 | 2031-04-01      | 3.5000%  | 0.0000% | $38334.22          | $37746.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785421 M     | 2047-07-20      | 3.0000%  | 0.0000% | $10065017.21       | $8854685.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $124738.41         | $121089.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $408.04            | $397.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4255 | 2053-10-01      | 6.0000%  | 0.0000% | $441.65            | $453.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $917259.22         | $912733.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $4046458.16        | $4023075.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2224 | 2054-08-01      | 6.5000%  | 0.0000% | $3021134.71        | $3142841.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6933 M     | 2050-10-20      | 3.5000%  | 0.0000% | $350.07            | $314.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $2681402.84        | $2608470.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1556 | 2055-05-01      | 5.5000%  | 0.0000% | $25667945.22       | $25757874.30       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE9885       | 2060-03-15      | 5.7500%  | 0.0000% | $1101421.01        | $1143678.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS9778 | 2054-10-01      | 7.0000%  | 0.0000% | $15911557.89       | $16695741.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2568 | 2055-02-01      | 5.5000%  | 0.0000% | $919271.22         | $921552.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $13912964.16       | $12156378.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $27245025.11       | $27675287.62       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  | 0.0000% | $85.62             | $80.10             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $421154.23         | $391702.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5434 | 2055-01-01      | 5.5000%  | 0.0000% | $377413.80         | $374941.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $26490439.04       | $26991964.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2430 | 2055-02-01      | 5.0000%  | 0.0000% | $926461.68         | $906169.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  | 0.0000% | $1453923.73        | $1444398.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $25544228.53       | $25909161.88       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $471.60            | $479.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9673 | 2055-01-01      | 5.5000%  | 0.0000% | $2856687.35        | $2840294.41        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $5269152.54        | $5563766.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $11042781.36       | $9524075.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $23560.31          | $21865.38          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G04216 G | 2037-12-01      | 5.5000%  | 0.0000% | $59.75             | $61.35             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01838 G | 2035-07-01      | 5.0000%  | 0.0000% | $4.35              | $4.37              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $18.70             | $18.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $46545311.83       | $34300745.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  | 0.0000% | $2498704.18        | $1953554.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $16348.51          | $15663.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $192.99            | $168.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $1194184.37        | $1211957.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK1618 C     | 2055-05-20      | 5.5000%  | 0.0000% | $491.53            | $488.21            | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF3880       | 2066-07-15      | 5.3500%  | 0.0000% | $211679.36         | $210922.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $3900884.80        | $3051697.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  | 0.0000% | $560068.78         | $462668.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICA4721 | 2034-11-01      | 3.5000%  | 0.0000% | $13103.86          | $12622.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $3205.23           | $2902.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  | 0.0000% | $887863.69         | $894722.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $7976217.48        | $7931148.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY4146 | 2053-06-01      | 6.0000%  | 0.0000% | $389.30            | $401.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX6797 | 2053-03-01      | 6.0000%  | 0.0000% | $396104.81         | $405487.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9887 | 2052-10-01      | 5.0000%  | 0.0000% | $386.29            | $375.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6308 | 2052-08-01      | 5.0000%  | 0.0000% | $2155824.59        | $2102661.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4852 | 2054-08-01      | 6.0000%  | 0.0000% | $903574.04         | $918323.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4765 | 2054-07-01      | 6.0000%  | 0.0000% | $848336.17         | $860756.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4793 | 2050-10-01      | 2.5000%  | 0.0000% | $503744.75         | $415411.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | 0.0000% | $1128334.15        | $1064208.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH4024 | 2047-09-01      | 4.5000%  | 0.0000% | $3151716.10        | $3056745.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3473 | 2046-01-01      | 3.5000%  | 0.0000% | $87.45             | $78.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3034 | 2055-03-01      | 6.0000%  | 0.0000% | $2162940.37        | $2206898.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2415 | 2055-02-01      | 5.5000%  | 0.0000% | $1684636.30        | $1685712.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1697 | 2055-03-01      | 6.5000%  | 0.0000% | $673004.74         | $700439.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0128 | 2055-02-01      | 5.5000%  | 0.0000% | $857952.02         | $857010.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9026 | 2055-02-01      | 5.5000%  | 0.0000% | $933010.52         | $926897.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $38346655.57       | $39231287.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $2034723.48        | $1808684.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5448 | 2052-03-01      | 3.0000%  | 0.0000% | $306892.10         | $265704.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $56438088.74       | $44270381.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1811 | 2055-01-01      | 6.0000%  | 0.0000% | $29552938.58       | $30207900.64       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  | 0.0000% | $1250243.01        | $1226246.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $12415227.48       | $10691679.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | 0.0000% | $10689645.18       | $10892014.41       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2448 | 2054-10-01      | 5.5000%  | 0.0000% | $8817403.25        | $8820758.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1205 | 2054-12-01      | 5.0000%  | 0.0000% | $4322179.66        | $4291136.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0267 | 2055-01-01      | 5.5000%  | 0.0000% | $15093606.06       | $15105613.87       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $2166810.99        | $1944126.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $942924.24         | $846377.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $280819.90         | $250861.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $11790055.75       | $11297054.57       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $217.34            | $196.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $372059.33         | $345963.54         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782299 X     | 2038-03-15      | 5.0000%  | 0.0000% | $9.62              | $9.65              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787839 C     | 2055-02-20      | 5.5000%  | 0.0000% | $16735745.22       | $16791049.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785722 C     | 2051-10-20      | 3.0000%  | 0.0000% | $423.40            | $369.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785583 C     | 2051-08-20      | 3.0000%  | 0.0000% | $385.42            | $338.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785493 C     | 2051-06-20      | 2.5000%  | 0.0000% | $6422679.08        | $5279627.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785427 C     | 2051-03-20      | 2.5000%  | 0.0000% | $10989864.59       | $9324470.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $36445.66          | $36444.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $29277802.31       | $30119630.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDB7478 | 2040-03-01      | 4.5000%  | 0.0000% | $550539.64         | $543935.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $1460049.41        | $1274894.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5937 | 2045-10-01      | 3.5000%  | 0.0000% | $26.98             | $24.57             | Agency Mortgage-Backed Securities         |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $1369488.14        | $1334658.74        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $1311733.90        | $1141963.71        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $98.31             | $82.87             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $49.15             | $41.41             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $49.15             | $47.85             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $49.15             | $43.04             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $7689177.97        | $6386809.09        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $49.15             | $30.84             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $49.15             | $31.66             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIB 28        | 2028-01-15      | 1.7500%  | 0.0000% | $75.02             | $76.22             | U.S. Treasuries (including strips)        |
| USTR BILL 08/28/25        | 2025-08-28      | 0.0000%  | 0.0000% | $1351645.76        | $1337318.32        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $49.15             | $23.73             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $1741769.49        | $1769752.12        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $5455.93           | $4932.82           | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $528.69            | $410.41            | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $13001114.11       | $9252917.98        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $98.31             | $78.86             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $396955.93         | $385203.71         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $34612.14          | $34917.35          | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $934389.83         | $923812.54         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $8754166.10        | $8647560.82        | U.S. Treasuries (including strips)        |
| USTR BILL 08/21/25        | 2025-08-21      | 0.0000%  | 0.0000% | $4168135.59        | $4127496.27        | U.S. Treasuries (including strips)        |
| USTR BILL 08/14/25        | 2025-08-14      | 0.0000%  | 0.0000% | $34406.78          | $34100.56          | U.S. Treasuries (including strips)        |
| USTR BILL 07/03/25        | 2025-07-03      | 0.0000%  | 0.0000% | $25067.80          | $24968.00          | U.S. Treasuries (including strips)        |
| USTR BILL 07/10/25        | 2025-07-10      | 0.0000%  | 0.0000% | $475796.61         | $473507.07         | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $53.71             | $45.80             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $106.81            | $99.82             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $13172.88          | $13107.81          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $665033.90         | $692929.66         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $491.53            | $497.79            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $1299494.92        | $1298323.64        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $2457.63           | $2488.11           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $128730.51         | $130275.57         | U.S. Treasuries (including strips)        |

### Security 134: Societe Generale

- **C.1 - Title:** Societe Generale 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FWM006, C.3 - LEI: N/A, C.5 - Other ID: 933FWM006_4.34_0603
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | 0.0000% | $39019465.26       | $35774807.88       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 25 | 2025-10-15      | 0.1250%  | 0.0000% | $160701.70         | $160211.99         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $18732464.80       | $17439740.40       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $29047405.34       | $27192791.26       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $7224398.53        | $7123133.86        | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 25  | 2025-07-15      | 0.3750%  | 0.0000% | $35814720.39       | $35830030.48       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $35538.11          | $35211.16          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN A 26  | 2026-01-15      | 0.6250%  | 0.0000% | $775084.82         | $772850.10         | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $1008584.66        | $962083.17         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | 0.0000% | $11167947.37       | $10967740.94       | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | 0.0000% | $3341865.44        | $3293212.83        | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $18337460.89       | $18233403.20       | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | 0.0000% | $20611127.80       | $20182532.60       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $6469473.18        | $6545210.99        | U.S. Treasuries (including strips) |
| USTR 5 NOTE BH 25     | 2025-09-30      | 5.0000%  | 0.0000% | $57200.00          | $57772.33          | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | 0.0000% | $85514.29          | $83249.99          | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $1809457.14        | $1800518.62        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $52887211.26       | $54823786.60       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | 0.0000% | $6743857.14        | $6548259.26        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $9914.29           | $6470.14           | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | 0.0000% | $8006119.81        | $7896007.48        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $20172057.14       | $19917816.78       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $5483628.57        | $4377457.76        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 41    | 2041-05-15      | 4.3750%  | 0.0000% | $14.29             | $13.57             | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25    | 2025-09-02      | 0.0000%  | 0.0000% | $1667500.00        | $1648907.38        | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25    | 2025-09-18      | 0.0000%  | 0.0000% | $2857.14           | $2820.11           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $2992825.03        | $2998879.37        | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $7409164.42        | $7483987.53        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $1080285.71        | $1108817.87        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $37749664.98       | $38082539.69       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $92441.42          | $94741.98          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $123314.29         | $126289.92         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIN A 34  | 2034-01-15      | 1.7500%  | 0.0000% | $30896794.05       | $30421423.50       | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | 0.0000% | $4351166.14        | $4189314.78        | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | 0.0000% | $15326320.47       | $15261151.19       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | 0.0000% | $821381.07         | $777936.95         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $7185.71           | $7290.37           | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIN D 32  | 2032-07-15      | 0.6250%  | 0.0000% | $7523362.43        | $6945077.68        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $58585318.90       | $52438322.30       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | 0.0000% | $14811581.82       | $14619130.33       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 31  | 2031-07-15      | 0.1250%  | 0.0000% | $38113891.96       | $34680331.88       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | 0.0000% | $1509188.09        | $1491824.41        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | 0.0000% | $18389998.05       | $17965808.63       | U.S. Treasuries (including strips) |

### Security 135: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells NA 4 Repo 4.350000%
- **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: 933GQD001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 933GQD001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC118KH R10F118 | 2040-10-25      | 3.5000%  | 0.0000% | $37.49             | $36.41             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5538FJ 05/25/55 | 2055-05-25      | 5.2720%  | 0.0000% | $10158296.44       | $10165592.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5538AM 01/25/52 | 2052-01-25      | 5.0000%  | 0.0000% | $456342.33         | $437469.28         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5487EA 12/25/51 | 2051-12-25      | 5.0000%  | 0.0000% | $899140.65         | $892271.92         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FN 11/25/54 | 2054-11-25      | 5.5720%  | 0.0000% | $5089181.15        | $5055520.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FM 11/25/54 | 2054-11-25      | 5.5220%  | 0.0000% | $957935.46         | $951194.41         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FC 09/25/54 | 2054-09-25      | 5.3720%  | 0.0000% | $1012840.79        | $1004984.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5041LB 11/25/40 | 2040-11-25      | 3.0000%  | 0.0000% | $201.95            | $179.96            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4655DE 10/15/40 | 2040-10-15      | 2.2500%  | 0.0000% | $793442.71         | $720066.32         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4263AF 11/15/43 | 2043-11-15      | 4.8468%  | 0.0000% | $884074.17         | $872102.46         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC021BW R25F021 | 2053-07-25      | 5.5000%  | 0.0000% | $3138048.67        | $3015114.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 5.3220%  | 0.0000% | $6007311.14        | $6007690.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL039MH R20F039 | 2040-06-25      | 3.0000%  | 0.0000% | $1220426.58        | $1116101.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058P  R17F058 | 2046-06-25      | 3.0000%  | 0.0000% | $229027.87         | $212926.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC015PA R17F015 | 2046-04-25      | 2.5000%  | 0.0000% | $938551.10         | $859850.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001JP R17F001 | 2045-04-25      | 3.5000%  | 0.0000% | $559121.07         | $548174.85         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL001LA R13F001 | 2028-02-25      | 1.2500%  | 0.0000% | $218.15            | $210.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH     | 2054-11-20      | 6.0000%  | 0.0000% | $38953602.19       | $39099782.05       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5018LT 10/25/40 | 2040-10-25      | 3.2500%  | 0.0000% | $220.15            | $204.92            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5159KA 11/25/51 | 2051-11-25      | 1.5000%  | 0.0000% | $1059560.82        | $892565.91         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5057MC 04/15/54 | 2054-04-15      | 1.0000%  | 0.0000% | $404732.17         | $368927.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  | 0.0000% | $254.46            | $225.73            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087BF R15F087 | 2045-12-25      | 4.7365%  | 0.0000% | $1130194.83        | $1111265.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC039DF R24F039 | 2054-06-25      | 5.4220%  | 0.0000% | $3544235.46        | $3526230.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110JA R12F110 | 2042-06-25      | 2.0000%  | 0.0000% | $875198.08         | $779977.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4096KF 08/15/42 | 2042-08-15      | 4.9468%  | 0.0000% | $1360344.34        | $1337845.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC046PB R20F046 | 2050-07-25      | 1.2500%  | 0.0000% | $1617739.20        | $1167399.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLCB9640 | 2054-12-01      | 5.0000%  | 0.0000% | $1406239.34        | $1382223.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $958.62            | $881.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | 0.0000% | $3480450.35        | $2941304.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $14743951.14       | $12815407.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  | 0.0000% | $9791545.04        | $9447284.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2791 | 2048-12-01      | 4.0000%  | 0.0000% | $701535.00         | $654986.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1877 | 2048-06-01      | 4.0000%  | 0.0000% | $7266062.19        | $6814463.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0911 | 2047-12-01      | 4.0000%  | 0.0000% | $6945855.12        | $6493959.32        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7224 | 2053-06-01      | 5.1560%  | 0.0000% | $1158795.91        | $1162723.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $3091093.57        | $3087942.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $12879282.47       | $12882174.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $3765370.29        | $3560824.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $8080206.38        | $7567987.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1501 | 2047-07-01      | 4.0000%  | 0.0000% | $537.42            | $503.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $3826054.45        | $2994155.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8307 | 2055-04-01      | 6.5000%  | 0.0000% | $1230041.33        | $1281319.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $1462903.33        | $1498091.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  | 0.0000% | $497.13            | $495.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1090 | 2054-09-01      | 6.0000%  | 0.0000% | $3521597.10        | $3580711.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $89.58             | $84.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9916 | 2047-07-01      | 4.0000%  | 0.0000% | $11233141.63       | $10599033.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $26.90             | $26.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8371 | 2046-05-01      | 3.5000%  | 0.0000% | $5684237.00        | $5176051.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAK6757 | 2042-03-01      | 4.0000%  | 0.0000% | $3189685.19        | $3037362.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $1.29              | $1.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9072 | 2053-05-01      | 6.0000%  | 0.0000% | $9371739.76        | $9670214.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7084 | 2053-02-01      | 5.5000%  | 0.0000% | $17901233.58       | $17840397.24       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC0406 | 2051-04-01      | 2.5000%  | 0.0000% | $11046299.38       | $9140921.97        | Agency Mortgage-Backed Securities         |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  | 0.0000% | $214.30            | $215.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $70571852.27       | $72361436.80       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $69547057.85       | $68431507.60       | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1701 G        | 2043-09-01      | 7.1840%  | 0.0000% | $253.71            | $262.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $2343317.74        | $2227264.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $8287000.99        | $7883432.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3965 | 2055-04-01      | 5.5000%  | 0.0000% | $8023487.59        | $8067380.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $3031652.86        | $3137066.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $53.61             | $51.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2077 | 2034-11-01      | 3.5000%  | 0.0000% | $1353531.55        | $1313169.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0085 | 2051-04-01      | 3.5000%  | 0.0000% | $4012118.64        | $3675700.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5790 | 2048-03-01      | 3.5000%  | 0.0000% | $13161512.06       | $11895130.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5734 | 2047-12-01      | 5.0000%  | 0.0000% | $2616985.40        | $2633848.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2508 | 2047-07-01      | 5.0000%  | 0.0000% | $1461948.60        | $1471376.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $10523183.45       | $9538351.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $17875512.68       | $17890913.44       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6908 | 2053-08-01      | 5.5000%  | 0.0000% | $11316398.77       | $11445853.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9853 | 2053-09-01      | 6.0000%  | 0.0000% | $3085007.60        | $3155337.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $6174974.10        | $5718856.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2962 | 2049-01-01      | 4.5000%  | 0.0000% | $6441617.15        | $6258443.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX1168 | 2052-11-01      | 5.5000%  | 0.0000% | $1499269.03        | $1509335.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $271.46            | $243.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2210 | 2048-08-01      | 4.5000%  | 0.0000% | $2352772.62        | $2284789.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $1594173.75        | $1527546.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO2245 | 2049-10-01      | 3.5000%  | 0.0000% | $2272829.64        | $2076940.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1391 | 2048-03-01      | 4.5000%  | 0.0000% | $3049718.13        | $2914990.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  | 0.0000% | $12349917.88       | $11551609.58       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $631.81            | $606.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6343 | 2045-12-01      | 3.5000%  | 0.0000% | $574.47            | $518.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $2566830.86        | $2219039.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3436 | 2052-12-01      | 5.5000%  | 0.0000% | $4438583.40        | $4496629.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8118 | 2045-03-01      | 3.0000%  | 0.0000% | $4122713.00        | $3666591.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $6977463.55        | $6524599.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5110 | 2053-12-01      | 6.5000%  | 0.0000% | $3594079.52        | $3707074.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0268 | 2058-05-01      | 4.5000%  | 0.0000% | $7891291.20        | $7459416.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $8438785.57        | $8738911.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5174 | 2055-03-01      | 6.5000%  | 0.0000% | $1363252.01        | $1414375.48        | Agency Mortgage-Backed Securities         |

### Security 136: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells NA 4 Repo 4.390000%
- **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: 933GQD001, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 933GQD001_4.39_0606
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $308468074.58      | $306447780.20      | Agency Mortgage-Backed Securities |

### Security 137: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 4.360000%
- **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: 935AYQ004, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_4.36_0602
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.7700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLFM9779 | 2051-12-01      | 2.5000%  | 0.0000% | $800.33            | $658.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  | 0.0000% | $10846957.62       | $9425622.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $16411893.27       | $14944316.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6198 | 2045-11-01      | 3.5000%  | 0.0000% | $4176682.73        | $3803209.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6195 | 2045-11-01      | 3.5000%  | 0.0000% | $17225365.43       | $15814202.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $4564888.79        | $4162445.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4890 | 2045-05-01      | 3.5000%  | 0.0000% | $5038632.99        | $4588110.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4629 | 2045-03-01      | 3.5000%  | 0.0000% | $16977105.29       | $15487405.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFS3221 | 2037-02-01      | 1.5000%  | 0.0000% | $698.70            | $618.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3162 | 2052-04-01      | 2.5000%  | 0.0000% | $1973211.11        | $1623402.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1877 | 2052-05-01      | 3.0000%  | 0.0000% | $1403258.29        | $1195074.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $21160361.20       | $21177766.78       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $13871421.66       | $13870056.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4664 | 2052-09-01      | 4.0000%  | 0.0000% | $16454435.82       | $15305755.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4364 | 2052-08-01      | 3.5000%  | 0.0000% | $22227680.62       | $19887827.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  | 0.0000% | $18799332.62       | $16758353.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  | 0.0000% | $2016527.93        | $2016637.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.83           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7904 | 2055-03-01      | 6.0000%  | 0.0000% | $997.74            | $1016.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | 0.0000% | $1485399.13        | $1558087.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC6155 | 2055-05-01      | 4.5000%  | 0.0000% | $9614410.00        | $9088982.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $3241502.51        | $3161080.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9743 | 2055-01-01      | 6.5000%  | 0.0000% | $11105654.20       | $11543484.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9270 | 2054-12-01      | 4.5000%  | 0.0000% | $4299894.96        | $4064862.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $14807887.54       | $15549186.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $16411453.72       | $16358174.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS9448 | 2047-04-01      | 3.0000%  | 0.0000% | $11984443.30       | $10444785.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $4855500.80        | $4726173.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  | 0.0000% | $14194682.16       | $12931304.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6421 | 2054-05-01      | 6.0000%  | 0.0000% | $4215464.77        | $4304214.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5155 | 2053-06-01      | 5.5000%  | 0.0000% | $10366734.49       | $10386613.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  | 0.0000% | $2404726.75        | $2342126.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $6615204.26        | $6842053.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7633 | 2053-12-01      | 7.0000%  | 0.0000% | $1800533.69        | $1906358.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $9519759.77        | $9702542.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $10493907.07       | $10847009.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $13348054.99       | $14013884.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $10274654.49       | $10601895.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $20414542.24       | $21167147.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7331 | 2053-10-01      | 5.5000%  | 0.0000% | $27150.41          | $27040.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $16483440.34       | $17339756.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $10927409.32       | $11499220.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $12659870.76       | $13403209.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $12330215.15       | $12257362.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | 0.0000% | $10877773.54       | $11083693.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $928174.95         | $928083.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $12809485.62       | $13518556.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $10332735.27       | $10351711.91       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  | 0.0000% | $2373021.33        | $2423031.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1059 | 2055-02-01      | 5.5000%  | 0.0000% | $2109494.81        | $2105785.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0977 | 2055-01-01      | 6.5000%  | 0.0000% | $2282672.66        | $2370706.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7806 | 2054-12-01      | 5.5000%  | 0.0000% | $5860143.78        | $5846967.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $5890945.32        | $5981891.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7317 | 2054-11-01      | 5.0000%  | 0.0000% | $1284416.70        | $1253540.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  | 0.0000% | $1326003.29        | $1400538.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6619 | 2054-11-01      | 5.5000%  | 0.0000% | $1408182.28        | $1407400.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0448 | 2051-05-01      | 2.5000%  | 0.0000% | $14910196.46       | $12323872.13       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $1160323.74        | $1032057.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  | 0.0000% | $2339686.86        | $2339456.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $5619193.88        | $5582396.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5453 | 2052-07-01      | 5.0000%  | 0.0000% | $2798327.14        | $2741811.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8513 | 2051-01-01      | 2.5000%  | 0.0000% | $12913032.52       | $10560186.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD5670 | 2054-06-01      | 7.0000%  | 0.0000% | $835.17            | $887.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  | 0.0000% | $1616973.35        | $1643000.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA1968 | 2049-08-01      | 4.0000%  | 0.0000% | $2417235.47        | $2253893.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $15734176.46       | $12394788.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 ZLFP0025 | 2050-08-01      | 2.0000%  | 0.0000% | $488892.71         | $383508.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB1933 | 2054-09-01      | 5.5000%  | 0.0000% | $14654860.53       | $14585888.25       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $1732521.83        | $1685041.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $12641102.17       | $13119670.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $9317336.55        | $8854339.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | 0.0000% | $3682371.27        | $3818958.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6699 | 2054-06-01      | 6.5000%  | 0.0000% | $1206200.49        | $1255343.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7328 | 2054-07-01      | 6.0000%  | 0.0000% | $3823321.48        | $3897694.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $902.71            | $794.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF3431 | 2052-11-01      | 5.5000%  | 0.0000% | $9859241.78        | $9882909.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9440 | 2054-11-01      | 5.5000%  | 0.0000% | $2026593.91        | $2035108.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  | 0.0000% | $4721068.79        | $4463029.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $5171540.04        | $5375914.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $7578038.66        | $7814400.21        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $2522176.75        | $2367298.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  | 0.0000% | $1084397.14        | $1056055.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6386 | 2054-11-01      | 5.0000%  | 0.0000% | $11311164.19       | $10992435.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6160 | 2055-05-01      | 5.5000%  | 0.0000% | $6747046.00        | $6750355.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | 0.0000% | $14229262.27       | $13857619.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5204 | 2054-10-01      | 5.5000%  | 0.0000% | $2986332.86        | $2989891.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  | 0.0000% | $2810442.83        | $2732396.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2107 | 2052-12-01      | 3.5000%  | 0.0000% | $2769635.68        | $2462988.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $6134702.77        | $5679368.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1886 | 2052-10-01      | 4.0000%  | 0.0000% | $5399104.20        | $4975000.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | 0.0000% | $10820904.97       | $11230553.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $9651344.77        | $9675584.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $924.83            | $900.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | 0.0000% | $4853167.46        | $4836412.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $17829548.80       | $15316913.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU5699 | 2055-02-01      | 6.5000%  | 0.0000% | $3041066.03        | $3168304.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  | 0.0000% | $14156560.96       | $12917160.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  | 0.0000% | $6363546.64        | $5809112.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4006 | 2045-01-01      | 3.5000%  | 0.0000% | $15394276.54       | $14056228.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  | 0.0000% | $4692958.37        | $4325966.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  | 0.0000% | $13251811.25       | $11801992.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0537 | 2042-11-01      | 3.0000%  | 0.0000% | $7572561.29        | $6745559.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $4733497.94        | $4363326.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAO3818 | 2032-05-01      | 3.5000%  | 0.0000% | $1410801.51        | $1384956.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO3361 | 2042-05-01      | 4.0000%  | 0.0000% | $3441608.94        | $3275810.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  | 0.0000% | $2543159.63        | $2318414.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL5761 | 2044-09-01      | 4.0000%  | 0.0000% | $5843276.15        | $5540362.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL3177 | 2042-12-01      | 3.5000%  | 0.0000% | $12129795.44       | $11208833.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2772 | 2042-11-01      | 3.5000%  | 0.0000% | $11184998.42       | $10354092.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL2377 | 2041-06-01      | 4.5000%  | 0.0000% | $9464215.36        | $9324854.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $66355.05          | $66552.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIAH6826 | 2026-03-01      | 4.0000%  | 0.0000% | $25995.42          | $25928.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9873 | 2054-07-01      | 5.5000%  | 0.0000% | $7837680.86        | $7788362.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI8631 | 2054-07-01      | 6.5000%  | 0.0000% | $1314528.40        | $1363266.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8375 | 2054-06-01      | 6.0000%  | 0.0000% | $3302232.27        | $3376487.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0564 | 2054-05-01      | 5.5000%  | 0.0000% | $1081863.37        | $1076770.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  | 0.0000% | $8099563.87        | $8078849.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA0568 | 2051-10-01      | 4.0000%  | 0.0000% | $18405772.34       | $17108555.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0480 | 2054-11-01      | 5.5000%  | 0.0000% | $5736211.61        | $5744457.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4189 | 2055-03-01      | 6.0000%  | 0.0000% | $2402558.71        | $2451014.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM5551 | 2034-02-01      | 4.0000%  | 0.0000% | $94435.53          | $93831.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7718 | 2050-11-01      | 2.0000%  | 0.0000% | $13436687.40       | $10460355.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $2527676.92        | $2513452.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0666 | 2052-03-01      | 2.5000%  | 0.0000% | $7927199.40        | $6540770.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $7207200.16        | $7018708.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $10710500.35       | $10656814.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  | 0.0000% | $7429375.08        | $7126538.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6903 | 2054-05-01      | 6.0000%  | 0.0000% | $12696694.24       | $12887352.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD8150 | 2055-05-01      | 5.0000%  | 0.0000% | $2649499.00        | $2573844.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8144 | 2055-05-01      | 5.5000%  | 0.0000% | $5588805.00        | $5552190.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7904 | 2055-05-01      | 5.0000%  | 0.0000% | $1102320.74        | $1070336.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7798 | 2055-05-01      | 6.5000%  | 0.0000% | $2266856.51        | $2357161.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7738 | 2055-04-01      | 6.5000%  | 0.0000% | $2260793.77        | $2342772.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | 0.0000% | $2858601.94        | $2904051.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  | 0.0000% | $5288704.00        | $5371352.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4220 | 2055-06-01      | 5.5000%  | 0.0000% | $1216750.00        | $1216629.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8115 | 2055-03-01      | 5.5000%  | 0.0000% | $996.62            | $996.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3622 | 2055-01-01      | 5.0000%  | 0.0000% | $1816494.34        | $1767926.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKMA5132 | 2053-08-01      | 6.0000%  | 0.0000% | $5078045.28        | $5103361.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $5339677.67        | $5056258.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5387 | 2054-06-01      | 5.0000%  | 0.0000% | $5601420.97        | $5445868.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA3841 | 2039-09-01      | 5.0000%  | 0.0000% | $239420.54         | $242544.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $116141.14         | $117119.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0090 | 2055-03-01      | 5.0000%  | 0.0000% | $9107619.12        | $8852476.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLFS8836 | 2054-07-01      | 7.5000%  | 0.0000% | $4152515.07        | $4458296.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIFS8575 | 2039-05-01      | 5.0000%  | 0.0000% | $169004.39         | $169771.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS8424 | 2053-09-01      | 4.0000%  | 0.0000% | $10163313.38       | $9344030.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8294 | 2053-08-01      | 5.0000%  | 0.0000% | $11646565.77       | $11389034.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  | 0.0000% | $1381347.07        | $1425328.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  | 0.0000% | $28496.57          | $28502.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $923.91            | $944.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | 0.0000% | $6925936.89        | $7177563.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH0306 | 2053-09-01      | 5.5000%  | 0.0000% | $12423167.42       | $12431920.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8642 | 2051-09-01      | 2.5000%  | 0.0000% | $730.38            | $602.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM6891 | 2049-10-01      | 4.0000%  | 0.0000% | $1382277.86        | $1295248.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2983 | 2049-05-01      | 4.0000%  | 0.0000% | $15236920.18       | $14269257.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM3485 | 2050-06-01      | 2.0000%  | 0.0000% | $5682106.51        | $4480949.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2079 | 2049-12-01      | 3.0000%  | 0.0000% | $4380044.16        | $3812936.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1467 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.54           | $985.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  | 0.0000% | $9060664.17        | $8485169.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1414 | 2047-03-01      | 2.5000%  | 0.0000% | $5591634.28        | $4675930.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1335 | 2051-10-01      | 3.5000%  | 0.0000% | $15339944.78       | $13968851.98       | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U69906 G | 2044-05-01      | 4.0000%  | 0.0000% | $10687661.98       | $10120384.63       | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U90498 G | 2042-05-01      | 4.5000%  | 0.0000% | $1581049.65        | $1535720.96        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U89027 G | 2034-02-01      | 4.0000%  | 0.0000% | $4618971.00        | $4581623.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0725 | 2055-02-01      | 5.5000%  | 0.0000% | $13402800.62       | $13339694.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8513 | 2055-05-01      | 6.5000%  | 0.0000% | $1143992.00        | $1182681.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB8054 | 2054-02-01      | 7.5000%  | 0.0000% | $561797.69         | $617750.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $918.58            | $917.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU5658 | 2055-03-01      | 5.5000%  | 0.0000% | $10696593.10       | $10761677.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $5322242.37        | $5322532.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $14286054.87       | $14830998.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8684 | 2054-06-01      | 5.5000%  | 0.0000% | $7220453.09        | $7187033.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0358 | 2051-05-01      | 2.0000%  | 0.0000% | $9639924.60        | $7562550.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3452 | 2055-02-01      | 5.5000%  | 0.0000% | $1129886.85        | $1130747.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $2729150.54        | $2671813.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8159 | 2055-05-01      | 6.0000%  | 0.0000% | $1876168.00        | $1918628.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5232 | 2054-05-01      | 6.0000%  | 0.0000% | $4134982.60        | $4194250.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB4828 | 2054-11-01      | 4.5000%  | 0.0000% | $7183751.78        | $6791087.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $8999458.15        | $9149968.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4915 | 2054-10-01      | 6.0000%  | 0.0000% | $8009552.46        | $8175176.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4912 | 2054-10-01      | 5.5000%  | 0.0000% | $19354821.29       | $19436141.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3261 | 2054-09-01      | 6.0000%  | 0.0000% | $5232581.10        | $5307937.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $16458254.39       | $16350478.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3243 | 2054-09-01      | 5.5000%  | 0.0000% | $13293627.78       | $13279982.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3059 | 2054-09-01      | 5.5000%  | 0.0000% | $4646471.79        | $4616044.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC3468 | 2054-09-01      | 6.5000%  | 0.0000% | $3171804.99        | $3320902.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2008 | 2054-09-01      | 6.5000%  | 0.0000% | $2134775.93        | $2238897.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | 0.0000% | $1309930.73        | $1314228.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0416 | 2054-09-01      | 5.5000%  | 0.0000% | $8247511.42        | $8248761.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDB8896 | 2054-07-01      | 7.5000%  | 0.0000% | $1432323.43        | $1540851.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB6833 | 2054-07-01      | 7.0000%  | 0.0000% | $1093044.73        | $1156065.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDB6518 | 2054-07-01      | 4.0000%  | 0.0000% | $1137944.40        | $1048742.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5217 | 2054-07-01      | 6.0000%  | 0.0000% | $7701550.87        | $7834374.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1554 | 2051-09-01      | 2.5000%  | 0.0000% | $7856321.83        | $6506047.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1548 | 2051-09-01      | 2.5000%  | 0.0000% | $17793322.75       | $14736018.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | 0.0000% | $4298990.76        | $3878216.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  | 0.0000% | $7972660.50        | $6802430.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | 0.0000% | $12111517.36       | $12047732.73       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7742 | 2053-07-01      | 6.0000%  | 0.0000% | $2983014.96        | $3034813.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  | 0.0000% | $8474622.39        | $9083639.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | 0.0000% | $579814.21         | $576909.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6259 | 2053-06-01      | 5.5000%  | 0.0000% | $11154964.33       | $11135382.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG3372 | 2053-05-01      | 6.0000%  | 0.0000% | $10328529.18       | $10506544.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4595 | 2052-12-01      | 6.0000%  | 0.0000% | $10705364.02       | $11046365.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $6305741.56        | $6282716.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | 0.0000% | $3443266.66        | $3385005.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2207 | 2055-02-01      | 6.0000%  | 0.0000% | $996492.87         | $1021725.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD2203 | 2055-01-01      | 5.5000%  | 0.0000% | $1192055.92        | $1191757.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2109 | 2055-03-01      | 6.5000%  | 0.0000% | $2014920.63        | $2090875.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1926 | 2055-02-01      | 6.0000%  | 0.0000% | $18093543.06       | $18355634.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $12075323.51       | $11748961.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8013 | 2052-08-01      | 5.0000%  | 0.0000% | $12931360.19       | $12642367.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8662 | 2051-10-01      | 2.5000%  | 0.0000% | $864418.82         | $716219.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB6830 | 2050-12-01      | 2.0000%  | 0.0000% | $19564142.88       | $15342574.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB1210 | 2050-07-01      | 2.0000%  | 0.0000% | $4302933.81        | $3386598.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $142965.71         | $130393.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $193972.59         | $190554.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA0312 | 2049-06-01      | 4.5000%  | 0.0000% | $2399569.93        | $2314992.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $994393.41         | $895573.02         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47410 G | 2047-04-01      | 4.0000%  | 0.0000% | $4218424.01        | $3969824.78        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q45819 G | 2047-01-01      | 3.0000%  | 0.0000% | $1449041.49        | $1274689.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  | 0.0000% | $4489198.07        | $4367872.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $4693875.09        | $4070451.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $14383187.76       | $14394055.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4385 | 2053-10-01      | 6.0000%  | 0.0000% | $12822890.67       | $13231252.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8522 | 2055-04-01      | 4.5000%  | 0.0000% | $4844780.72        | $4580023.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8332 | 2053-06-01      | 6.0000%  | 0.0000% | $11398958.04       | $11577663.30       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $10725162.10       | $10665932.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $87823.75          | $78107.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $4361936.69        | $3410537.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8100 | 2050-10-01      | 3.0000%  | 0.0000% | $7684073.88        | $6604750.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8069 | 2050-06-01      | 3.5000%  | 0.0000% | $958082.28         | $857958.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $7281751.95        | $6884794.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4855 | 2054-02-01      | 5.5000%  | 0.0000% | $30528.02          | $30477.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $2129508.55        | $2189399.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $6341856.26        | $6168062.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | 0.0000% | $9700800.00        | $10027960.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3794 | 2055-03-01      | 6.0000%  | 0.0000% | $3788739.35        | $3853675.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0423 | 2055-05-01      | 5.0000%  | 0.0000% | $3117079.55        | $3029280.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5077 | 2055-04-01      | 6.0000%  | 0.0000% | $3930532.95        | $4025177.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6868 | 2054-11-01      | 5.0000%  | 0.0000% | $1152111.21        | $1125476.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  | 0.0000% | $6053573.00        | $6167503.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  | 0.0000% | $903822.57         | $883623.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | 0.0000% | $16187994.14       | $16869818.06       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3046 | 2054-12-01      | 6.0000%  | 0.0000% | $2116625.54        | $2183892.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | 0.0000% | $49054.24          | $49243.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $12338431.89       | $11693748.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8341 | 2055-04-01      | 6.5000%  | 0.0000% | $2587588.30        | $2692696.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5526 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1604 | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $889.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  | 0.0000% | $6973584.00        | $7110136.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $978.81            | $953.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8331 | 2055-02-01      | 6.5000%  | 0.0000% | $5840952.17        | $6059982.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4649 | 2055-04-01      | 5.5000%  | 0.0000% | $4293959.98        | $4295117.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0486 | 2054-11-01      | 5.0000%  | 0.0000% | $15133562.68       | $14912367.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3719 | 2055-03-01      | 6.5000%  | 0.0000% | $1373342.71        | $1421753.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1129 | 2055-02-01      | 5.5000%  | 0.0000% | $2134727.40        | $2134192.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL0295 | 2052-09-01      | 3.5000%  | 0.0000% | $12520030.55       | $11190759.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2629 | 2055-04-01      | 6.0000%  | 0.0000% | $1332021.76        | $1356600.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA9303 | 2051-02-01      | 3.0000%  | 0.0000% | $13997139.13       | $12025091.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $20594252.23       | $16213136.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8725 | 2051-02-01      | 2.0000%  | 0.0000% | $15150321.90       | $11927304.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | 0.0000% | $15072821.82       | $11876330.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8455 | 2051-01-01      | 1.5000%  | 0.0000% | $5552231.15        | $4107969.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $28292882.36       | $22135901.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8868 | 2051-02-01      | 3.0000%  | 0.0000% | $3979943.64        | $3478525.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4960 | 2054-09-01      | 6.0000%  | 0.0000% | $9417512.09        | $9554615.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  | 0.0000% | $12048386.38       | $12564865.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT9387 | 2051-11-01      | 3.5000%  | 0.0000% | $4016919.99        | $3592759.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8335 | 2052-08-01      | 5.0000%  | 0.0000% | $4087039.04        | $4012429.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  | 0.0000% | $17774073.38       | $13910436.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | 0.0000% | $9109169.82        | $8253066.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | 0.0000% | $12039144.61       | $10235246.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | 0.0000% | $1423381.58        | $1349142.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | 0.0000% | $4294997.42        | $4128454.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4172 | 2055-05-01      | 6.5000%  | 0.0000% | $2009944.00        | $2111329.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $989.97            | $988.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ3547 | 2055-02-01      | 6.5000%  | 0.0000% | $6028756.25        | $6281006.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  | 0.0000% | $6327316.48        | $6434686.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0859 | 2055-04-01      | 5.5000%  | 0.0000% | $1004.87           | $1004.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK0912 | 2048-07-01      | 4.5000%  | 0.0000% | $15149238.63       | $14661296.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH9260 | 2048-02-01      | 4.0000%  | 0.0000% | $16707141.55       | $15595318.40       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3354 | 2053-06-01      | 5.0000%  | 0.0000% | $7470680.77        | $7271697.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  | 0.0000% | $11091573.15       | $10099736.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $9638074.62        | $8999689.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | 0.0000% | $10869022.48       | $11174771.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | 0.0000% | $7480290.61        | $7753000.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $15547803.33       | $14748381.93       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $5716078.52        | $5743164.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $14529958.37       | $14641077.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9178 | 2053-08-01      | 4.5000%  | 0.0000% | $6171544.34        | $5844526.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $13362219.95       | $13896710.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5893 | 2053-12-01      | 7.5000%  | 0.0000% | $1522772.11        | $1623224.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $11611951.63       | $11974201.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0715 | 2052-01-01      | 3.0000%  | 0.0000% | $8313943.11        | $7146571.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS4427 | 2045-02-01      | 4.5000%  | 0.0000% | $118310.80         | $114522.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5286 | 2054-06-01      | 6.0000%  | 0.0000% | $6457487.40        | $6552718.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6532 | 2054-08-01      | 4.5000%  | 0.0000% | $9298184.07        | $8790242.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  | 0.0000% | $13954901.95       | $14504280.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $8608.68           | $7646.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $8344382.51        | $6824469.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | 0.0000% | $12635733.03       | $12399909.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $965096.93         | $941325.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  | 0.0000% | $8662692.98        | $8503219.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  | 0.0000% | $6263869.53        | $6551757.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | 0.0000% | $27651898.41       | $21785302.36       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZA1279 | 2043-01-01      | 3.0000%  | 0.0000% | $8780079.93        | $7823188.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $1077578.24        | $1077835.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6291 | 2055-04-01      | 6.0000%  | 0.0000% | $2349207.14        | $2393318.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD6266 | 2055-04-01      | 5.0000%  | 0.0000% | $5749978.19        | $5583601.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD4698 | 2055-04-01      | 6.0000%  | 0.0000% | $8165797.72        | $8282457.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0168 | 2057-02-01      | 3.5000%  | 0.0000% | $350.68            | $310.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $80024.32          | $69983.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC0884 | 2046-05-01      | 3.0000%  | 0.0000% | $16413475.88       | $14236321.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  | 0.0000% | $11715136.16       | $9705004.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ5272 | 2054-09-01      | 5.5000%  | 0.0000% | $14332499.71       | $14238644.14       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH7620 | 2054-01-01      | 6.0000%  | 0.0000% | $10997452.48       | $11320968.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  | 0.0000% | $11826424.70       | $12106537.51       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | 0.0000% | $11209006.32       | $10908736.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | 0.0000% | $12923693.30       | $13112900.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | 0.0000% | $14288969.90       | $14230507.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $9770192.57        | $10098884.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $12897138.84       | $12812682.65       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $18334713.90       | $19026136.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8716 | 2054-06-01      | 6.5000%  | 0.0000% | $17769964.58       | $18714493.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8668 | 2054-06-01      | 5.0000%  | 0.0000% | $9329878.95        | $9094465.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $11069444.48       | $11078981.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $910158.06         | $924807.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8133 | 2054-03-01      | 5.0000%  | 0.0000% | $1255758.53        | $1221370.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3801 | 2055-03-01      | 5.5000%  | 0.0000% | $3553181.87        | $3534526.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4414 | 2055-03-01      | 5.5000%  | 0.0000% | $3007127.34        | $3013296.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5902 | 2055-03-01      | 6.0000%  | 0.0000% | $1002929.39        | $1024468.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $14114996.75       | $14110007.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $12636940.43       | $13167491.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $858.30            | $882.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $2340170.39        | $2283893.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7703 | 2050-11-01      | 2.0000%  | 0.0000% | $1939764.76        | $1534423.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  | 0.0000% | $24328718.66       | $18913221.57       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $9863179.20        | $7728946.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $20263220.75       | $15976680.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $4033393.40        | $3346013.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $2380267.54        | $2167515.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6976 | 2050-09-01      | 2.0000%  | 0.0000% | $14042222.63       | $11011336.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $21703197.51       | $20207765.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $16079320.84       | $15540100.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $20192932.14       | $19442926.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3031 | 2055-03-01      | 6.0000%  | 0.0000% | $1058109.41        | $1087888.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3028 | 2055-03-01      | 5.5000%  | 0.0000% | $1171899.85        | $1172909.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2384 | 2055-04-01      | 6.0000%  | 0.0000% | $4397697.86        | $4461844.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | 0.0000% | $2475196.79        | $2524285.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1280 | 2055-06-01      | 5.5000%  | 0.0000% | $1205498.00        | $1205642.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0994 | 2055-06-01      | 5.5000%  | 0.0000% | $1639220.00        | $1640304.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0438 | 2055-05-01      | 5.5000%  | 0.0000% | $1281250.00        | $1286634.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0268 | 2055-06-01      | 5.5000%  | 0.0000% | $3015200.00        | $3011010.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0250 | 2055-06-01      | 5.5000%  | 0.0000% | $15969264.00       | $15869784.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9937 | 2055-05-01      | 6.0000%  | 0.0000% | $2044246.00        | $2073450.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9428 | 2055-05-01      | 5.5000%  | 0.0000% | $1153910.00        | $1153621.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9393 | 2055-05-01      | 6.0000%  | 0.0000% | $1572300.00        | $1622397.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8510 | 2055-05-01      | 6.0000%  | 0.0000% | $8939712.00        | $9112993.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $3876823.81        | $3783593.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3720 | 2053-08-01      | 5.0000%  | 0.0000% | $6718956.97        | $6589057.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4129 | 2052-07-01      | 4.5000%  | 0.0000% | $60463.34          | $57295.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | 0.0000% | $49665.36          | $43118.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZT1109 | 2042-09-01      | 4.0000%  | 0.0000% | $16493029.81       | $15576383.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC2424 | 2054-10-01      | 5.0000%  | 0.0000% | $1398315.49        | $1372735.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4810 | 2052-09-01      | 4.5000%  | 0.0000% | $17204269.64       | $16288864.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $15256490.94       | $15512026.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $20094068.49       | $20397555.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $21399709.01       | $21278791.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB0340 | 2036-04-01      | 2.5000%  | 0.0000% | $12192791.49       | $11297375.91       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $9174649.58        | $8930023.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | 0.0000% | $17217435.19       | $15685108.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6241 | 2055-04-01      | 5.5000%  | 0.0000% | $4709122.40        | $4678270.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | 0.0000% | $11758142.02       | $11697394.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1880 | 2048-06-01      | 4.0000%  | 0.0000% | $18990907.49       | $17786090.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $16529936.28       | $14977402.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CKBY9168 | 2053-09-01      | 6.0000%  | 0.0000% | $4397513.35        | $4399234.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | 0.0000% | $13001768.00       | $13187515.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4593 | 2053-08-01      | 6.0000%  | 0.0000% | $21147789.81       | $21475841.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3912 | 2053-01-01      | 6.0000%  | 0.0000% | $6054253.06        | $6149010.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  | 0.0000% | $11921561.87       | $12380221.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $14847158.93       | $14957333.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $1895811.12        | $1615772.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $1275042.05        | $1095806.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1962 | 2055-02-01      | 6.0000%  | 0.0000% | $17759522.24       | $18013240.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6517 | 2055-04-01      | 5.5000%  | 0.0000% | $1624944.29        | $1622886.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1134 | 2054-06-01      | 6.5000%  | 0.0000% | $6553174.53        | $6861423.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0261 | 2055-06-01      | 5.5000%  | 0.0000% | $3208292.00        | $3202650.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $748203.77         | $751091.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | 0.0000% | $1034857.92        | $1070247.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4471 | 2055-06-01      | 6.0000%  | 0.0000% | $7459400.00        | $7600705.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | 0.0000% | $2574780.16        | $2303814.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $4611490.77        | $4330333.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 R3BF0748 | 2052-04-01      | 3.5000%  | 0.0000% | $8720418.89        | $8021158.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $934.49            | $818.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  | 0.0000% | $6496837.48        | $5699718.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $426.18            | $360.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $344.33            | $305.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  | 0.0000% | $43940.18          | $40433.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5361 | 2055-06-01      | 5.0000%  | 0.0000% | $2213080.00        | $2156479.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5360 | 2055-06-01      | 5.5000%  | 0.0000% | $1059290.00        | $1065043.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7511 | 2054-06-01      | 5.5000%  | 0.0000% | $11297456.67       | $11298513.61       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6535 | 2054-06-01      | 7.0000%  | 0.0000% | $893391.89         | $948430.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6463 | 2054-06-01      | 6.0000%  | 0.0000% | $2530562.52        | $2575326.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6279 | 2054-05-01      | 6.0000%  | 0.0000% | $6815957.03        | $6924598.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9645 | 2053-08-01      | 6.5000%  | 0.0000% | $13957709.53       | $14701587.21       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1105 | 2052-10-01      | 5.0000%  | 0.0000% | $1934668.07        | $1887318.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2410 | 2051-12-01      | 2.5000%  | 0.0000% | $15470899.89       | $12702411.58       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB8930 | 2054-08-01      | 6.0000%  | 0.0000% | $1277136.07        | $1309847.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  | 0.0000% | $15184735.14       | $15810894.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2281 | 2054-09-01      | 6.0000%  | 0.0000% | $1661797.96        | $1704360.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB1927 | 2054-09-01      | 6.0000%  | 0.0000% | $19148662.82       | $19466575.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0320 | 2054-03-01      | 5.5000%  | 0.0000% | $3944923.88        | $3940918.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4648 | 2053-12-01      | 7.0000%  | 0.0000% | $3851547.07        | $4094610.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA2468 | 2053-10-01      | 5.5000%  | 0.0000% | $9174275.70        | $9186684.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1676 | 2053-10-01      | 6.5000%  | 0.0000% | $3943005.24        | $4111269.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  | 0.0000% | $2669258.81        | $2435577.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT2010 | 2043-04-01      | 3.0000%  | 0.0000% | $13783213.66       | $12260825.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  | 0.0000% | $12251392.72       | $11308187.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9950 | 2047-07-01      | 3.5000%  | 0.0000% | $20808735.95       | $19032053.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $21430.31          | $20817.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4786 | 2053-05-01      | 5.5000%  | 0.0000% | $17058015.98       | $17056336.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3978 | 2053-01-01      | 5.0000%  | 0.0000% | $9300242.49        | $9115156.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9715 | 2047-06-01      | 3.5000%  | 0.0000% | $17104963.83       | $15550609.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8782 | 2047-02-01      | 3.5000%  | 0.0000% | $14429712.72       | $13115518.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | 0.0000% | $9080873.56        | $8020006.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8295 | 2046-11-01      | 3.0000%  | 0.0000% | $5041941.07        | $4454946.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $8295637.61        | $7233278.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6817 | 2052-02-01      | 2.5000%  | 0.0000% | $3979218.70        | $3276512.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0153 | 2051-04-01      | 2.0000%  | 0.0000% | $24435005.54       | $18994847.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ2996 | 2054-09-01      | 5.0000%  | 0.0000% | $14085984.66       | $13694813.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV9704 | 2052-06-01      | 4.5000%  | 0.0000% | $10581947.13       | $10016966.39       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | 0.0000% | $7049835.00        | $7019884.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | 0.0000% | $12967304.46       | $12954085.02       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9274 | 2053-06-01      | 5.5000%  | 0.0000% | $12188706.36       | $12136984.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $14105650.29       | $14420295.62       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9168 | 2053-06-01      | 5.5000%  | 0.0000% | $13836313.67       | $13822208.32       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $11810584.75       | $11756841.34       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4869 | 2055-06-01      | 6.0000%  | 0.0000% | $7727160.00        | $7872587.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  | 0.0000% | $12555335.51       | $12770462.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8711 | 2053-04-01      | 5.5000%  | 0.0000% | $7176204.27        | $7151995.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7669 | 2052-07-01      | 4.5000%  | 0.0000% | $15268180.49       | $14554713.69       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6704 | 2052-02-01      | 3.0000%  | 0.0000% | $9021036.29        | $7767830.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $2104656.43        | $2091058.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0152 | 2054-11-01      | 5.0000%  | 0.0000% | $994.35            | $972.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0889 | 2054-12-01      | 5.5000%  | 0.0000% | $3022397.40        | $3029655.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0874 | 2054-06-01      | 5.0000%  | 0.0000% | $5962215.00        | $5787520.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $5871695.60        | $5982919.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9983 | 2055-02-01      | 5.5000%  | 0.0000% | $17191496.13       | $17253601.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  | 0.0000% | $6124809.06        | $6090329.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | 0.0000% | $20592304.73       | $20956115.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | 0.0000% | $18775676.08       | $18673621.94       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $14768112.63       | $14359106.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | 0.0000% | $13707050.55       | $13132313.92       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1892 | 2052-09-01      | 5.5000%  | 0.0000% | $14206614.16       | $14192117.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | 0.0000% | $6986371.36        | $6047470.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB1530 | 2036-12-01      | 1.5000%  | 0.0000% | $1001.00           | $880.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB1497 | 2040-04-01      | 5.0000%  | 0.0000% | $12818067.86       | $12867183.85       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0662 | 2037-04-01      | 2.5000%  | 0.0000% | $7676.10           | $7156.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  | 0.0000% | $3737458.68        | $3529753.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $1692916.73        | $1538035.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM0238 | 2045-10-01      | 4.0000%  | 0.0000% | $2451605.62        | $2294806.37        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  | 0.0000% | $17843419.46       | $15623620.76       | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  | 0.0000% | $10.38             | $10.65             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $678275.08         | $686260.79         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | 0.0000% | $23.20             | $23.16             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $82.12             | $82.52             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $75.91             | $75.87             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0452 | 2054-02-01      | 6.0000%  | 0.0000% | $1896234.50        | $1927498.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $9457096.19        | $9598672.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | 0.0000% | $2583468.53        | $2713685.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $16967347.44       | $17244328.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9001 | 2054-07-01      | 5.5000%  | 0.0000% | $5162124.67        | $5212355.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9028 | 2054-08-01      | 6.5000%  | 0.0000% | $19193781.83       | $19917140.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7008 | 2055-04-01      | 5.0000%  | 0.0000% | $2759465.44        | $2680461.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD6791 | 2055-05-01      | 5.0000%  | 0.0000% | $1362070.00        | $1323911.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6715 | 2055-04-01      | 6.0000%  | 0.0000% | $2904482.54        | $2974423.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6558 | 2055-05-01      | 5.5000%  | 0.0000% | $3453259.00        | $3458223.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | 0.0000% | $12457934.68       | $12670334.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5960 | 2055-04-01      | 5.5000%  | 0.0000% | $4040411.35        | $4021387.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $10985666.76       | $10981190.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $6375.87           | $6073.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | 0.0000% | $15632348.96       | $14541105.04       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  | 0.0000% | $19388191.90       | $18034745.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $1768562.32        | $1519783.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3233 | 2052-04-01      | 3.0000%  | 0.0000% | $39890.60          | $34346.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2178 | 2051-11-01      | 3.5000%  | 0.0000% | $15532704.19       | $14087346.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6340 | 2042-09-01      | 3.5000%  | 0.0000% | $16377666.68       | $15162729.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD7865 | 2052-02-01      | 3.0000%  | 0.0000% | $7144909.52        | $6167433.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $4122343.84        | $4261053.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ8645 | 2042-12-01      | 3.5000%  | 0.0000% | $10878305.89       | $10063362.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR2586 | 2043-02-01      | 3.5000%  | 0.0000% | $11832135.30       | $10943381.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV0272 | 2052-02-01      | 3.5000%  | 0.0000% | $44306.91          | $39419.39          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  | 0.0000% | $10806418.19       | $10015803.83       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | 0.0000% | $3291650.19        | $3210474.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0337 | 2059-01-01      | 4.5000%  | 0.0000% | $112336.56         | $107683.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL4334 | 2043-10-01      | 4.0000%  | 0.0000% | $2256146.31        | $2145819.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3259 | 2054-09-01      | 6.0000%  | 0.0000% | $13765072.94       | $14067854.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4993 | 2054-09-01      | 5.5000%  | 0.0000% | $18892948.19       | $18804029.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0022 | 2051-04-01      | 2.0000%  | 0.0000% | $13145316.20       | $10279980.50       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  | 0.0000% | $13949668.33       | $13955046.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  | 0.0000% | $11981923.23       | $11654706.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | 0.0000% | $9096370.99        | $9253250.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $7886766.11        | $7734029.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2761 | 2054-04-01      | 5.0000%  | 0.0000% | $6853933.97        | $6701028.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2703 | 2052-08-01      | 3.5000%  | 0.0000% | $222692.22         | $198518.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3719 | 2053-09-01      | 5.5000%  | 0.0000% | $8320376.15        | $8322194.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0835 | 2052-03-01      | 2.5000%  | 0.0000% | $79511.07          | $65614.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0834 | 2045-07-01      | 3.0000%  | 0.0000% | $2661578.04        | $2335115.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2605 | 2052-01-01      | 2.0000%  | 0.0000% | $17779885.88       | $13946242.20       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $3959409.27        | $4085509.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1647 | 2052-04-01      | 4.0000%  | 0.0000% | $4064070.30        | $3769986.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  | 0.0000% | $10240606.71       | $9959970.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $19525394.32       | $19960953.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC1025 | 2054-09-01      | 6.0000%  | 0.0000% | $2366879.45        | $2413787.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $6079797.58        | $6045583.86        | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $77106800.00       | $79883182.00       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $6794200.00        | $6551190.15        | U.S. Treasuries (including strips) |

### Security 138: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 4.350000%
- **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: 938AEM002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FERM 5530AC 04/25/52  | 2052-04-25      | 5.0000%  | 0.0000% | $1671633.60        | $1656377.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FB 11/25/54  | 2054-11-25      | 5.5220%  | 0.0000% | $6051426.54        | $5952497.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  | 0.0000% | $3749307.25        | $3565984.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2283%  | 0.0000% | $5068430.71        | $4925847.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA      | 2052-02-20      | 3.0000%  | 0.0000% | $1780185.46        | $1514760.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  | 0.0000% | $1011129.24        | $821930.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7365%  | 0.0000% | $2597621.20        | $2456779.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  | 0.0000% | $1370831.87        | $1340700.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA      | 2051-04-20      | 4.8766%  | 0.0000% | $430241.48         | $403966.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3283%  | 0.0000% | $489.35            | $478.39            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  | 0.0000% | $555.56            | $561.94            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4178NT 03/15/43  | 2043-03-15      | 3.5000%  | 0.0000% | $409.91            | $351.07            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3473AY 07/15/38  | 2038-07-15      | 5.0000%  | 0.0000% | $512.41            | $513.95            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0065%  | 0.0000% | $241.53            | $240.52            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 4.9765%  | 0.0000% | $7.03              | $6.97              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF      | 2055-03-20      | 5.5283%  | 0.0000% | $199704.66         | $199919.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6283%  | 0.0000% | $843404.23         | $831817.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FH      | 2054-11-20      | 5.3783%  | 0.0000% | $3894504.61        | $3895147.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF      | 2054-11-20      | 5.3783%  | 0.0000% | $8740255.85        | $8724435.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FG      | 2054-10-20      | 5.3783%  | 0.0000% | $544.84            | $540.41            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FD      | 2054-08-20      | 5.4283%  | 0.0000% | $10290878.86       | $10273959.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4283%  | 0.0000% | $10454541.65       | $10185921.12       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042NY R21F042  | 2051-07-25      | 2.5000%  | 0.0000% | $553343.33         | $353280.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4283%  | 0.0000% | $89589.10          | $89654.31          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5454FA 09/25/54  | 2054-09-25      | 5.5720%  | 0.0000% | $7771030.61        | $7717588.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  | 0.0000% | $2150477.03        | $2091345.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 5.5783%  | 0.0000% | $8406081.36        | $8401521.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3283%  | 0.0000% | $15303597.71       | $15151129.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 FA      | 2054-09-20      | 5.4383%  | 0.0000% | $124916.00         | $124770.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA      | 2051-12-20      | 2.5000%  | 0.0000% | $1032.74           | $809.64            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8365%  | 0.0000% | $419937.11         | $417114.60         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.2720%  | 0.0000% | $347.84            | $347.58            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5083%  | 0.0000% | $6283231.39        | $6286599.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4283%  | 0.0000% | $15683934.66       | $15280949.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 0.0000%  | 0.0000% | $13104721.67       | $13161111.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 0.0000%  | 0.0000% | $55555555.56       | $55794611.11       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC060PA R13F060  | 2042-10-25      | 1.7500%  | 0.0000% | $45.13             | $41.79             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7283%  | 0.0000% | $1396484.54        | $1407975.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8283%  | 0.0000% | $10697787.33       | $10805502.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-122 LH      | 2051-07-20      | 2.5000%  | 0.0000% | $555000.00         | $316691.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA      | 2051-11-20      | 2.5000%  | 0.0000% | $4452780.90        | $3503098.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4283%  | 0.0000% | $15626692.83       | $15303671.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4283%  | 0.0000% | $1395891.91        | $1393055.26        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029MF R25F029  | 2055-05-25      | 5.8220%  | 0.0000% | $61918.11          | $62101.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4583%  | 0.0000% | $7375061.44        | $7344928.32        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3217PE 09/15/36  | 2036-09-15      | 6.0000%  | 0.0000% | $229.88            | $240.70            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004H R25F004   | 2051-09-25      | 5.5000%  | 0.0000% | $2896517.66        | $2914272.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2283%  | 0.0000% | $8446077.51        | $8602127.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3283%  | 0.0000% | $7530131.12        | $7511163.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  | 0.0000% | $37238.89          | $36589.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3483%  | 0.0000% | $2221762.01        | $2218095.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3283%  | 0.0000% | $6364026.97        | $6353743.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5283%  | 0.0000% | $7961911.35        | $7941589.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4783%  | 0.0000% | $760484.10         | $758261.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4783%  | 0.0000% | $10459135.45       | $10415371.72       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF      | 2053-05-20      | 5.3283%  | 0.0000% | $2477561.64        | $2456839.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FB      | 2053-05-20      | 5.3283%  | 0.0000% | $3720647.07        | $3689516.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  | 0.0000% | $11065771.62       | $10654665.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3283%  | 0.0000% | $14277328.62       | $14134870.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2383%  | 0.0000% | $2376898.76        | $2329524.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2383%  | 0.0000% | $14873298.95       | $14676481.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2783%  | 0.0000% | $4432659.44        | $4387566.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 5.3883%  | 0.0000% | $16480414.69       | $16446197.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4383%  | 0.0000% | $7484369.79        | $7471740.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL034BA R25F034  | 2051-12-25      | 5.0000%  | 0.0000% | $8738982.69        | $8653530.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC018FG R25F018  | 2055-03-25      | 5.4720%  | 0.0000% | $9005804.60        | $8986442.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL048FA R24F048  | 2054-07-25      | 5.6220%  | 0.0000% | $2324091.56        | $2310476.63        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL070FB R24F070  | 2054-10-25      | 5.4220%  | 0.0000% | $571.92            | $565.72            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  | 0.0000% | $4448084.44        | $4439684.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5283%  | 0.0000% | $4475365.91        | $4466838.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  | 0.0000% | $11538981.67       | $11458319.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5783%  | 0.0000% | $1138984.76        | $1137955.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4283%  | 0.0000% | $6528697.03        | $6494544.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  | 0.0000% | $1214.76           | $1106.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  | 0.0000% | $1106.36           | $1064.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  | 0.0000% | $1862.67           | $1796.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $122.30            | $111.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  | 0.0000% | $285.15            | $267.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  | 0.0000% | $42543.40          | $41163.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  | 0.0000% | $118.29            | $110.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  | 0.0000% | $46.75             | $45.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  | 0.0000% | $79.52             | $77.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1131  | 2043-11-01      | 4.5000%  | 0.0000% | $24.80             | $24.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  | 0.0000% | $110.07            | $106.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  | 0.0000% | $2411.27           | $2343.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  | 0.0000% | $633.10            | $622.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  | 0.0000% | $96.51             | $95.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  | 0.0000% | $94.84             | $93.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  | 0.0000% | $90.44             | $86.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7665  | 2055-06-01      | 6.0000%  | 0.0000% | $555.56            | $564.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  | 0.0000% | $547.11            | $549.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  | 0.0000% | $212.27            | $217.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  | 0.0000% | $1445.01           | $1516.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  | 0.0000% | $1538.39           | $1623.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  | 0.0000% | $225.20            | $236.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  | 0.0000% | $40.16             | $41.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  | 0.0000% | $35.78             | $37.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  | 0.0000% | $168.68            | $175.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  | 0.0000% | $319.03            | $335.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  | 0.0000% | $434.97            | $411.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5270  | 2054-02-01      | 5.0000%  | 0.0000% | $515.86            | $501.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  | 0.0000% | $284.55            | $254.61            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  | 0.0000% | $1171.37           | $1140.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB2761 X      | 2042-08-15      | 3.5000%  | 0.0000% | $38.72             | $35.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  | 0.0000% | $193.49            | $179.18            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  | 0.0000% | $181111.11         | $178364.05         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.9140%  | 0.0000% | $31.40             | $32.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  | 0.0000% | $26984.04          | $21096.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  | 0.0000% | $1631.05           | $1774.21           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 7.3080%  | 0.0000% | $21.36             | $21.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  | 0.0000% | $343.18            | $354.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  | 0.0000% | $1171.15           | $1214.16           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1740%  | 0.0000% | $9.53              | $9.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  | 0.0000% | $872.40            | $879.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  | 0.0000% | $110.49            | $116.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  | 0.0000% | $0.31              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  | 0.0000% | $627.40            | $634.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL503757  | 2029-07-01      | 6.5000%  | 0.0000% | $1077.10           | $1112.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  | 0.0000% | $351.66            | $362.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  | 0.0000% | $2011.44           | $2079.70           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.6080%  | 0.0000% | $31.45             | $31.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  | 0.0000% | $425.16            | $446.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  | 0.0000% | $1119.29           | $1174.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784925 X      | 2047-10-15      | 4.5000%  | 0.0000% | $77588.25          | $74657.74          | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.5580%  | 0.0000% | $168.56            | $170.92            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  | 0.0000% | $42.85             | $43.77             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  | 0.0000% | $89.38             | $91.28             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  | 0.0000% | $90.10             | $92.04             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0256 X      | 2053-07-15      | 6.5000%  | 0.0000% | $544.03            | $558.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI0620  | 2041-05-01      | 4.5000%  | 0.0000% | $1344.69           | $1316.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  | 0.0000% | $53.60             | $54.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  | 0.0000% | $2512.74           | $2549.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5905  | 2041-11-01      | 4.5000%  | 0.0000% | $76.21             | $74.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  | 0.0000% | $1310.34           | $1249.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  | 0.0000% | $1952.25           | $1870.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  | 0.0000% | $141.85            | $140.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  | 0.0000% | $1896211.45        | $1772266.01        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.8500%  | 0.0000% | $94.26             | $96.90             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6970%  | 0.0000% | $467.98            | $462.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  | 0.0000% | $54.54             | $49.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  | 0.0000% | $706226.93         | $692172.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  | 0.0000% | $2752174.98        | $2724724.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  | 0.0000% | $10417368.89       | $10373419.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  | 0.0000% | $335.14            | $339.92            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  | 0.0000% | $161.50            | $158.91            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  | 0.0000% | $562.22            | $567.25            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  | 0.0000% | $1481.70           | $1389.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  | 0.0000% | $447.69            | $458.15            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G08156 G  | 2036-10-01      | 6.0000%  | 0.0000% | $2428.50           | $2543.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  | 0.0000% | $1902.03           | $1682.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  | 0.0000% | $389.33            | $364.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  | 0.0000% | $2325.02           | $2119.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  | 0.0000% | $106.26            | $105.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  | 0.0000% | $458.33            | $443.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6307  | 2045-02-01      | 4.5000%  | 0.0000% | $1407.85           | $1369.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  | 0.0000% | $679.93            | $661.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  | 0.0000% | $41.15             | $40.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5749  | 2042-07-01      | 4.5000%  | 0.0000% | $126.15            | $124.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  | 0.0000% | $1156.00           | $1147.54           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5890%  | 0.0000% | $159.08            | $165.03            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.7435%  | 0.0000% | $2046.58           | $1990.73           | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003  | 2030-02-25      | 3.0634%  | 0.0000% | $291765.30         | $277522.61         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  | 0.0000% | $26280.84          | $23668.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701  | 2052-08-01      | 4.5000%  | 0.0000% | $453.73            | $429.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2620  | 2050-06-01      | 2.5000%  | 0.0000% | $647980.72         | $535237.18         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  | 0.0000% | $555.56            | $490.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  | 0.0000% | $844.36            | $810.34            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AO6482 X      | 2045-09-15      | 4.5000%  | 0.0000% | $542.12            | $521.67            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9067  | 2033-05-01      | 3.5100%  | 0.0000% | $3337.22           | $3097.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9038  | 2051-02-01      | 2.5000%  | 0.0000% | $790108.75         | $653661.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  | 0.0000% | $7343.35           | $7693.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  | 0.0000% | $37.03             | $34.76             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3417  | 2041-10-01      | 2.2650%  | 0.0000% | $555.56            | $378.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  | 0.0000% | $39.52             | $41.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  | 0.0000% | $306.33            | $315.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  | 0.0000% | $175.98            | $176.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  | 0.0000% | $204.95            | $211.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  | 0.0000% | $270.45            | $278.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  | 0.0000% | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  | 0.0000% | $0.11              | $0.11              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  | 0.0000% | $1047.12           | $1068.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  | 0.0000% | $265.46            | $278.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  | 0.0000% | $4.30              | $4.49              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB4481 X      | 2047-07-15      | 5.0000%  | 0.0000% | $1658.53           | $1618.37           | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  | 0.0000% | $276.76            | $285.28            | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 5.1250%  | 0.0000% | $11.85             | $12.06             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB9416 X      | 2042-10-15      | 3.5000%  | 0.0000% | $42.16             | $38.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108  | 2053-08-01      | 6.0000%  | 0.0000% | $450.13            | $457.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  | 0.0000% | $444.91            | $451.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009  | 2053-05-01      | 5.0000%  | 0.0000% | $909300.05         | $884381.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733  | 2052-09-01      | 4.5000%  | 0.0000% | $458.55            | $434.18            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  | 0.0000% | $462.00            | $474.33            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B3209 G         | 2037-01-01      | 6.4580%  | 0.0000% | $53.93             | $55.21             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 7.4880%  | 0.0000% | $60.39             | $61.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.2400%  | 0.0000% | $46.19             | $45.31             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6150%  | 0.0000% | $109.73            | $108.00            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.4460%  | 0.0000% | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 7.1650%  | 0.0000% | $1.48              | $1.51              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.5000%  | 0.0000% | $320.24            | $320.82            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846774 G         | 2027-12-01      | 6.3970%  | 0.0000% | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 7.1980%  | 0.0000% | $17.86             | $18.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  | 0.0000% | $1072024.17        | $1051287.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  | 0.0000% | $19567410.94       | $19189422.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914  | 2052-09-01      | 4.5000%  | 0.0000% | $468655.93         | $446406.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0392  | 2052-01-01      | 2.5000%  | 0.0000% | $467.98            | $381.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  | 0.0000% | $3985.92           | $3279.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  | 0.0000% | $21768.06          | $20850.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  | 0.0000% | $442798.35         | $380415.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  | 0.0000% | $6622.38           | $6166.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  | 0.0000% | $460188.98         | $436417.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  | 0.0000% | $972012.25         | $844525.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  | 0.0000% | $124474.98         | $127644.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  | 0.0000% | $568.89            | $566.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  | 0.0000% | $1089.50           | $1088.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  | 0.0000% | $58416.16          | $53273.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  | 0.0000% | $570.78            | $470.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7953  | 2054-02-01      | 4.5000%  | 0.0000% | $475.53            | $449.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  | 0.0000% | $1210.21           | $1234.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  | 0.0000% | $30232700.32       | $30898192.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  | 0.0000% | $1447.89           | $1431.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  | 0.0000% | $21644.53          | $16915.72          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6784  | 2032-10-01      | 4.1200%  | 0.0000% | $555.56            | $537.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  | 0.0000% | $980.56            | $922.63            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  | 0.0000% | $561.67            | $567.51            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  | 0.0000% | $1642755.56        | $1566017.70        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841076 G         | 2048-11-01      | 3.0080%  | 0.0000% | $389.39            | $381.03            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841760 G         | 2050-10-01      | 5.7430%  | 0.0000% | $51124.12          | $52754.84          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  | 0.0000% | $1304.09           | $1346.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5011  | 2038-06-01      | 4.5000%  | 0.0000% | $229.98            | $226.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  | 0.0000% | $243.50            | $235.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  | 0.0000% | $48.27             | $48.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3967  | 2042-08-01      | 4.5000%  | 0.0000% | $184.79            | $181.71            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3190  | 2051-09-01      | 2.4900%  | 0.0000% | $2237.72           | $1579.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  | 0.0000% | $39256.84          | $31034.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  | 0.0000% | $419.90            | $392.61            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  | 0.0000% | $13147197.22       | $11926007.40       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  | 0.0000% | $654.44            | $566.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2142  | 2034-05-01      | 3.3500%  | 0.0000% | $1277.22           | $1150.14           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2032  | 2034-04-01      | 3.6750%  | 0.0000% | $555.56            | $512.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  | 0.0000% | $497.94            | $484.47            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  | 0.0000% | $1108.89           | $1038.75           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.7740%  | 0.0000% | $46.14             | $46.63             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7950%  | 0.0000% | $9.45              | $9.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  | 0.0000% | $331.84            | $322.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  | 0.0000% | $182.20            | $174.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  | 0.0000% | $118.99            | $114.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  | 0.0000% | $562.78            | $494.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  | 0.0000% | $692.37            | $580.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2740%  | 0.0000% | $99.10             | $101.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  | 0.0000% | $1470.64           | $1419.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  | 0.0000% | $103.29            | $99.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  | 0.0000% | $882.00            | $825.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  | 0.0000% | $81.09             | $77.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0697  | 2055-05-01      | 6.5000%  | 0.0000% | $556.67            | $578.80            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3284  | 2038-10-01      | 2.1500%  | 0.0000% | $614.44            | $437.02            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.6260%  | 0.0000% | $531.02            | $542.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  | 0.0000% | $380.80            | $374.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL1431  | 2041-11-01      | 4.5000%  | 0.0000% | $104.44            | $102.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  | 0.0000% | $92.04             | $94.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0160  | 2041-05-01      | 4.5000%  | 0.0000% | $933.50            | $917.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  | 0.0000% | $578.15            | $604.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  | 0.0000% | $453.66            | $449.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  | 0.0000% | $377.77            | $373.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  | 0.0000% | $6.91              | $6.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  | 0.0000% | $31.53             | $30.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ4050  | 2041-10-01      | 4.0000%  | 0.0000% | $50.80             | $48.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  | 0.0000% | $585.52            | $541.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  | 0.0000% | $36.05             | $33.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  | 0.0000% | $28.02             | $27.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8194  | 2041-08-01      | 4.5000%  | 0.0000% | $35.95             | $35.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  | 0.0000% | $507.37            | $506.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  | 0.0000% | $11.25             | $11.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  | 0.0000% | $1293.29           | $1311.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  | 0.0000% | $1667.87           | $1733.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  | 0.0000% | $555.11            | $579.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  | 0.0000% | $881510.74         | $896018.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  | 0.0000% | $287169.65         | $297385.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  | 0.0000% | $565.01            | $591.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  | 0.0000% | $557.00            | $588.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  | 0.0000% | $9328.52           | $9664.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  | 0.0000% | $1101.60           | $1154.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  | 0.0000% | $555.56            | $581.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  | 0.0000% | $491.19            | $491.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  | 0.0000% | $711659.87         | $648022.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9416  | 2045-07-01      | 3.5000%  | 0.0000% | $329.58            | $300.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  | 0.0000% | $1295.12           | $1179.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  | 0.0000% | $340.09            | $330.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137  | 2044-06-01      | 4.5000%  | 0.0000% | $15016359.70       | $14694769.34       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  | 0.0000% | $2402.39           | $2327.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  | 0.0000% | $308.00            | $298.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  | 0.0000% | $1631.57           | $1426.68           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2810%  | 0.0000% | $926.86            | $837.50            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8692 X      | 2045-06-15      | 2.5000%  | 0.0000% | $2927.40           | $2463.85           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUBM1943  | 2048-05-01      | 5.9100%  | 0.0000% | $253.58            | $261.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  | 0.0000% | $779.30            | $681.43            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2790%  | 0.0000% | $9.82              | $10.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  | 0.0000% | $28456.55          | $25427.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3615  | 2052-05-01      | 4.0000%  | 0.0000% | $301963.67         | $278993.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2813  | 2048-12-01      | 5.0000%  | 0.0000% | $325.47            | $322.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  | 0.0000% | $176.43            | $171.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  | 0.0000% | $555.56            | $559.41            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1175  | 2034-06-01      | 5.2500%  | 0.0000% | $1400911.11        | $1438793.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  | 0.0000% | $3501.67           | $3721.56           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0378  | 2039-01-01      | 4.8900%  | 0.0000% | $1134.38           | $1122.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  | 0.0000% | $487.86            | $513.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  | 0.0000% | $1599.42           | $1665.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  | 0.0000% | $538.08            | $572.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  | 0.0000% | $543.22            | $566.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  | 0.0000% | $1239.52           | $1291.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  | 0.0000% | $1154.91           | $1223.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  | 0.0000% | $542.47            | $576.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  | 0.0000% | $1116.67           | $1148.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  | 0.0000% | $224215.34         | $229958.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  | 0.0000% | $634756.45         | $574712.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3179  | 2047-11-01      | 3.0000%  | 0.0000% | $106.95            | $92.98             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G13868 G  | 2025-07-01      | 4.5000%  | 0.0000% | $709.18            | $710.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  | 0.0000% | $516.35            | $567.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5458  | 2054-06-01      | 3.5000%  | 0.0000% | $1640.01           | $1456.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  | 0.0000% | $1068.21           | $974.48            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2710%  | 0.0000% | $519.34            | $501.97            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.300 WAWA3420  | 2040-01-01      | 3.3000%  | 0.0000% | $537.59            | $443.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5560  | 2039-12-01      | 6.0000%  | 0.0000% | $1655.45           | $1702.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  | 0.0000% | $2475.90           | $2496.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  | 0.0000% | $1097.43           | $1105.88           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.8580%  | 0.0000% | $19.06             | $19.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  | 0.0000% | $106.29            | $106.78            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.2590%  | 0.0000% | $59.92             | $61.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 7.2780%  | 0.0000% | $108.98            | $113.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  | 0.0000% | $1175.01           | $1156.50           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  | 0.0000% | $420.43            | $387.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  | 0.0000% | $939.22            | $911.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  | 0.0000% | $48.21             | $47.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  | 0.0000% | $91.22             | $86.46             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3870%  | 0.0000% | $23.58             | $24.31             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  | 0.0000% | $232.22            | $239.96            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  | 0.0000% | $58.24             | $59.04             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  | 0.0000% | $23.18             | $23.71             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.5390%  | 0.0000% | $46.77             | $47.41             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 7.4650%  | 0.0000% | $79.19             | $81.70             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.5480%  | 0.0000% | $92.54             | $95.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  | 0.0000% | $478.86            | $481.56            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 7.2520%  | 0.0000% | $47.98             | $49.03             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC6984 X      | 2047-09-15      | 5.0000%  | 0.0000% | $2365.15           | $2355.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  | 0.0000% | $102.43            | $98.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  | 0.0000% | $56.64             | $57.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  | 0.0000% | $78.79             | $81.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  | 0.0000% | $883.20            | $885.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  | 0.0000% | $45.16             | $46.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  | 0.0000% | $46888.29          | $41797.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE4103  | 2040-09-01      | 4.5000%  | 0.0000% | $27.00             | $26.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAD5093  | 2025-10-01      | 3.5000%  | 0.0000% | $2.46              | $2.46              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE7731  | 2040-11-01      | 4.5000%  | 0.0000% | $425.96            | $419.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  | 0.0000% | $39.78             | $39.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  | 0.0000% | $1007.56           | $1003.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  | 0.0000% | $1895.77           | $1726.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  | 0.0000% | $498079.86         | $389500.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  | 0.0000% | $539.19            | $591.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5440  | 2054-06-01      | 7.0000%  | 0.0000% | $365.15            | $377.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  | 0.0000% | $2250.22           | $2254.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  | 0.0000% | $886.57            | $891.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE0392  | 2039-12-01      | 5.5000%  | 0.0000% | $523.76            | $534.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD3808  | 2040-04-01      | 4.5000%  | 0.0000% | $135.05            | $133.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  | 0.0000% | $1610.87           | $1430.81           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5316%  | 0.0000% | $588.47            | $552.91            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.7671%  | 0.0000% | $11500.00          | $10903.13          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-06-25      | 2.9200%  | 0.0000% | $557.22            | $503.51            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0031A1 R21M00  | 2033-11-25      | 1.0000%  | 0.0000% | $1427.39           | $1419.12           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-04-25      | 3.5110%  | 0.0000% | $562.78            | $542.82            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  | 0.0000% | $1769.11           | $1793.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  | 0.0000% | $139.26            | $143.64            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 7.3230%  | 0.0000% | $0.10              | $0.09              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  | 0.0000% | $538074.46         | $469838.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  | 0.0000% | $33.21             | $33.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  | 0.0000% | $120.16            | $124.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  | 0.0000% | $31.14             | $31.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5670%  | 0.0000% | $23.25             | $24.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  | 0.0000% | $203.98            | $201.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  | 0.0000% | $49.76             | $51.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  | 0.0000% | $76.87             | $78.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  | 0.0000% | $576.28            | $596.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  | 0.0000% | $79.79             | $71.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783  | 2052-10-01      | 4.0000%  | 0.0000% | $472.33            | $434.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0229  | 2054-08-01      | 5.5000%  | 0.0000% | $1129.92           | $1134.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  | 0.0000% | $555.10            | $551.47            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.4070%  | 0.0000% | $153.39            | $157.84            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  | 0.0000% | $147.27            | $149.37            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 7.0370%  | 0.0000% | $11.03             | $11.53             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.6300%  | 0.0000% | $4.14              | $4.27              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 7.0610%  | 0.0000% | $10.67             | $11.11             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.2850%  | 0.0000% | $162.00            | $166.98            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.7740%  | 0.0000% | $41.52             | $42.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  | 0.0000% | $223.28            | $198.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  | 0.0000% | $492.34            | $426.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  | 0.0000% | $124.13            | $105.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $622.26            | $575.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  | 0.0000% | $1268.15           | $1207.99           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.7740%  | 0.0000% | $9.14              | $9.23              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  | 0.0000% | $294.62            | $298.57            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 7.5000%  | 0.0000% | $4.34              | $4.42              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  | 0.0000% | $73.02             | $73.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  | 0.0000% | $199.94            | $203.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  | 0.0000% | $1172762.67        | $1156470.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  | 0.0000% | $21.09             | $20.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  | 0.0000% | $26.63             | $27.85             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.8620%  | 0.0000% | $18.98             | $19.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0300  | 2055-04-01      | 7.0000%  | 0.0000% | $1097.68           | $1158.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  | 0.0000% | $557.47            | $580.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  | 0.0000% | $472.13            | $436.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  | 0.0000% | $281.56            | $290.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  | 0.0000% | $1150.30           | $1176.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  | 0.0000% | $1065.74           | $1118.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  | 0.0000% | $141.38            | $146.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  | 0.0000% | $9.31              | $9.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  | 0.0000% | $30.64             | $31.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI4815  | 2041-06-01      | 4.5000%  | 0.0000% | $80.90             | $79.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH7932  | 2041-08-01      | 4.5000%  | 0.0000% | $168.24            | $165.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH7007  | 2041-03-01      | 4.0000%  | 0.0000% | $32.49             | $31.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  | 0.0000% | $117.18            | $116.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  | 0.0000% | $12.90             | $12.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  | 0.0000% | $155.17            | $155.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  | 0.0000% | $508.78            | $502.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  | 0.0000% | $68.82             | $68.64             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4716 X      | 2047-10-15      | 4.5000%  | 0.0000% | $248.18            | $237.28            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB5490 X      | 2047-08-15      | 4.5000%  | 0.0000% | $2264.14           | $2211.56           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BB3738 X      | 2047-11-15      | 5.0000%  | 0.0000% | $2181.37           | $2136.84           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.9880%  | 0.0000% | $45.91             | $47.68             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 7.0540%  | 0.0000% | $261.09            | $270.68            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C03504 G  | 2040-06-01      | 4.5000%  | 0.0000% | $34.84             | $34.38             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF3228 X      | 2048-01-15      | 4.0000%  | 0.0000% | $1930.51           | $1790.75           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BF1292 X      | 2048-03-15      | 4.0000%  | 0.0000% | $70.81             | $65.67             | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  | 0.0000% | $949.30            | $992.65            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 7.6050%  | 0.0000% | $92.71             | $95.13             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX X2AL8943  | 2025-10-01      | 2.7500%  | 0.0000% | $151.25            | $150.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  | 0.0000% | $2478.37           | $2316.87           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  | 0.0000% | $124855.14         | $122436.53         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08558 G  | 2043-11-01      | 4.0000%  | 0.0000% | $143.66            | $136.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  | 0.0000% | $527.28            | $503.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  | 0.0000% | $40.18             | $40.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0150  | 2025-10-01      | 4.0000%  | 0.0000% | $6.12              | $6.12              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  | 0.0000% | $49.92             | $49.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  | 0.0000% | $404.51            | $417.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  | 0.0000% | $257.24            | $269.38            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1980%  | 0.0000% | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  | 0.0000% | $1202.94           | $1243.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  | 0.0000% | $550.91            | $578.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  | 0.0000% | $538.96            | $555.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  | 0.0000% | $9.24              | $9.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  | 0.0000% | $175.47            | $180.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  | 0.0000% | $2228.37           | $2298.38           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  | 0.0000% | $111.59            | $115.22            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2430%  | 0.0000% | $13.47             | $13.14             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.8650%  | 0.0000% | $702293.35         | $730861.34         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  | 0.0000% | $40.66             | $42.00             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  | 0.0000% | $465.21            | $479.68            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 7.3130%  | 0.0000% | $54.23             | $55.23             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 7.4140%  | 0.0000% | $289.46            | $298.75            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  | 0.0000% | $107.31            | $111.51            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 7.3750%  | 0.0000% | $4.87              | $5.05              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 7.0750%  | 0.0000% | $30.95             | $31.99             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  | 0.0000% | $37.84             | $38.51             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 7.4970%  | 0.0000% | $33.61             | $34.54             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8977  | 2033-05-01      | 3.5800%  | 0.0000% | $3759.24           | $3517.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  | 0.0000% | $42.46             | $42.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  | 0.0000% | $48.26             | $46.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  | 0.0000% | $208.52            | $205.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  | 0.0000% | $623.85            | $615.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8232  | 2044-06-01      | 4.5000%  | 0.0000% | $227.75            | $224.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  | 0.0000% | $3721.42           | $3599.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL190404  | 2040-05-01      | 4.5000%  | 0.0000% | $79.91             | $78.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  | 0.0000% | $26.20             | $27.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  | 0.0000% | $295.05            | $302.54            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  | 0.0000% | $0.03              | $0.03              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 390255 G         | 2030-07-01      | 4.1450%  | 0.0000% | $2.96              | $2.90              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6250%  | 0.0000% | $0.77              | $0.77              | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G60528 G  | 2039-02-01      | 7.0000%  | 0.0000% | $116.26            | $124.32            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN4042  | 2033-07-01      | 4.2500%  | 0.0000% | $1666.11           | $1606.34           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  | 0.0000% | $1111.11           | $1117.54           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  | 0.0000% | $4075.00           | $3160.05           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  | 0.0000% | $568.89            | $523.61            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  | 0.0000% | $182352.82         | $183045.95         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B7775 G         | 2050-03-01      | 2.6820%  | 0.0000% | $815.74            | $794.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  | 0.0000% | $293.71            | $303.57            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.8170%  | 0.0000% | $38.61             | $40.08             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  | 0.0000% | $45.92             | $46.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  | 0.0000% | $86.40             | $86.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  | 0.0000% | $262.98            | $274.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT255779  | 2025-06-01      | 6.0000%  | 0.0000% | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B1899 G         | 2043-11-01      | 6.6400%  | 0.0000% | $245.16            | $251.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  | 0.0000% | $46.04             | $46.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  | 0.0000% | $358.63            | $363.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  | 0.0000% | $252.51            | $257.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  | 0.0000% | $1129.39           | $1154.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  | 0.0000% | $2.55              | $2.61              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 7.3640%  | 0.0000% | $5.91              | $6.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  | 0.0000% | $595.35            | $610.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  | 0.0000% | $1306.45           | $1346.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  | 0.0000% | $53.42             | $53.71             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA6975 X      | 2047-07-15      | 4.5000%  | 0.0000% | $644.10            | $616.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9243  | 2044-06-01      | 4.5000%  | 0.0000% | $283.84            | $279.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7866  | 2051-07-01      | 2.5000%  | 0.0000% | $534.20            | $438.94            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD5950 X      | 2047-11-15      | 5.0000%  | 0.0000% | $3274.36           | $3267.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4474  | 2041-11-01      | 2.0000%  | 0.0000% | $227636.84         | $191530.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  | 0.0000% | $186335.81         | $185545.10         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY109732  | 2033-09-01      | 3.7800%  | 0.0000% | $612.78            | $566.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  | 0.0000% | $445.66            | $400.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  | 0.0000% | $498.42            | $467.60            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BJ2873 X      | 2048-11-15      | 5.5000%  | 0.0000% | $2188.11           | $2196.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  | 0.0000% | $1040.34           | $999.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  | 0.0000% | $1716801.27        | $1707268.82        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 2.9630%  | 0.0000% | $403.87            | $415.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2610  | 2055-04-01      | 6.0000%  | 0.0000% | $568.41            | $583.96            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9740%  | 0.0000% | $6192666.68        | $5800856.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6301  | 2042-06-01      | 4.5000%  | 0.0000% | $1553.14           | $1520.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  | 0.0000% | $193.85            | $185.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  | 0.0000% | $558.33            | $554.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  | 0.0000% | $2557838.52        | $2651102.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1300  | 2049-09-01      | 3.5000%  | 0.0000% | $551.18            | $501.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5512  | 2055-01-01      | 6.0000%  | 0.0000% | $3063010.48        | $3113829.91        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODE0244  | 2055-06-01      | 5.6330%  | 0.0000% | $2248.33           | $2278.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  | 0.0000% | $523.14            | $508.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  | 0.0000% | $547.26            | $548.27            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  | 0.0000% | $554.27            | $561.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  | 0.0000% | $1109.76           | $1134.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  | 0.0000% | $1110.01           | $1079.32           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5894 X      | 2042-12-15      | 2.5000%  | 0.0000% | $97.67             | $83.18             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1018 G         | 2055-06-01      | 5.5420%  | 0.0000% | $1722.78           | $1740.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  | 0.0000% | $137.23            | $139.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE5471  | 2040-10-01      | 4.5000%  | 0.0000% | $323.24            | $318.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  | 0.0000% | $134.74            | $128.42            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  | 0.0000% | $161063.33         | $125491.68         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-01-25      | 1.6390%  | 0.0000% | $16665.56          | $14856.45          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.9580%  | 0.0000% | $334.39            | $331.66            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  | 0.0000% | $903.99            | $890.96            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  | 0.0000% | $579.44            | $542.85            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001  | 2029-10-25      | 2.4440%  | 0.0000% | $88888.89          | $82338.38          | Agency Mortgage-Backed Securities         |

### Security 139: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.350000%
- **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: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2017-7O FG      | 2067-02-20      | 4.8934%  | 0.0000% | $135194.00         | $134981.09         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL100BA R12F100 | 2027-09-25      | 1.5000%  | 0.0000% | $59411.47          | $57819.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-4O FB      | 2063-09-20      | 5.1634%  | 0.0000% | $141589.85         | $141401.28         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5118CA 10/15/33 | 2033-10-15      | 1.5000%  | 0.0000% | $219000.00         | $198773.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CIMA5588 | 2040-01-01      | 4.0000%  | 0.0000% | $61753.10          | $59926.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  | 0.0000% | $377593.87         | $308153.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8196 | 2051-10-01      | 2.5000%  | 0.0000% | $6018521.75        | $4911877.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC2062 | 2051-05-01      | 2.0000%  | 0.0000% | $1056999.11        | $821655.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB4514 | 2050-10-01      | 2.0000%  | 0.0000% | $2043009.39        | $1599915.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB5275 | 2050-11-01      | 2.0000%  | 0.0000% | $2726768.01        | $2120654.15        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83344 G | 2047-08-01      | 4.0000%  | 0.0000% | $17728.63          | $16595.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $2757263.68        | $2739199.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $74250578.91       | $72079921.01       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8401 | 2054-02-01      | 5.5000%  | 0.0000% | $172356.52         | $171227.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3625 | 2049-01-01      | 4.0000%  | 0.0000% | $171709.54         | $160428.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4896 | 2047-02-01      | 3.0000%  | 0.0000% | $55411.07          | $49265.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1261213.31        | $1029854.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  | 0.0000% | $607900.24         | $499227.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507 | 2045-09-01      | 4.0000%  | 0.0000% | $479324.05         | $456252.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $119.00            | $120.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7709 | 2050-11-01      | 2.0000%  | 0.0000% | $62386247.06       | $48987809.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $744984.83         | $614059.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6345 | 2050-07-01      | 2.5000%  | 0.0000% | $35359421.62       | $29145918.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  | 0.0000% | $7946.22           | $6841.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $748717.39         | $763939.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  | 0.0000% | $5570645.94        | $4332592.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3508 | 2052-05-01      | 4.0000%  | 0.0000% | $1204690.13        | $1120592.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1896 | 2051-10-01      | 2.0000%  | 0.0000% | $31293952.13       | $24628437.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2614 | 2052-01-01      | 2.0000%  | 0.0000% | $1314687.43        | $1025799.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA9291 | 2051-02-01      | 2.5000%  | 0.0000% | $448651.72         | $366160.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3446 | 2054-11-01      | 6.0000%  | 0.0000% | $104073.50         | $105560.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2288 | 2054-09-01      | 5.0000%  | 0.0000% | $243084.96         | $236256.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL1287 | 2050-09-01      | 3.5000%  | 0.0000% | $10939392.00       | $9832472.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0607 | 2048-01-01      | 3.5000%  | 0.0000% | $3779009.18        | $3441250.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3711 | 2055-05-01      | 6.0000%  | 0.0000% | $1118496.00        | $1152033.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8687 | 2055-03-01      | 5.5000%  | 0.0000% | $788743.53         | $794518.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX0997 | 2054-12-01      | 5.0000%  | 0.0000% | $1356683.68        | $1331865.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | 0.0000% | $1927808.00        | $1988994.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKCA4239 | 2048-09-01      | 3.5000%  | 0.0000% | $1158698.75        | $1023202.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $50985.95          | $46163.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9896 | 2053-10-01      | 7.0000%  | 0.0000% | $142920.91         | $150444.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX6470 | 2053-02-01      | 7.0000%  | 0.0000% | $1889984.89        | $2001064.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  | 0.0000% | $109629.69         | $90575.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3022 | 2052-02-01      | 2.0000%  | 0.0000% | $302599.31         | $235473.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5770 | 2055-02-01      | 6.0000%  | 0.0000% | $890738.27         | $910343.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLBU5169 | 2054-10-01      | 7.5000%  | 0.0000% | $1406778.32        | $1497198.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  | 0.0000% | $3780778.00        | $2940542.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ7041 | 2052-01-01      | 2.0000%  | 0.0000% | $30738359.35       | $23907500.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP2809 | 2050-05-01      | 2.5000%  | 0.0000% | $2324.26           | $1920.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE0227 | 2055-06-01      | 5.0000%  | 0.0000% | $2379145.00        | $2310303.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6245 | 2055-04-01      | 6.0000%  | 0.0000% | $616841.20         | $636550.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD2888 | 2055-01-01      | 7.0000%  | 0.0000% | $730704.29         | $768078.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2331 | 2055-03-01      | 5.5000%  | 0.0000% | $2269010.89        | $2254145.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2061 | 2054-09-01      | 7.0000%  | 0.0000% | $680099.86         | $713683.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8259 | 2054-11-01      | 7.0000%  | 0.0000% | $663775.90         | $700307.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6619 | 2054-06-01      | 5.5000%  | 0.0000% | $1122990.88        | $1119446.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2662 | 2053-10-01      | 7.0000%  | 0.0000% | $1072434.38        | $1132928.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAX0943 | 2044-08-01      | 5.0000%  | 0.0000% | $40715.57          | $40035.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW4181 | 2029-05-01      | 3.5000%  | 0.0000% | $711.40            | $702.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $5878.77           | $5193.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL257072 | 2038-02-01      | 5.5000%  | 0.0000% | $16236.17          | $16575.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0004 | 2037-04-01      | 3.0000%  | 0.0000% | $249950.57         | $235910.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3576 | 2050-09-01      | 2.0000%  | 0.0000% | $17280929.93       | $13437117.33       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQE1478 | 2052-03-01      | 2.0000%  | 0.0000% | $42834.87          | $33315.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD6549 | 2052-02-01      | 2.0000%  | 0.0000% | $33659.17          | $26178.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2708 | 2036-08-01      | 3.5000%  | 0.0000% | $35293.14          | $34004.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB6480 | 2050-12-01      | 2.0000%  | 0.0000% | $481883.33         | $374804.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  | 0.0000% | $40102.52          | $32770.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $28906.04          | $23640.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $39911.19          | $34305.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX8230 | 2053-04-01      | 5.0000%  | 0.0000% | $316017.33         | $307425.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $156895.78         | $123571.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0242 | 2037-05-01      | 2.5000%  | 0.0000% | $125251.75         | $115817.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $780424.86         | $665286.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $814943.10         | $666841.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3487 | 2054-10-01      | 5.0000%  | 0.0000% | $593850.86         | $580579.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9944 | 2051-11-01      | 2.5000%  | 0.0000% | $6619878.82        | $5402548.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $8974.87           | $8494.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2729 | 2050-06-01      | 2.5000%  | 0.0000% | $530866.37         | $439673.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5666 | 2053-01-01      | 6.0000%  | 0.0000% | $353544.91         | $358923.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1573 | 2049-10-01      | 3.5000%  | 0.0000% | $69637.40          | $62646.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $13478.01          | $12073.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5359 | 2055-04-01      | 6.5000%  | 0.0000% | $898731.24         | $934536.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8017 | 2055-05-01      | 5.5000%  | 0.0000% | $613885.05         | $612107.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1884 | 2051-09-01      | 3.5000%  | 0.0000% | $26102.36          | $23396.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4350 | 2055-05-01      | 5.5000%  | 0.0000% | $5085792.00        | $5052472.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7506 | 2052-07-01      | 4.5000%  | 0.0000% | $1012241.38        | $958441.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $17372.12          | $16613.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3586 | 2055-01-01      | 6.0000%  | 0.0000% | $2350190.28        | $2414957.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  | 0.0000% | $977353.34         | $977436.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7443 | 2054-12-01      | 5.5000%  | 0.0000% | $4620334.29        | $4614626.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5409 | 2044-06-01      | 5.0000%  | 0.0000% | $136832.27         | $136105.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $133727.80         | $137932.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $45305308.33       | $45059869.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $14569.97          | $13403.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $109704441.14      | $80844749.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $2468481.36        | $1925075.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2321 | 2035-07-01      | 3.5000%  | 0.0000% | $50869.73          | $49264.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $53961.47          | $49674.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  | 0.0000% | $2234.49           | $2220.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | 0.0000% | $34566188.53       | $36044242.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0751 | 2052-03-01      | 3.0000%  | 0.0000% | $112902.19         | $97031.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  | 0.0000% | $27233.45          | $22226.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5848 | 2051-02-01      | 2.0000%  | 0.0000% | $1110666.18        | $869766.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $3333161.66        | $3380780.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7451 | 2054-06-01      | 6.0000%  | 0.0000% | $950590.39         | $964215.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI3965 | 2054-04-01      | 6.5000%  | 0.0000% | $6593923.94        | $6813100.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $18793653.07       | $14731181.52       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6765 | 2052-02-01      | 2.5000%  | 0.0000% | $3957340.40        | $3263408.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $3826260.25        | $2991699.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4116 | 2052-12-01      | 4.5000%  | 0.0000% | $12091757.99       | $11451269.67       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW8390 | 2052-09-01      | 5.5000%  | 0.0000% | $619303.91         | $617645.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  | 0.0000% | $2339900.17        | $2152533.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM0037 | 2034-12-01      | 3.0000%  | 0.0000% | $59387.25          | $57398.05          | Agency Mortgage-Backed Securities         |

### Security 140: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.380000%
- **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: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.38_0606
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 2023-15O FA     | 2073-06-20      | 5.4283%  | 0.0000% | $1231293.37        | $1247400.96        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4499DA 01/15/44 | 2044-01-15      | 3.5000%  | 0.0000% | $3414869.12        | $3302022.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  | 0.0000% | $187267.56         | $177334.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $193130.22         | $182253.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9672 | 2043-06-01      | 3.5000%  | 0.0000% | $548291.98         | $505631.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL887780 | 2036-03-01      | 5.0000%  | 0.0000% | $45426.00          | $44872.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9074 | 2052-06-01      | 3.0000%  | 0.0000% | $3186826.03        | $2720149.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX0067 | 2054-11-01      | 6.0000%  | 0.0000% | $144851.37         | $148127.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $5289.33           | $4860.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $10099.13          | $10528.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5701 | 2052-12-01      | 4.0000%  | 0.0000% | $273540.95         | $251634.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | 0.0000% | $33698.06          | $28932.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $15327.64          | $15847.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | 0.0000% | $314171.24         | $314087.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIFS4463 | 2037-08-01      | 1.5000%  | 0.0000% | $745364.26         | $653964.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  | 0.0000% | $139892.90         | $124836.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8326 | 2051-08-01      | 2.5000%  | 0.0000% | $7016794.77        | $5822472.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8194 | 2051-07-01      | 2.0000%  | 0.0000% | $165989.25         | $129030.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $251727.27         | $234729.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $936049.59         | $739016.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIFA0426 | 2040-02-01      | 5.5000%  | 0.0000% | $804484.40         | $819199.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $38045.03          | $36999.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5043 | 2052-10-01      | 4.5000%  | 0.0000% | $1097800.90        | $1037696.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $2950384.39        | $2933713.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3665 | 2052-05-01      | 2.5000%  | 0.0000% | $82312.70          | $67137.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  | 0.0000% | $20480.45          | $18960.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2890 | 2052-02-01      | 3.0000%  | 0.0000% | $10949.81          | $9406.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2937 | 2049-01-01      | 4.0000%  | 0.0000% | $5977.71           | $5577.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3520 | 2053-06-01      | 5.5000%  | 0.0000% | $19778.54          | $19685.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX5931 | 2053-01-01      | 6.0000%  | 0.0000% | $471093.10         | $478546.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW7265 | 2052-11-01      | 6.0000%  | 0.0000% | $538621.54         | $547323.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBW1732 | 2052-05-01      | 2.0000%  | 0.0000% | $209071.54         | $162609.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBV7548 | 2037-07-01      | 3.0000%  | 0.0000% | $52908.01          | $49928.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  | 0.0000% | $51918.69          | $40359.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO6594 | 2051-04-01      | 2.5000%  | 0.0000% | $12820.63          | $10598.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBN9135 | 2051-04-01      | 2.5000%  | 0.0000% | $3914.75           | $3195.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7231 | 2054-12-01      | 5.5000%  | 0.0000% | $1951546.14        | $1946666.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $341327.42         | $293262.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0691 | 2055-06-01      | 6.0000%  | 0.0000% | $182541.52         | $186424.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7758 | 2055-05-01      | 5.0000%  | 0.0000% | $1056069.51        | $1028475.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4298 | 2055-03-01      | 6.0000%  | 0.0000% | $2014544.35        | $2043927.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3075 | 2055-03-01      | 5.5000%  | 0.0000% | $204634.26         | $205373.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6143 | 2054-07-01      | 6.0000%  | 0.0000% | $5924.73           | $6009.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5591 | 2052-06-01      | 2.0000%  | 0.0000% | $11985.18          | $9362.25           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3475 | 2053-08-01      | 5.5000%  | 0.0000% | $22731.64          | $22786.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8294 | 2039-04-01      | 5.5000%  | 0.0000% | $33230.41          | $33854.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB1388 | 2038-01-01      | 2.5000%  | 0.0000% | $3164.86           | $2924.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $621.14            | $632.34            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08836 G | 2048-09-01      | 4.0000%  | 0.0000% | $76596.83          | $71641.11          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  | 0.0000% | $1479.28           | $1343.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC2090 | 2054-11-01      | 5.0000%  | 0.0000% | $141794.79         | $139150.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  | 0.0000% | $22599.27          | $20121.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7189 | 2046-05-01      | 4.0000%  | 0.0000% | $63422.51          | $58885.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAS6053 | 2035-10-01      | 4.0000%  | 0.0000% | $3270.06           | $3231.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  | 0.0000% | $32.64             | $32.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL8051 | 2034-05-01      | 4.0000%  | 0.0000% | $15878.28          | $15630.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIQO3339 | 2040-04-01      | 5.5000%  | 0.0000% | $137371.94         | $140299.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4859 | 2054-04-01      | 5.0000%  | 0.0000% | $388756.44         | $379374.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6101 | 2051-06-01      | 2.5000%  | 0.0000% | $452375.24         | $362338.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5204 | 2051-05-01      | 2.0000%  | 0.0000% | $236331.44         | $183709.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1879 | 2054-08-01      | 7.0000%  | 0.0000% | $254025.91         | $268072.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH1633 | 2053-09-01      | 5.0000%  | 0.0000% | $63512.04          | $61984.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2194 | 2053-04-01      | 6.0000%  | 0.0000% | $23728.99          | $24484.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD7144 | 2052-01-01      | 2.0000%  | 0.0000% | $418288.53         | $325330.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD1841 | 2051-11-01      | 2.0000%  | 0.0000% | $530285.66         | $412620.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB6579 | 2050-12-01      | 2.0000%  | 0.0000% | $706410.65         | $549491.49         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61799 G | 2047-08-01      | 4.0000%  | 0.0000% | $1163982.64        | $1089085.27        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G60081 G | 2045-06-01      | 4.0000%  | 0.0000% | $428159.96         | $402683.68         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q42921 G | 2046-09-01      | 3.5000%  | 0.0000% | $8380.27           | $7633.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $145.41            | $124.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA3360 | 2038-05-01      | 3.5000%  | 0.0000% | $9708.82           | $9298.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $98.14             | $83.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8438 | 2051-08-01      | 2.5000%  | 0.0000% | $21232055.59       | $17541200.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4737 | 2048-06-01      | 3.5000%  | 0.0000% | $8320.24           | $7536.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $3494.74           | $3390.06           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A53165 G | 2036-10-01      | 6.0000%  | 0.0000% | $2069.77           | $2142.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815 | 2052-07-01      | 2.5000%  | 0.0000% | $72719.40          | $59313.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5917 | 2049-04-01      | 4.0000%  | 0.0000% | $3244878.93        | $3032719.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT0240 | 2051-09-01      | 2.0000%  | 0.0000% | $1040580.55        | $812211.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE2352 | 2052-05-01      | 2.5000%  | 0.0000% | $6318.93           | $5153.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3743 | 2052-03-01      | 2.0000%  | 0.0000% | $14345.59          | $11166.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3572 | 2053-08-01      | 5.5000%  | 0.0000% | $17287.50          | $17323.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $1225939.99        | $1065584.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU6919 | 2052-04-01      | 2.0000%  | 0.0000% | $209884.99         | $163594.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2850 | 2052-02-01      | 2.0000%  | 0.0000% | $4369376.24        | $3398357.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3876 | 2054-10-01      | 5.5000%  | 0.0000% | $2610574.64        | $2608633.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8876 | 2052-09-01      | 4.0000%  | 0.0000% | $182781.56         | $170452.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5646 | 2053-02-01      | 5.5000%  | 0.0000% | $5565016.63        | $5545959.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS7637 | 2035-09-01      | 3.5000%  | 0.0000% | $93738.60          | $92251.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $5610.61           | $5547.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $9671.12           | $9190.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8001 | 2052-08-01      | 4.5000%  | 0.0000% | $58927.07          | $55998.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8984 | 2047-03-01      | 4.5000%  | 0.0000% | $11056.69          | $10641.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $6137979.50        | $5012954.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $104.86            | $97.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5021 | 2055-03-01      | 5.5000%  | 0.0000% | $169571.63         | $169385.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8516 | 2055-05-01      | 6.5000%  | 0.0000% | $964885.57         | $1000472.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY3202 | 2055-05-01      | 6.5000%  | 0.0000% | $154712.09         | $161185.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4316 | 2049-10-01      | 3.5000%  | 0.0000% | $8132.88           | $7381.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $49541275.83       | $50249038.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0264 | 2055-04-01      | 6.0000%  | 0.0000% | $22478550.92       | $22946764.14       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8376 | 2040-04-01      | 4.0000%  | 0.0000% | $31553.88          | $30610.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8703 | 2054-11-01      | 5.0000%  | 0.0000% | $3711006.65        | $3602525.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0047 | 2055-04-01      | 6.5000%  | 0.0000% | $1672348.61        | $1729024.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2702 | 2055-01-01      | 5.5000%  | 0.0000% | $1277665.62        | $1276087.14        | Agency Mortgage-Backed Securities         |

### Security 141: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.360000%
- **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: 963FRH006, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 963FRH006_4.36_0602
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2022-034 NP     | 2052-02-20      | 3.0000%  | 0.0000% | $46889.41          | $43081.56          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-16O FE     | 2073-05-20      | 5.0283%  | 0.0000% | $413242.03         | $413580.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $146666.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-193 BE     | 2049-11-20      | 1.5000%  | 0.0000% | $1788988.56        | $1460428.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-155 EB     | 2051-09-20      | 2.0000%  | 0.0000% | $1416048.86        | $1223666.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5724%  | 0.0000% | $106116.65         | $76492.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5644%  | 0.0000% | $100000.00         | $91630.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.7904%  | 0.0000% | $250000.00         | $204471.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.7068%  | 0.0000% | $100000.00         | $97634.86          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-087 ML     | 2051-05-20      | 2.0000%  | 0.0000% | $1080877.98        | $921840.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-11 JC      | 2036-09-20      | 3.0000%  | 0.0000% | $792467.55         | $747445.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-86 WC      | 2049-03-20      | 2.0000%  | 0.0000% | $92941.54          | $78931.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-023 LE     | 2048-07-20      | 3.5000%  | 0.0000% | $28426.29          | $26321.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7783%  | 0.0000% | $183365.56         | $181961.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.7134%  | 0.0000% | $588538.75         | $594131.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-3O FT      | 2069-08-20      | 4.5400%  | 0.0000% | $80360.25          | $80283.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FD      | 2068-05-01      | 4.7334%  | 0.0000% | $58351.17          | $58129.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.83            | $153.83            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1316.82           | $1171.96           | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4363FA 06/15/41 | 2041-06-15      | 4.8202%  | 0.0000% | $92018.56          | $90786.47          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4228GU 07/15/33 | 2033-07-15      | 3.0000%  | 0.0000% | $729863.97         | $690560.55         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $4996.41           | $4784.75           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5434916.69        | $5533894.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035KY R25F035 | 2046-04-25      | 3.5000%  | 0.0000% | $11852138.00       | $10005829.06       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035KA R25F035 | 2046-04-25      | 3.5000%  | 0.0000% | $318151.15         | $306886.83         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $26289.55          | $26048.59          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042CP R24F042 | 2051-06-25      | 5.5000%  | 0.0000% | $1613468.04        | $1624542.16        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9317.38           | $7075.61           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4494LD 12/15/43 | 2043-12-15      | 2.5000%  | 0.0000% | $26312.86          | $25291.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-073 KA     | 2051-03-20      | 2.0000%  | 0.0000% | $1838975.63        | $1575084.67        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9670.35           | $6532.46           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC009GP R21F009 | 2051-03-25      | 1.0000%  | 0.0000% | $1392907.29        | $1032507.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $3132.55           | $3063.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL041GC R24F041 | 2048-01-25      | 5.5000%  | 0.0000% | $17757.53          | $17724.45          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9698.53           | $8512.30           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3674HJ 04/15/40 | 2040-04-15      | 5.5000%  | 0.0000% | $112448.14         | $113970.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-129 EB     | 2046-03-20      | 0.7500%  | 0.0000% | $908140.04         | $826678.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-036 D      | 2052-02-20      | 1.5146%  | 0.0000% | $604876.43         | $506025.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-49 DA      | 2047-06-20      | 2.5000%  | 0.0000% | $36316.69          | $31762.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-2O FB      | 2063-12-20      | 5.0834%  | 0.0000% | $91327.63          | $91419.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-19 KE      | 2034-03-16      | 5.0000%  | 0.0000% | $4230.41           | $4224.01           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4191GE 04/15/33 | 2033-04-15      | 2.5000%  | 0.0000% | $256612.26         | $241007.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $451626.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-024 QD     | 2050-08-20      | 1.2500%  | 0.0000% | $392179.73         | $301068.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H13 FS     | 2063-06-20      | 5.4334%  | 0.0000% | $642910.56         | $645057.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-118 AP     | 2039-12-16      | 3.0000%  | 0.0000% | $35538.51          | $33407.89          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18784.80          | $16964.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $962.86            | $942.13            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $19711.41          | $19238.42          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC076PL R10F076 | 2040-07-25      | 5.0000%  | 0.0000% | $769706.84         | $776296.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC054LD R10F054 | 2040-04-25      | 3.5000%  | 0.0000% | $380.99            | $380.49            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $318.80            | $315.86            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $8410.32           | $8434.82           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3228PM 10/15/36 | 2036-10-15      | 5.5000%  | 0.0000% | $1073150.16        | $1099919.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.8925%  | 0.0000% | $61694.65          | $63932.15          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3033CJ 09/15/35 | 2035-09-15      | 5.5000%  | 0.0000% | $978442.08         | $1001290.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.06              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5622.36           | $5423.18           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $7615.99           | $7532.58           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028KA R04F028 | 2034-05-25      | 6.0000%  | 0.0000% | $73.22             | $72.61             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 5.0365%  | 0.0000% | $47215.10          | $47083.82          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3655.15           | $3543.96           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $41.13             | $41.99             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL042JH R03F042 | 2033-05-25      | 5.5000%  | 0.0000% | $541.21            | $553.47            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $45.90             | $46.99             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $95.09             | $96.01             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $11.97             | $12.06             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $74.62             | $76.07             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $39.79             | $40.22             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4399.86           | $4413.53           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-02 JC      | 2033-11-16      | 5.5000%  | 0.0000% | $874366.49         | $876586.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1421.58           | $1419.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-83 AP      | 2045-10-20      | 3.0000%  | 0.0000% | $848.92            | $835.84            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5532FB 04/25/55 | 2055-04-25      | 5.8220%  | 0.0000% | $1450441.82        | $1438464.95        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5501NJ 01/25/51 | 2051-01-25      | 5.5000%  | 0.0000% | $23250.53          | $23384.95          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $3009111.78        | $3065699.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492HV 12/25/35 | 2035-12-25      | 5.0000%  | 0.0000% | $2031847.94        | $2024892.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5429BV 04/25/35 | 2035-04-25      | 6.0000%  | 0.0000% | $3474487.70        | $3594747.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $3757266.44        | $3810511.91        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2357%  | 0.0000% | $635228.53         | $638577.56         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $404744.20         | $412343.82         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5173AB 12/25/48 | 2048-12-25      | 2.5000%  | 0.0000% | $932987.89         | $810371.72         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3737DG 10/15/30 | 2030-10-15      | 5.0000%  | 0.0000% | $355.43            | $356.14            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4984CA 06/25/35 | 2035-06-25      | 1.2500%  | 0.0000% | $887259.72         | $787627.50         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2465.83           | $2022.63           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4863HA 04/15/48 | 2048-04-15      | 3.5000%  | 0.0000% | $30696.09          | $29613.14          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4860CA 08/15/47 | 2047-08-15      | 3.5000%  | 0.0000% | $5794.00           | $5536.83           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4747HE 02/15/45 | 2045-02-15      | 3.0000%  | 0.0000% | $25492.05          | $25089.45          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $14360.25          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4764QV 06/15/40 | 2040-06-15      | 3.5000%  | 0.0000% | $409657.97         | $407313.27         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40 | 2040-07-15      | 4.8902%  | 0.0000% | $99156.38          | $98513.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4406.39           | $3897.31           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-058 P      | 2044-02-20      | 2.5000%  | 0.0000% | $1201054.14        | $1103449.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $67538.03          | $61696.58          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.85              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $11.39             | $11.35             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-116 KB     | 2040-09-20      | 4.0000%  | 0.0000% | $35000.00          | $31257.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-20O PT     | 2066-09-20      | 7.9282%  | 0.0000% | $254930.52         | $263767.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-7O FG      | 2067-02-20      | 4.8934%  | 0.0000% | $96567.14          | $96415.06          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $294894.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-076 GD     | 2039-09-16      | 4.5000%  | 0.0000% | $19000.00          | $18897.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2014-14O DF     | 2064-07-20      | 4.9334%  | 0.0000% | $61220.52          | $61174.01          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-0O FC      | 2067-04-20      | 5.0419%  | 0.0000% | $318748.17         | $319651.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2340.17           | $2194.85           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H08 BF     | 2063-03-20      | 4.8334%  | 0.0000% | $648202.72         | $643307.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.9334%  | 0.0000% | $5030.47           | $5025.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-28 AB      | 2035-04-20      | 5.5000%  | 0.0000% | $422999.98         | $429748.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 HB     | 2055-03-20      | 5.0000%  | 0.0000% | $959023.98         | $956636.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0556%  | 0.0000% | $10301524.02       | $9188063.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1708821.88        | $1695591.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CL     | 2055-02-20      | 5.0000%  | 0.0000% | $555677.00         | $518613.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-203 LM     | 2054-12-20      | 5.0000%  | 0.0000% | $1475991.00        | $1377485.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $169923.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5431%  | 0.0000% | $142741.28         | $136526.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028YG R13F028 | 2042-07-25      | 2.0000%  | 0.0000% | $27910.32          | $25111.17          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $28814.76          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2254.30           | $1979.16           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2466DH 06/15/32 | 2032-06-15      | 6.5000%  | 0.0000% | $241.16            | $252.01            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5176PC 07/25/51 | 2051-07-25      | 1.5000%  | 0.0000% | $1362143.46        | $1133980.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H10 FS     | 2063-04-20      | 5.4334%  | 0.0000% | $74976.35          | $75455.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083BA R08F083 | 2038-09-25      | 5.5000%  | 0.0000% | $256970.05         | $260451.11         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1497.60           | $1449.04           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5431%  | 0.0000% | $40030.52          | $38287.50          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $98851.46          | $95965.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014MA R24F014 | 2051-10-25      | 2.0000%  | 0.0000% | $1785254.56        | $1488640.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-027 P      | 2055-02-20      | 6.5000%  | 0.0000% | $9138702.95        | $9457142.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $86321.49          | $85754.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029A R25F029  | 2050-06-25      | 5.5000%  | 0.0000% | $2245236.87        | $2262279.46        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $5106.39           | $5184.43           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $455130.27         | $466175.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-H20 AF     | 2060-10-20      | 4.7634%  | 0.0000% | $59405.98          | $59212.85          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3314.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $5745.71           | $5694.79           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $6580425.65        | $6721651.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019HA R14F019 | 2040-06-25      | 2.0000%  | 0.0000% | $1047.75           | $1022.99           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $3734119.00        | $3854689.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $5413.60           | $5324.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1357.25           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $282.84            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $9158.84           | $8774.27           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3012.85           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $31.13             | $31.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2191541.72        | $2271316.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $841363.10         | $883888.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $339389.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 CD     | 2053-03-20      | 5.5000%  | 0.0000% | $1097577.52        | $1103513.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB     | 2053-04-20      | 5.1783%  | 0.0000% | $3040201.55        | $3014987.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1536501.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4744%  | 0.0000% | $123789.70         | $110344.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $10183.51          | $10164.66          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2451.93           | $2355.86           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $14092.14          | $13720.72          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $232803.78         | $242059.80         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5185AE 01/25/52 | 2052-01-25      | 1.7500%  | 0.0000% | $1651206.48        | $1393449.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5196ME 02/25/52 | 2052-02-25      | 1.7500%  | 0.0000% | $1353194.66        | $1179487.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL089EB R14F089 | 2045-01-25      | 3.0000%  | 0.0000% | $793579.00         | $659635.30         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 A      | 2052-01-20      | 3.0000%  | 0.0000% | $4686177.01        | $4446477.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6390%  | 0.0000% | $100000.00         | $92480.69          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL017PD R01F017 | 2031-05-25      | 6.0000%  | 0.0000% | $237.45            | $241.91            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-186 DB     | 2053-12-20      | 7.0000%  | 0.0000% | $376087.47         | $393633.78         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1247.38           | $1281.23           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $4075751.72        | $3550642.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2357%  | 0.0000% | $1668442.90        | $1675277.13        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426CF 12/15/50 | 2050-12-15      | 5.2357%  | 0.0000% | $1116223.36        | $1118131.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL104AC R24F104 | 2052-03-25      | 5.0000%  | 0.0000% | $932437.05         | $925175.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-29 CB      | 2048-10-20      | 3.0000%  | 0.0000% | $12756.42          | $11469.51          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 GB     | 2054-04-20      | 5.2500%  | 0.0000% | $1077588.22        | $1077186.46        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL021GD R24F021 | 2050-04-25      | 6.0000%  | 0.0000% | $5043850.34        | $5138277.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014MB R24F014 | 2051-10-25      | 2.0000%  | 0.0000% | $1329530.84        | $1108633.43        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL090AY R22F090 | 2041-12-25      | 4.5000%  | 0.0000% | $940000.00         | $897714.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL083BM R21F083 | 2051-12-25      | 2.0000%  | 0.0000% | $2209703.00        | $1189308.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL096LY R20F096 | 2051-01-25      | 5.0000%  | 0.0000% | $90533.51          | $88080.21          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL070BA R20F070 | 2044-07-25      | 2.0000%  | 0.0000% | $474888.39         | $428417.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC047AJ R20F047 | 2045-07-25      | 2.0000%  | 0.0000% | $837718.35         | $753413.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027WF R18F027 | 2058-05-25      | 4.8002%  | 0.0000% | $403557.10         | $396960.29         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066JE R17F066 | 2055-06-25      | 3.0000%  | 0.0000% | $518422.22         | $488434.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC001B  R17F001 | 2046-02-25      | 3.0000%  | 0.0000% | $14073.74          | $13231.00          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC038NA R16F038 | 2046-01-25      | 3.0000%  | 0.0000% | $25389.80          | $23335.56          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL005EP R15F005 | 2043-06-25      | 2.0000%  | 0.0000% | $3733.41           | $3567.11           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL061PG R14F061 | 2044-04-25      | 3.5000%  | 0.0000% | $153598.92         | $148462.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC086LC R13F086 | 2043-02-25      | 3.0000%  | 0.0000% | $72134.22          | $67346.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1745.56           | $1680.79           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL031NT R13F031 | 2043-04-25      | 3.0000%  | 0.0000% | $1097.38           | $1035.87           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $111248.48         | $106568.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020CA R13F020 | 2043-01-25      | 2.5000%  | 0.0000% | $39632.40          | $34604.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019UD R13F019 | 2041-09-25      | 1.7500%  | 0.0000% | $19854.11          | $19404.87          | Agency Collateralized Mortgage Obligation |
| FCSB 4 1/8 FCSB 27 EP     | 2027-01-25      | 4.1250%  | 0.0000% | $6000.00           | $6096.35           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 26 FP     | 2026-01-22      | 4.1250%  | 0.0000% | $300000.00         | $304073.90         | Agency Debentures and Agency Strips       |
| FCSB 4.50 FCDB 26 B       | 2026-08-14      | 4.5000%  | 0.0000% | $57000.00          | $57985.53          | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 29 DC     | 2029-02-13      | 4.1250%  | 0.0000% | $7000.00           | $7084.56           | Agency Debentures and Agency Strips       |
| TVDB 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  | 0.0000% | $474000.00         | $486406.24         | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $50000.00          | $51030.81          | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1014.36           | Agency Debentures and Agency Strips       |
| TVDB 1.500 TVBD 31 A      | 2031-09-15      | 1.5000%  | 0.0000% | $40000.00          | $33814.60          | Agency Debentures and Agency Strips       |
| FCSB 5.37 FCOR 25-38 BF   | 2038-04-08      | 5.3700%  | 0.0000% | $1038000.00        | $1023858.98        | Agency Debentures and Agency Strips       |
| FCSB 5.18 FCOR 24-30 GF   | 2030-08-15      | 5.1800%  | 0.0000% | $3000.00           | $3041.36           | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $19000.00          | $21947.29          | Agency Debentures and Agency Strips       |
| FCSB 4.44 FCOR 23-42 M    | 2042-04-14      | 4.4400%  | 0.0000% | $683000.00         | $613865.60         | Agency Debentures and Agency Strips       |
| FCSB 0.60 FCOR 21-25 KI   | 2025-11-24      | 0.6000%  | 0.0000% | $5000.00           | $4909.48           | Agency Debentures and Agency Strips       |
| FCSB 5.09 FCSB 27 D       | 2027-12-06      | 5.0900%  | 0.0000% | $5000.00           | $5248.96           | Agency Debentures and Agency Strips       |
| FHLB 5.00 FHOR 23-32 GX   | 2032-09-01      | 5.0000%  | 0.0000% | $50000.00          | $50073.71          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $30000.00          | $29193.03          | Agency Debentures and Agency Strips       |
| REFC RFIN 10/15/28        | 2028-10-15      | 0.0000%  | 0.0000% | $10000.00          | $8706.80           | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $2489000.00        | $2043683.05        | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 48 A      | 2048-01-15      | 4.8750%  | 0.0000% | $28000.00          | $26392.56          | Agency Debentures and Agency Strips       |
| FCSB 4.30 FCSB 28 J       | 2028-11-24      | 4.3000%  | 0.0000% | $4000.00           | $4043.15           | Agency Debentures and Agency Strips       |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11424.56          | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 25-30 GX   | 2030-08-12      | 5.0000%  | 0.0000% | $3000.00           | $3028.92           | Agency Debentures and Agency Strips       |
| FCSB 2.73 FCSB 27 BT      | 2027-12-20      | 2.7300%  | 0.0000% | $5000.00           | $4900.62           | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $12000.00          | $10265.99          | Agency Debentures and Agency Strips       |
| FCSB 4.83 FCOR 25-28 JW   | 2028-11-06      | 4.8300%  | 0.0000% | $31000.00          | $31071.73          | Agency Debentures and Agency Strips       |
| FCSB 4.25 FCSB 25 EP      | 2025-09-30      | 4.2500%  | 0.0000% | $5000.00           | $5031.87           | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  | 0.0000% | $7000.00           | $6810.75           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CV   | 2032-08-16      | 4.7000%  | 0.0000% | $13000.00          | $12927.34          | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $5000.00           | $4987.80           | Agency Debentures and Agency Strips       |
| FCSB 2.23 FCOR 21-36 BD   | 2036-09-29      | 2.2300%  | 0.0000% | $522000.00         | $397924.57         | Agency Debentures and Agency Strips       |
| FCSB 2.43 FCSB 37 W       | 2037-01-29      | 2.4300%  | 0.0000% | $10000.00          | $7847.48           | Agency Debentures and Agency Strips       |
| FCSB 2.20 FCOR 24-29 DQ   | 2029-11-26      | 2.2000%  | 0.0000% | $10000.00          | $9213.14           | Agency Debentures and Agency Strips       |
| FCSB 1.66 FCSB 27 CH      | 2027-09-09      | 1.6600%  | 0.0000% | $25000.00          | $23783.38          | Agency Debentures and Agency Strips       |
| FCSB 3.50 FCSB 39 M       | 2039-02-28      | 3.5000%  | 0.0000% | $20000.00          | $17178.69          | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4136.71           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $793000.00         | $650556.71         | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $30000.00          | $24261.95          | Agency Debentures and Agency Strips       |
| TVDB 4.625 TVBD 60 A      | 2060-09-15      | 4.6250%  | 0.0000% | $36000.00          | $30842.48          | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $296000.00         | $317971.59         | Agency Debentures and Agency Strips       |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $15000.00          | $14727.47          | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $28000.00          | $31926.15          | Agency Debentures and Agency Strips       |
| TVDB 5.880 TVBD 36 C      | 2036-04-01      | 5.8800%  | 0.0000% | $575000.00         | $629149.28         | Agency Debentures and Agency Strips       |
| TVDB 6.15 TVBD 38 B       | 2038-01-15      | 6.1500%  | 0.0000% | $26000.00          | $29341.33          | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $15000.00          | $15215.75          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $23000.00          | $18693.85          | Agency Debentures and Agency Strips       |
| REFC RFIN 10/15/29        | 2029-10-15      | 0.0000%  | 0.0000% | $16000.00          | $13278.06          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $847.75            | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6160.84           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $1000.00           | $915.78            | Agency Debentures and Agency Strips       |
| FCSB 3.30 FCSB 26 M       | 2026-11-25      | 3.3000%  | 0.0000% | $3000.00           | $2966.63           | Agency Debentures and Agency Strips       |
| FCSB 4.60 FCSB 37 C       | 2037-06-08      | 4.6000%  | 0.0000% | $4000.00           | $3992.39           | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 29 G       | 2029-01-16      | 4.7500%  | 0.0000% | $5000.00           | $5192.65           | Agency Debentures and Agency Strips       |
| FHLB 4.875 FHOR 26-31 ZF  | 2031-04-24      | 4.8750%  | 0.0000% | $2755000.00        | $2758148.97        | Agency Debentures and Agency Strips       |
| FHLB 5.17 FHOR 28-33 GY   | 2033-09-27      | 5.1700%  | 0.0000% | $35000.00          | $35749.82          | Agency Debentures and Agency Strips       |
| FHLB 3.375 FHLB 32 GY     | 2032-09-10      | 3.3750%  | 0.0000% | $20000.00          | $18932.20          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-26 7E        | 2026-12-22      | 2.2500%  | 0.0000% | $100000.00         | $98835.50          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-26 PR        | 2026-09-09      | 1.4000%  | 0.0000% | $135000.00         | $131529.15         | Agency Debentures and Agency Strips       |
| FHLB 3.25 FHOR 22-34 AH   | 2034-06-06      | 3.2500%  | 0.0000% | $40000.00          | $36028.65          | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  | 0.0000% | $10000.00          | $9923.23           | Agency Debentures and Agency Strips       |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  | 0.0000% | $1947000.00        | $1615606.97        | Agency Debentures and Agency Strips       |
| FCSB 1.94 FCSB 28 CO      | 2028-11-13      | 1.9400%  | 0.0000% | $5000.00           | $4669.08           | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCSB 38 Q       | 2038-02-16      | 3.4400%  | 0.0000% | $25000.00          | $21701.69          | Agency Debentures and Agency Strips       |
| FCSB 3.43 FCSB 28 CG      | 2028-12-06      | 3.4300%  | 0.0000% | $7000.00           | $6984.62           | Agency Debentures and Agency Strips       |
| FCSB 2.35 FCSB 25 CA      | 2025-06-16      | 2.3500%  | 0.0000% | $4000.00           | $4038.38           | Agency Debentures and Agency Strips       |
| FCSB 2.55 FCSB 28 AU      | 2028-02-28      | 2.5500%  | 0.0000% | $5000.00           | $4838.23           | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7801.25           | Agency Debentures and Agency Strips       |
| FCSB 3.05 FCSB 32 I       | 2032-07-19      | 3.0500%  | 0.0000% | $5000.00           | $4645.74           | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  | 0.0000% | $25000.00          | $24540.37          | Agency Debentures and Agency Strips       |
| FCSB 4.93 FCSB 28 E       | 2028-02-01      | 4.9300%  | 0.0000% | $9000.00           | $9341.61           | Agency Debentures and Agency Strips       |
| FCSB 5.20 FCSB 31 D       | 2031-12-26      | 5.2000%  | 0.0000% | $5000.00           | $5360.54           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $20000.00          | $17683.71          | Agency Debentures and Agency Strips       |
| FCSB 5.41 FCSB 36 A       | 2036-04-17      | 5.4100%  | 0.0000% | $7000.00           | $7377.87           | Agency Debentures and Agency Strips       |
| TVDB 3.875 TVBD 28 A      | 2028-03-15      | 3.8750%  | 0.0000% | $11000.00          | $11060.53          | Agency Debentures and Agency Strips       |
| FCSB 4 7/8 FCSB 26 FG     | 2026-04-20      | 4.8750%  | 0.0000% | $18000.00          | $18204.38          | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $9000.00           | $10288.14          | Agency Debentures and Agency Strips       |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  | 0.0000% | $361000.00         | $333635.60         | Agency Debentures and Agency Strips       |
| FCSB 4.37 FCOR 22-32 CN   | 2032-05-17      | 4.3700%  | 0.0000% | $5000.00           | $4876.29           | Agency Debentures and Agency Strips       |
| FCSB 3.80 FCOR 23-32 CI   | 2032-04-05      | 3.8000%  | 0.0000% | $2000.00           | $1903.87           | Agency Debentures and Agency Strips       |
| FCSB 2 7/8 FCSB 28 BP     | 2028-01-18      | 2.8750%  | 0.0000% | $22000.00          | $21581.60          | Agency Debentures and Agency Strips       |
| FNMA 0.50 FNSM A 06/25    | 2025-06-17      | 0.5000%  | 0.0000% | $2000.00           | $2000.70           | Agency Debentures and Agency Strips       |
| FNMA FNIN 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $1000.00           | $864.47            | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  | 0.0000% | $39000.00          | $42269.14          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7400.48           | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  | 0.0000% | $10000.00          | $10907.95          | Agency Debentures and Agency Strips       |
| FHLB 5.625 FHLB 36 B      | 2036-03-14      | 5.6250%  | 0.0000% | $10000.00          | $10835.25          | Agency Debentures and Agency Strips       |
| FCSB 4.55 FCOR 26-30 IB   | 2030-05-20      | 4.5500%  | 0.0000% | $8404000.00        | $8392014.96        | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 30 CS      | 2030-04-01      | 4.0000%  | 0.0000% | $150000.00         | $150629.33         | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1351297.88        | Agency Debentures and Agency Strips       |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  | 0.0000% | $45000.00          | $45139.94          | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1754.23           | Agency Debentures and Agency Strips       |
| FCSB 5.45 FCOR 25-34 DG   | 2034-04-03      | 5.4500%  | 0.0000% | $1756000.00        | $1765635.46        | Agency Debentures and Agency Strips       |
| FCSB 0.70 FCOR 20-26 HG   | 2026-08-13      | 0.7000%  | 0.0000% | $1000.00           | $961.33            | Agency Debentures and Agency Strips       |
| FCSB 5.14 FCOR 25-34 CX   | 2034-10-30      | 5.1400%  | 0.0000% | $13000.00          | $12893.60          | Agency Debentures and Agency Strips       |
| FCSB 5.29 FCOR 25-36 BZ   | 2036-04-07      | 5.2900%  | 0.0000% | $10000.00          | $9801.26           | Agency Debentures and Agency Strips       |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $1233000.00        | $1227134.00        | Agency Debentures and Agency Strips       |
| FCSB 4.58 FCOR 25-27 LE   | 2027-09-20      | 4.5800%  | 0.0000% | $3000.00           | $3021.75           | Agency Debentures and Agency Strips       |
| FCSB 5.49 FCOR 25-39 AS   | 2039-09-19      | 5.4900%  | 0.0000% | $37000.00          | $36914.62          | Agency Debentures and Agency Strips       |
| FCSB 5.28 FCOR 25-33 DZ   | 2033-09-19      | 5.2800%  | 0.0000% | $411000.00         | $411964.34         | Agency Debentures and Agency Strips       |
| FCSB 5.46 FCOR 25-38 BD   | 2038-03-17      | 5.4600%  | 0.0000% | $30000.00          | $30073.55          | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 26 HE     | 2026-09-03      | 3.8750%  | 0.0000% | $63000.00          | $63361.34          | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCOR 23-42 L    | 2042-04-04      | 4.0000%  | 0.0000% | $44000.00          | $36868.14          | Agency Debentures and Agency Strips       |
| FCSB 5.37 FCOR 25-34 CR   | 2034-09-05      | 5.3700%  | 0.0000% | $73000.00          | $73338.66          | Agency Debentures and Agency Strips       |
| FCSB 4.48 FCOR 26-27 MC   | 2027-04-06      | 4.4800%  | 0.0000% | $3000.00           | $3017.67           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 34 BE     | 2034-08-23      | 4.1250%  | 0.0000% | $5000.00           | $4857.77           | Agency Debentures and Agency Strips       |
| FCSB 5.64 FCOR 25-39 AR   | 2039-08-26      | 5.6400%  | 0.0000% | $250000.00         | $251989.67         | Agency Debentures and Agency Strips       |
| FCSB 5.84 FCOR 25-38 BC   | 2038-08-26      | 5.8400%  | 0.0000% | $130000.00         | $130385.70         | Agency Debentures and Agency Strips       |
| FCSB 5.47 FCOR 25-34 CO   | 2034-08-14      | 5.4700%  | 0.0000% | $6000.00           | $6058.91           | Agency Debentures and Agency Strips       |
| FCSB 5.75 FCOR 25-39 AP   | 2039-08-12      | 5.7500%  | 0.0000% | $6000.00           | $6038.08           | Agency Debentures and Agency Strips       |
| FCSB 5.84 FCOR 25-34 CK   | 2034-07-03      | 5.8400%  | 0.0000% | $2000.00           | $2045.18           | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8149.88           | Agency Debentures and Agency Strips       |
| FCSB 6.30 FCOR 25-49 A    | 2049-05-14      | 6.3000%  | 0.0000% | $10000.00          | $9860.17           | Agency Debentures and Agency Strips       |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  | 0.0000% | $2000.00           | $2003.92           | Agency Debentures and Agency Strips       |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  | 0.0000% | $3000.00           | $3035.18           | Agency Debentures and Agency Strips       |
| FNMA 6.00 FNNT A 01/28    | 2028-01-21      | 6.0000%  | 0.0000% | $2000.00           | $2135.42           | Agency Debentures and Agency Strips       |
| FNMA 3.75 FNNT A 25-29    | 2029-09-10      | 3.7500%  | 0.0000% | $7000.00           | $6914.06           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $7000.00           | $7010.07           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $323000.00         | $254919.41         | Agency Debentures and Agency Strips       |
| FNMA 6.16 FNSM GDED 08/28 | 2028-08-07      | 6.1600%  | 0.0000% | $8000.00           | $8670.84           | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 27 GB      | 2027-08-06      | 4.0000%  | 0.0000% | $28000.00          | $28352.65          | Agency Debentures and Agency Strips       |
| FHLB 3.25 FHOR 22-29 NR   | 2029-04-05      | 3.2500%  | 0.0000% | $15000.00          | $14548.73          | Agency Debentures and Agency Strips       |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.4336%  | 0.0000% | $196614.47         | $188331.55         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006 | 2043-02-25      | 3.3844%  | 0.0000% | $404583.53         | $389795.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8486 M     | 2052-12-20      | 3.0000%  | 0.0000% | $194488.25         | $169581.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $3655.64           | $3502.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $26958.66          | $26157.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $7165.31           | $7463.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CNMA5749 | 2035-05-01      | 5.0000%  | 0.0000% | $894380.00         | $902094.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $2579.18           | $2590.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $714.66            | $717.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1765.00           | $1716.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $5683.77           | $5659.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $20946.87          | $19269.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $2441.24           | $2311.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $18231.45          | $14923.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $5147.40           | $5241.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $5384.85           | $4403.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $8686.82           | $8090.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $1505824.49        | $1230186.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $51.12             | $52.74             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 586151 X     | 2034-07-15      | 5.0000%  | 0.0000% | $3035.25           | $3021.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3331 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1377223.70        | $1407465.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1712 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1060895.50        | $1118639.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1709 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1062777.83        | $1116414.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0361 M     | 2055-05-20      | 3.0000%  | 0.0000% | $904574.00         | $788542.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0341 M     | 2040-05-20      | 5.5000%  | 0.0000% | $141960.00         | $144479.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $822306.42         | $732096.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $233761.13         | $203775.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $197537.61         | $200477.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2659 C     | 2065-01-20      | 2.0000%  | 0.0000% | $995.13            | $754.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $64649.20          | $66268.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4476 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1818049.56        | $1881392.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $25975.36          | $25903.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $860.97            | $733.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2183.34           | $2214.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO4900 | 2027-06-01      | 3.0000%  | 0.0000% | $1915.33           | $1891.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $374870.06         | $386456.75         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $41.54             | $41.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 734310 C     | 2041-02-20      | 4.0000%  | 0.0000% | $218741.49         | $204243.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1996.54           | $2083.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004542 M     | 2039-09-20      | 5.5000%  | 0.0000% | $238095.03         | $243125.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $10866.40          | $10838.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $748851.50         | $638755.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $1945160.54        | $1934622.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $9427.42           | $9604.58           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $53205.84          | $54180.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8701 M     | 2030-08-20      | 8.0000%  | 0.0000% | $16311.37          | $16452.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $3166.13           | $3181.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2509.94           | $2441.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2678.93           | $2691.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5074 C     | 2055-05-20      | 6.0000%  | 0.0000% | $89492.00          | $91613.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $823545.00         | $826700.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1899 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1122643.00        | $1188563.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1711 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1001052.37        | $1054929.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0282 M     | 2040-04-20      | 5.0000%  | 0.0000% | $878649.51         | $880597.29         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODD9384 | 2055-05-01      | 3.3010%  | 0.0000% | $1200604.00        | $1107197.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1925 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1268707.00        | $1296565.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI6931 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1654556.57        | $1739163.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8764 C     | 2055-03-20      | 7.5000%  | 0.0000% | $630069.91         | $669318.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $21100.39          | $18769.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP8072 | 2042-09-01      | 3.0000%  | 0.0000% | $40932.80          | $36496.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3229 | 2047-02-01      | 3.5000%  | 0.0000% | $5715.79           | $5284.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $13.74             | $14.20             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $70720.34          | $73313.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1467.59           | $1480.93           | Agency Mortgage-Backed Securities         |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  | 0.0000% | $1118700.00        | $1133956.98        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $5000.00           | $5057.35           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $24400.00          | $23943.54          | U.S. Treasuries (including strips)        |
| USTR 3 NOTE Q 25          | 2025-09-30      | 3.0000%  | 0.0000% | $77000.00          | $77027.11          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $41000.00          | $41994.32          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $950000.00         | $961402.19         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  | 0.0000% | $646600.00         | $652768.38         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE G 26      | 2026-01-31      | 2.6250%  | 0.0000% | $423000.00         | $422023.35         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $8581987.11        | $8449946.75        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $3497500.00        | $3549085.23        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $1048000.00        | $972562.89         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $2812600.00        | $2815400.01        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $15000.00          | $14871.20          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $6715800.00        | $6812548.67        | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $324600.00         | $313988.83         | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BH 25         | 2025-09-30      | 5.0000%  | 0.0000% | $923000.00         | $932235.28         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $461.95            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $78000.00          | $77022.54          | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  | 0.0000% | $581400.00         | $577169.73         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 NOTE BE 25     | 2025-07-31      | 4.7500%  | 0.0000% | $760000.00         | $772315.53         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $10855641.03       | $10281469.26       | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $4700.00           | $4717.96           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $14400.00          | $14783.24          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $222000.00         | $230150.69         | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $95000.00          | $97791.82          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AS 25     | 2025-09-15      | 3.5000%  | 0.0000% | $1320700.00        | $1326589.35        | U.S. Treasuries (including strips)        |
| USTR BILL 07/29/25        | 2025-07-29      | 0.0000%  | 0.0000% | $2953400.00        | $2932608.06        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $1077900.00        | $1100074.31        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $442700.00         | $447049.71         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $105600.00         | $99285.72          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $307100.00         | $307241.16         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | 0.0000% | $22000.00          | $21756.94          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $331400.00         | $318099.34         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $121400.00         | $120214.23         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AJ 26     | 2026-01-15      | 3.8750%  | 0.0000% | $5934400.00        | $6007642.17        | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  | 0.0000% | $846800.00         | $861396.09         | U.S. Treasuries (including strips)        |
| USTR 3 NOTE AQ 25         | 2025-07-15      | 3.0000%  | 0.0000% | $24200.00          | $24423.70          | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $13500.00          | $13314.68          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $1767600.00        | $1712989.03        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $5700.00           | $5251.22           | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $29700.00          | $27568.10          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $122000.00         | $112209.61         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $113100.00         | $105315.29         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $3400.00           | $3136.84           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AD 25     | 2025-09-30      | 0.2500%  | 0.0000% | $1127000.00        | $1111991.56        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  | 0.0000% | $2224500.00        | $2202945.06        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AB 25     | 2025-07-31      | 0.2500%  | 0.0000% | $458800.00         | $455908.56         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $200000.00         | $190908.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $2561900.00        | $2598136.13        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $50000.00          | $51457.20          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $91000.00          | $94160.61          | U.S. Treasuries (including strips)        |
| USTR BILL 06/03/25        | 2025-06-03      | 0.0000%  | 0.0000% | $1906800.00        | $1905903.80        | U.S. Treasuries (including strips)        |
| USTR BILL 06/26/25        | 2025-06-26      | 0.0000%  | 0.0000% | $4044500.00        | $4031719.38        | U.S. Treasuries (including strips)        |
| USTR BILL 06/20/25        | 2025-06-20      | 0.0000%  | 0.0000% | $5331500.00        | $5318331.20        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $1492800.00        | $1466258.02        | U.S. Treasuries (including strips)        |
| USTR BILL 06/12/25        | 2025-06-12      | 0.0000%  | 0.0000% | $572900.00         | $572023.46         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.21             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $4954644.38        | $4926528.77        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $176000.00         | $178483.21         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $493000.00         | $501421.38         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $22500.00          | $23190.46          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $10300.00          | $10321.15          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $116700.00         | $119920.96         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $76000.00          | $77132.84          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $156700.00         | $158882.49         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $732000.00         | $741982.89         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $694900.00         | $685130.90         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $540800.00         | $548118.10         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $65400.00          | $65997.02          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $153000.00         | $158479.67         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $157000.00         | $154844.78         | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $179000.00         | $188295.88         | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $1196300.00        | $1171093.96        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  | 0.0000% | $104000.00         | $103842.40         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $1300.00           | $1322.49           | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $355300.00         | $357592.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $105200.00         | $107463.40         | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $837000.00         | $813357.44         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $70000.00          | $71058.72          | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $117000.00         | $101895.42         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $31000.00          | $31557.12          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $249000.00         | $249994.20         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $241100.00         | $240694.40         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE M 25      | 2025-06-30      | 2.7500%  | 0.0000% | $108400.00         | $109466.98         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $74800.00          | $72646.36          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE P 25      | 2025-08-31      | 2.7500%  | 0.0000% | $2319200.00        | $2325378.98        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $772400.00         | $721200.88         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $440400.00         | $399980.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $384600.00         | $368688.40         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $2459000.00        | $2387679.51        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $244200.00         | $117869.79         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $929000.00         | $675844.51         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $4819300.00        | $3249278.19        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $100000.00         | $73714.67          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $89800.00          | $62210.77          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $385000.00         | $289685.10         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $20300.00          | $20409.32          | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $276000.00         | $293267.08         | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  | 0.0000% | $579800.00         | $569050.51         | U.S. Treasuries (including strips)        |
| USTR BILL 09/02/25        | 2025-09-02      | 0.0000%  | 0.0000% | $4060200.00        | $4014928.77        | U.S. Treasuries (including strips)        |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  | 0.0000% | $11964600.00       | $11850577.36       | U.S. Treasuries (including strips)        |
| USTR BILL 08/12/25        | 2025-08-12      | 0.0000%  | 0.0000% | $2900.00           | $2874.83           | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $3143400.00        | $3032123.64        | U.S. Treasuries (including strips)        |
| USTR BILL 07/22/25        | 2025-07-22      | 0.0000%  | 0.0000% | $167600.00         | $166558.70         | U.S. Treasuries (including strips)        |
| USTR BILL 07/15/25        | 2025-07-15      | 0.0000%  | 0.0000% | $1842000.00        | $1832097.41        | U.S. Treasuries (including strips)        |
| USTR BILL 09/18/25        | 2025-09-18      | 0.0000%  | 0.0000% | $254500.00         | $251201.68         | U.S. Treasuries (including strips)        |
| USTR BILL 06/24/25        | 2025-06-24      | 0.0000%  | 0.0000% | $248100.00         | $247373.07         | U.S. Treasuries (including strips)        |
| USTR BILL 06/10/25        | 2025-06-10      | 0.0000%  | 0.0000% | $757400.00         | $756421.44         | U.S. Treasuries (including strips)        |
| USTR BILL 08/28/25        | 2025-08-28      | 0.0000%  | 0.0000% | $791800.00         | $783406.92         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $572300.00         | $373487.34         | U.S. Treasuries (including strips)        |
| USTR BILL 02/19/26        | 2026-02-19      | 0.0000%  | 0.0000% | $731000.00         | $709245.44         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $2702800.00        | $2668735.01        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $238700.00         | $241505.74         | U.S. Treasuries (including strips)        |

### Security 142: Bank of Nova Scotia

- **C.1 - Title:** Novasc Repo 1 Repo 4.350000%
- **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: 963FUM001, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 963FUM001_4.35_0602
- **C.18 - Value (incl. sponsor support):** $431000000.00
- **C.18.a - Value (excl. sponsor support):** $431000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLSD6156 | 2053-05-01      | 4.5000%  | 0.0000% | $10858125.99       | $10281906.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD5099 | 2052-03-01      | 2.5000%  | 0.0000% | $6407384.92        | $5277807.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  | 0.0000% | $413.95            | $395.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7127 | 2048-07-01      | 4.5000%  | 0.0000% | $703670.65         | $674235.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL1370 | 2042-01-01      | 4.0000%  | 0.0000% | $176934.43         | $168909.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2696 | 2047-02-01      | 3.5000%  | 0.0000% | $1962562.43        | $1783658.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3234 | 2042-06-01      | 3.5000%  | 0.0000% | $883034.69         | $818177.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2856 | 2042-03-01      | 3.5000%  | 0.0000% | $731323.75         | $677301.92         | Agency Mortgage-Backed Securities |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  | 0.0000% | $56979.88          | $59852.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787952 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8449633.21        | $8483030.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786172 C     | 2052-05-20      | 4.5000%  | 0.0000% | $12526307.79       | $11941028.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786123 C     | 2051-10-20      | 4.0000%  | 0.0000% | $12813218.54       | $11967510.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786105 M     | 2049-02-20      | 4.0000%  | 0.0000% | $12475044.06       | $11566202.44       | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q10517 G | 2042-08-01      | 4.5000%  | 0.0000% | $53.96             | $52.52             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785263 C     | 2051-01-20      | 3.5000%  | 0.0000% | $17366847.16       | $15543735.35       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2723 | 2054-09-01      | 6.5000%  | 0.0000% | $543.27            | $562.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM6129 | 2048-04-01      | 4.5000%  | 0.0000% | $1112142.12        | $1068156.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM6224 | 2048-04-01      | 4.0000%  | 0.0000% | $1452508.66        | $1366626.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBC3466 | 2046-02-01      | 4.5000%  | 0.0000% | $202890.91         | $196300.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4992 | 2051-12-01      | 3.0000%  | 0.0000% | $496.69            | $424.23            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785407 C     | 2051-01-20      | 3.0000%  | 0.0000% | $21633001.81       | $18650604.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785665 C     | 2051-10-20      | 3.0000%  | 0.0000% | $25278174.03       | $22070542.28       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785640 C     | 2051-09-20      | 2.5000%  | 0.0000% | $15617861.96       | $12905865.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2454 | 2048-10-01      | 4.0000%  | 0.0000% | $12835.71          | $12031.13          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784157 M     | 2045-09-20      | 4.0000%  | 0.0000% | $12433503.18       | $11647509.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAS6501 | 2046-01-01      | 4.0000%  | 0.0000% | $363385.21         | $340927.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9923 | 2028-05-01      | 3.0000%  | 0.0000% | $24.23             | $23.79             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785617 C     | 2051-09-20      | 3.0000%  | 0.0000% | $23371132.12       | $20247642.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8884 | 2054-07-01      | 7.0000%  | 0.0000% | $251.20            | $267.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785520 C     | 2051-06-20      | 3.5000%  | 0.0000% | $17089495.93       | $15042985.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7399 | 2053-09-01      | 6.5000%  | 0.0000% | $215.39            | $222.60            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785732 C     | 2051-11-20      | 3.5000%  | 0.0000% | $12119594.77       | $10844788.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $213387.59         | $206432.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH2149 | 2053-10-01      | 6.5000%  | 0.0000% | $239.21            | $249.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8496 | 2048-10-01      | 4.0000%  | 0.0000% | $209590.20         | $195207.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9518 | 2054-11-01      | 6.5000%  | 0.0000% | $310081.56         | $323141.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0309 M     | 2055-04-20      | 6.0000%  | 0.0000% | $12446980.40       | $12632232.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785618 C     | 2051-09-20      | 2.5000%  | 0.0000% | $18140012.02       | $15013524.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785562 C     | 2051-07-20      | 3.0000%  | 0.0000% | $14687796.72       | $12714589.15       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785560 C     | 2051-07-20      | 3.0000%  | 0.0000% | $17306292.38       | $15158593.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785523 C     | 2051-06-20      | 3.5000%  | 0.0000% | $25026122.03       | $22273309.77       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785526 C     | 2051-06-20      | 2.5000%  | 0.0000% | $14714206.88       | $12101653.68       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786361 C     | 2052-07-20      | 4.5000%  | 0.0000% | $12003980.69       | $11350640.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785089 M     | 2047-01-20      | 4.0000%  | 0.0000% | $12523063.25       | $11743580.48       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785498 C     | 2051-06-20      | 3.0000%  | 0.0000% | $15976054.26       | $14008358.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785494 C     | 2051-05-20      | 3.5000%  | 0.0000% | $12475949.52       | $10955710.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $11517515.55       | $11213485.13       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9667 M     | 2054-05-20      | 5.0000%  | 0.0000% | $1013329.03        | $986635.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | 0.0000% | $20199535.35       | $20136726.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $13989567.70       | $13983979.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ2691 | 2054-10-01      | 7.0000%  | 0.0000% | $238.71            | $251.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $223212.94         | $205476.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAC4636 | 2025-08-01      | 4.0000%  | 0.0000% | $0.79              | $0.79              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1624 | 2039-08-01      | 6.0000%  | 0.0000% | $2472.00           | $2555.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7240 | 2052-03-01      | 2.5000%  | 0.0000% | $246.49            | $202.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2318 | 2054-09-01      | 6.5000%  | 0.0000% | $240.42            | $250.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9521 | 2054-11-01      | 6.5000%  | 0.0000% | $553429.18         | $573546.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9515 | 2054-11-01      | 6.5000%  | 0.0000% | $6522606.50        | $6849148.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8889 | 2054-07-01      | 7.0000%  | 0.0000% | $484.44            | $511.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8883 | 2054-07-01      | 7.0000%  | 0.0000% | $731.70            | $781.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7530 | 2053-11-01      | 7.0000%  | 0.0000% | $5644759.04        | $5976348.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6632 | 2053-06-01      | 5.0000%  | 0.0000% | $3809127.44        | $3727717.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $13893553.22       | $13526690.87       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5295 | 2052-12-01      | 5.5000%  | 0.0000% | $7176351.20        | $7193578.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6590 | 2050-08-01      | 2.5000%  | 0.0000% | $197.47            | $164.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2418 | 2048-10-01      | 4.5000%  | 0.0000% | $3311577.14        | $3181279.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2238 | 2038-08-01      | 4.5000%  | 0.0000% | $1030562.52        | $1033718.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1379 | 2048-03-01      | 4.0000%  | 0.0000% | $7118759.15        | $6655678.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0708 | 2047-11-01      | 4.0000%  | 0.0000% | $8387358.71        | $7842115.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX5038 | 2053-01-01      | 5.0000%  | 0.0000% | $249.78            | $242.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP6441 | 2050-07-01      | 2.5000%  | 0.0000% | $164.80            | $137.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3900 | 2048-12-01      | 4.5000%  | 0.0000% | $122.20            | $117.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1490 | 2047-07-01      | 4.0000%  | 0.0000% | $3783071.62        | $3537929.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX6506 | 2044-11-01      | 4.0000%  | 0.0000% | $66386.99          | $62174.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV3679 | 2044-02-01      | 4.5000%  | 0.0000% | $43935.76          | $42987.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6865 | 2042-10-01      | 3.5000%  | 0.0000% | $197634.99         | $182995.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP4819 | 2042-09-01      | 3.5000%  | 0.0000% | $85860.17          | $79599.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO1383 | 2042-08-01      | 3.5000%  | 0.0000% | $102715.51         | $95171.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $26.20             | $24.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2067 | 2041-01-01      | 4.5000%  | 0.0000% | $41308.82          | $40640.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK4660 | 2042-03-01      | 4.0000%  | 0.0000% | $278081.35         | $264743.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ7703 | 2041-12-01      | 4.0000%  | 0.0000% | $42.64             | $40.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $33.13             | $32.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAI4826 | 2041-06-01      | 5.5000%  | 0.0000% | $64401.52          | $64692.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $492.15            | $478.79            | Agency Mortgage-Backed Securities |

### Security 143: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.330000%
- **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: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.33_0606
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6220%  | 0.0000% | $104.41            | $104.02            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FD R24F087 | 2054-12-25      | 6.0000%  | 0.0000% | $2006558.16        | $2006560.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 5.2620%  | 0.0000% | $100.85            | $100.29            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-09O FA     | 2075-04-20      | 5.1683%  | 0.0000% | $3159358.36        | $3152400.29        | Agency Collateralized Mortgage Obligation |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $21052.63          | $19320.01          | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  | 0.0000% | $4237832.79        | $4120829.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4247 | 2054-07-01      | 6.5000%  | 0.0000% | $30550.79          | $31838.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $477213.69         | $492098.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0846 | 2051-07-01      | 2.5000%  | 0.0000% | $18878.15          | $15632.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | 0.0000% | $64365.54          | $66600.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM3139 | 2037-10-01      | 4.0000%  | 0.0000% | $2945.42           | $2928.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  | 0.0000% | $24397.49          | $23182.03          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | 0.0000% | $19783.86          | $15639.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  | 0.0000% | $133323.76         | $117150.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6643 | 2051-09-01      | 2.0000%  | 0.0000% | $74869.54          | $58751.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $107.23            | $114.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0883 | 2055-01-01      | 5.0000%  | 0.0000% | $166734.56         | $162025.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ8450 | 2054-11-01      | 4.5000%  | 0.0000% | $191.96            | $182.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7032 | 2054-05-01      | 6.0000%  | 0.0000% | $99.68             | $102.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0259 | 2055-01-01      | 5.5000%  | 0.0000% | $245804.20         | $246070.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8396 | 2055-05-01      | 6.5000%  | 0.0000% | $207.16            | $216.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1700 | 2055-03-01      | 6.5000%  | 0.0000% | $156026.69         | $161768.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1097 | 2055-01-01      | 5.5000%  | 0.0000% | $219410.95         | $219356.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2282 | 2055-02-01      | 5.0000%  | 0.0000% | $224596.63         | $218702.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2768 | 2055-05-01      | 6.0000%  | 0.0000% | $1671026.00        | $1694898.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6325 | 2055-04-01      | 5.5000%  | 0.0000% | $138618.03         | $138808.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | 0.0000% | $125328.78         | $126163.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1128 | 2055-02-01      | 5.5000%  | 0.0000% | $182246.80         | $183010.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $155540.55         | $152063.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9143 | 2055-04-01      | 6.0000%  | 0.0000% | $466255.27         | $474062.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $30072.40          | $29875.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3041 | 2055-03-01      | 6.0000%  | 0.0000% | $176660.83         | $180603.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0338 | 2059-01-01      | 4.5000%  | 0.0000% | $3634.59           | $3425.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  | 0.0000% | $220.22            | $220.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4104 | 2055-05-01      | 6.5000%  | 0.0000% | $137956.53         | $143113.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7807 | 2054-01-01      | 6.5000%  | 0.0000% | $449843.29         | $469975.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5524 | 2055-01-01      | 5.5000%  | 0.0000% | $49219.83          | $49165.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  | 0.0000% | $734.87            | $738.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4939 | 2055-04-01      | 6.0000%  | 0.0000% | $331622.20         | $339126.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5755 | 2055-03-01      | 5.0000%  | 0.0000% | $227075.81         | $221999.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB8321 | 2055-01-01      | 5.5000%  | 0.0000% | $303768.71         | $305247.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0149 M     | 2055-01-20      | 6.5000%  | 0.0000% | $104.18            | $107.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0692 | 2054-09-01      | 5.0000%  | 0.0000% | $1206979.23        | $1175602.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9242 | 2054-12-01      | 6.0000%  | 0.0000% | $92.70             | $94.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4376 | 2055-04-01      | 6.0000%  | 0.0000% | $213.41            | $216.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5985 | 2055-04-01      | 6.5000%  | 0.0000% | $211.41            | $220.10            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $119.37            | $119.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1618 | 2055-04-01      | 6.0000%  | 0.0000% | $105766.21         | $107277.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $4600318.74        | $4783292.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2513 | 2055-02-01      | 5.5000%  | 0.0000% | $76387.63          | $76137.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8645 | 2055-05-01      | 5.5000%  | 0.0000% | $105.26            | $105.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  | 0.0000% | $184.53            | $191.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $99009.84          | $100604.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3543 | 2055-02-01      | 6.5000%  | 0.0000% | $137981.62         | $144628.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO5797 | 2049-10-01      | 5.0000%  | 0.0000% | $2658.96           | $2660.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $104051.05         | $90216.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO1858 | 2049-08-01      | 3.0000%  | 0.0000% | $10295.83          | $9042.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | 0.0000% | $4709.18           | $4241.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  | 0.0000% | $76.51             | $63.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  | 0.0000% | $3796.59           | $2980.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  | 0.0000% | $38781.62          | $40692.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5444 | 2054-10-01      | 5.5000%  | 0.0000% | $156212.75         | $156374.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3811 | 2054-09-01      | 6.5000%  | 0.0000% | $8467.56           | $8926.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  | 0.0000% | $369239.82         | $394518.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2714 | 2052-11-01      | 5.5000%  | 0.0000% | $120.66            | $120.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0388 | 2052-04-01      | 4.0000%  | 0.0000% | $75.82             | $70.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | 0.0000% | $180.43            | $140.77            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC U69902 G | 2043-07-01      | 4.0000%  | 0.0000% | $77.48             | $73.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  | 0.0000% | $843346.59         | $845371.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $105.69            | $99.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4374 | 2055-04-01      | 6.0000%  | 0.0000% | $294041.34         | $299539.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3391 | 2055-02-01      | 5.0000%  | 0.0000% | $145428.33         | $142585.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3038 | 2055-02-01      | 7.0000%  | 0.0000% | $105.11            | $110.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2767 | 2055-05-01      | 6.0000%  | 0.0000% | $105.26            | $106.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3531 | 2055-04-01      | 6.0000%  | 0.0000% | $403483.85         | $409319.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2495 | 2055-02-01      | 6.5000%  | 0.0000% | $4914.26           | $5091.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD2320 | 2055-03-01      | 5.0000%  | 0.0000% | $711638.86         | $697956.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4437 | 2055-03-01      | 6.5000%  | 0.0000% | $201875.14         | $210507.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $6090.49           | $6105.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6118 | 2053-09-01      | 5.5000%  | 0.0000% | $3955.59           | $3933.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY0178 | 2053-05-01      | 5.0000%  | 0.0000% | $27900.75          | $27274.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX9234 | 2053-04-01      | 6.5000%  | 0.0000% | $170142.23         | $178980.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9101 | 2053-03-01      | 5.5000%  | 0.0000% | $84623.50          | $84809.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9890 | 2053-04-01      | 5.5000%  | 0.0000% | $161.47            | $162.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $50968.90          | $48436.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW4760 | 2052-07-01      | 5.0000%  | 0.0000% | $322157.02         | $314733.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $1259727.28        | $1192815.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  | 0.0000% | $10300.76          | $8041.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3045 | 2052-02-01      | 3.0000%  | 0.0000% | $739.97            | $639.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV2815 | 2052-02-01      | 3.5000%  | 0.0000% | $2119.43           | $1885.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $4037.71           | $3837.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $186.78            | $186.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5720 | 2055-02-01      | 4.5000%  | 0.0000% | $104.90            | $99.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5686 | 2055-03-01      | 5.5000%  | 0.0000% | $283963.65         | $283444.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $101.32            | $95.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $26432.69          | $23411.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $4802.91           | $3984.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $2807.45           | $2676.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0126 | 2056-07-01      | 3.5000%  | 0.0000% | $17958.61          | $15906.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $1074.25           | $1004.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE2335 | 2047-02-01      | 3.5000%  | 0.0000% | $3039.02           | $2732.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $2967.57           | $2699.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $242157.58         | $250563.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8401 | 2055-05-01      | 6.5000%  | 0.0000% | $115.58            | $119.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  | 0.0000% | $382621.70         | $316984.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  | 0.0000% | $97.42             | $83.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR6768 | 2051-06-01      | 2.5000%  | 0.0000% | $22534.63          | $18623.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  | 0.0000% | $102.07            | $80.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4909 | 2050-09-01      | 2.0000%  | 0.0000% | $7308.58           | $5751.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $99684.56          | $82385.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5342 | 2055-03-01      | 6.0000%  | 0.0000% | $148943.44         | $151856.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3365 | 2050-09-01      | 2.5000%  | 0.0000% | $34778.82          | $28687.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $10160.53          | $9450.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4527 | 2048-07-01      | 4.5000%  | 0.0000% | $1351208.79        | $1307687.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE6576 | 2052-07-01      | 5.5000%  | 0.0000% | $112117.92         | $111530.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 REBE4172 | 2046-12-01      | 3.0000%  | 0.0000% | $33164.15          | $29155.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3772 | 2053-06-01      | 4.5000%  | 0.0000% | $96.77             | $91.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $4593103.39        | $3792653.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  | 0.0000% | $1419219.10        | $1464413.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  | 0.0000% | $7467.28           | $6216.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5941 | 2053-07-01      | 6.0000%  | 0.0000% | $98536.88          | $100744.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $947522.39         | $775882.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $4985.51           | $4717.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3257 | 2051-02-01      | 2.0000%  | 0.0000% | $12930.21          | $10161.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4457 | 2054-08-01      | 5.5000%  | 0.0000% | $262887.30         | $261165.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4758 | 2053-11-01      | 5.5000%  | 0.0000% | $4046838.61        | $4066468.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | 0.0000% | $4640.84           | $4478.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4931 | 2054-09-01      | 5.5000%  | 0.0000% | $204.98            | $205.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5374 | 2055-01-01      | 6.0000%  | 0.0000% | $232786.55         | $236112.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $144730.96         | $147155.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7874 | 2055-04-01      | 6.5000%  | 0.0000% | $435969.08         | $453128.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7326 | 2055-04-01      | 6.5000%  | 0.0000% | $202.79            | $209.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6481 | 2055-04-01      | 6.0000%  | 0.0000% | $217.39            | $220.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6463 | 2055-04-01      | 6.0000%  | 0.0000% | $445993.64         | $452629.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  | 0.0000% | $135485.58         | $139761.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6219 | 2055-04-01      | 5.5000%  | 0.0000% | $962012.71         | $961111.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | 0.0000% | $2643.91           | $2472.72           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6401 | 2054-09-01      | 6.0000%  | 0.0000% | $1552155.68        | $1574856.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | 0.0000% | $956519.61         | $950992.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7183 | 2051-08-01      | 2.5000%  | 0.0000% | $139454.01         | $114681.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $294359.68         | $292696.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $675676.26         | $589102.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $30.51             | $27.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ0331 | 2050-07-01      | 2.0000%  | 0.0000% | $4647.98           | $3647.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $388536.61         | $377208.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  | 0.0000% | $23688.17          | $20799.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1110 | 2054-09-01      | 5.5000%  | 0.0000% | $204426.30         | $206597.22         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8130%  | 0.0000% | $1536620.63        | $1534723.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4340 | 2055-03-01      | 6.0000%  | 0.0000% | $1996.78           | $2028.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4313 | 2055-03-01      | 5.5000%  | 0.0000% | $1154.70           | $1154.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4116 | 2055-03-01      | 6.0000%  | 0.0000% | $491438.11         | $499516.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $2926.21           | $2653.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  | 0.0000% | $2975.67           | $2937.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $146832.69         | $121430.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  | 0.0000% | $5037.31           | $4707.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  | 0.0000% | $4726.75           | $4270.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7029 | 2048-08-01      | 4.0000%  | 0.0000% | $47.79             | $44.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I6BF0495 | 2060-07-01      | 2.5000%  | 0.0000% | $837.34            | $666.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4103 | 2055-05-01      | 6.0000%  | 0.0000% | $112477.05         | $114752.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4002 | 2055-04-01      | 6.0000%  | 0.0000% | $25069.47          | $25429.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0868 | 2055-03-01      | 4.5000%  | 0.0000% | $104.99            | $99.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0796 | 2054-08-01      | 6.5000%  | 0.0000% | $156866.64         | $163523.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB8327 | 2055-01-01      | 5.0000%  | 0.0000% | $369890.58         | $361635.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB8324 | 2055-01-01      | 5.0000%  | 0.0000% | $321507.03         | $314863.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  | 0.0000% | $84199.50          | $85411.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  | 0.0000% | $183.21            | $184.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5198 | 2054-06-01      | 6.0000%  | 0.0000% | $203130.11         | $208463.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1123 | 2054-06-01      | 6.0000%  | 0.0000% | $204096.73         | $207084.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB0502 | 2054-07-01      | 7.0000%  | 0.0000% | $381531.50         | $401610.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $141999.37         | $149226.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6654 | 2053-12-01      | 6.5000%  | 0.0000% | $157271.59         | $163057.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  | 0.0000% | $160425.20         | $156846.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $1.04              | $1.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU6061 | 2043-09-01      | 4.5000%  | 0.0000% | $317244.06         | $308523.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8460 | 2046-12-01      | 3.5000%  | 0.0000% | $9232.41           | $8389.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $269.23            | $234.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3873 | 2043-07-01      | 3.5000%  | 0.0000% | $581545.23         | $537499.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $2.60              | $2.42              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  | 0.0000% | $1577301.83        | $1566971.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4250 | 2054-04-01      | 5.5000%  | 0.0000% | $157516.76         | $158419.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8250 | 2052-11-01      | 4.5000%  | 0.0000% | $2813575.92        | $2668437.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7860 | 2052-08-01      | 5.0000%  | 0.0000% | $1282186.60        | $1251244.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0962 | 2048-12-01      | 4.0000%  | 0.0000% | $4738.06           | $4423.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $4227.21           | $4183.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  | 0.0000% | $4373.28           | $4344.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  | 0.0000% | $5265.15           | $4345.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $312081.21         | $292767.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3804 | 2045-02-01      | 3.5000%  | 0.0000% | $3623.21           | $3348.01           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CX5744 X     | 2053-10-15      | 7.5000%  | 0.0000% | $400281.60         | $425469.19         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CX5745 X     | 2053-10-15      | 7.0000%  | 0.0000% | $802105.51         | $844890.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $1612380.97        | $1435574.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  | 0.0000% | $522238.70         | $437893.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  | 0.0000% | $236832.64         | $198575.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $5155693.79        | $4511163.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $8.38              | $8.04              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  | 0.0000% | $1488.84           | $1451.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3721 | 2055-03-01      | 5.5000%  | 0.0000% | $138116.57         | $137514.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  | 0.0000% | $1017.64           | $991.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4822 | 2055-06-01      | 6.0000%  | 0.0000% | $105.26            | $107.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4632 | 2055-05-01      | 6.0000%  | 0.0000% | $105.26            | $107.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0683 | 2051-08-01      | 3.0000%  | 0.0000% | $5003548.90        | $4352890.74        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4914 | 2047-11-01      | 3.5000%  | 0.0000% | $327375.08         | $297131.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $18410.28          | $16744.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5571 | 2043-04-01      | 3.5000%  | 0.0000% | $69.46             | $64.24             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $53.76             | $49.84             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61545 G | 2036-10-01      | 5.5000%  | 0.0000% | $35.86             | $36.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX9203 | 2055-04-01      | 6.0000%  | 0.0000% | $377870.45         | $384043.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1588 | 2054-12-01      | 6.0000%  | 0.0000% | $501674.19         | $511419.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $1106542.94        | $1033116.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  | 0.0000% | $308595.04         | $293889.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2042516.26        | $2040417.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3673 | 2053-01-01      | 6.0000%  | 0.0000% | $268991.88         | $273817.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2115 | 2052-06-01      | 4.5000%  | 0.0000% | $4534.58           | $4319.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | 0.0000% | $860422.42         | $765633.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0151 | 2054-11-01      | 5.0000%  | 0.0000% | $719610.39         | $704443.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | 0.0000% | $18997.17          | $17662.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5969 | 2050-06-01      | 2.5000%  | 0.0000% | $13857.71          | $11465.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5816 | 2048-04-01      | 3.5000%  | 0.0000% | $471429.62         | $428906.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  | 0.0000% | $1407327.37        | $1210498.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3651 | 2032-03-01      | 5.0600%  | 0.0000% | $105.26            | $107.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  | 0.0000% | $3766.21           | $3826.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1387 | 2034-07-01      | 4.8800%  | 0.0000% | $128391.68         | $128963.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLBY9934 | 2053-12-01      | 8.0000%  | 0.0000% | $15564.45          | $16377.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY9433 | 2053-09-01      | 5.0000%  | 0.0000% | $36645.81          | $35827.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY6467 | 2053-08-01      | 5.0000%  | 0.0000% | $895.32            | $870.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  | 0.0000% | $207.57            | $219.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  | 0.0000% | $275.98            | $274.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3114 | 2054-05-01      | 6.5000%  | 0.0000% | $112861.90         | $117530.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAU3194 | 2043-07-01      | 2.5000%  | 0.0000% | $4856.25           | $4228.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY3263 | 2053-06-01      | 5.0000%  | 0.0000% | $4417.47           | $4311.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | 0.0000% | $2199352.79        | $2145114.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | 0.0000% | $17661.42          | $14446.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2038 | 2048-07-01      | 4.0000%  | 0.0000% | $4730.22           | $4415.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004422 M     | 2039-04-20      | 4.0000%  | 0.0000% | $53119.31          | $50207.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $1060626.72        | $994987.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | 0.0000% | $7.71              | $7.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  | 0.0000% | $3.50              | $3.70              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $103.25            | $97.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN1896 | 2048-10-01      | 5.0000%  | 0.0000% | $4175.39           | $4129.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | 0.0000% | $36455.76          | $34607.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $19887.66          | $19306.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $22807.04          | $22182.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $5239.72           | $4960.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $34895.62          | $34745.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | 0.0000% | $90.04             | $82.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $3031.46           | $2475.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $87.72             | $68.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $74.27             | $60.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  | 0.0000% | $60.00             | $49.35             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  | 0.0000% | $72.68             | $56.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $225416.20         | $226486.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7551 | 2052-01-01      | 3.0000%  | 0.0000% | $77.51             | $66.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7329 | 2055-01-01      | 6.0000%  | 0.0000% | $127808.56         | $130835.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $17027.30          | $14059.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD6830 | 2054-10-01      | 7.0000%  | 0.0000% | $1528398.04        | $1609106.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $1043107.82        | $926859.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  | 0.0000% | $603988.82         | $587355.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | 0.0000% | $211833.70         | $214083.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1650 | 2055-02-01      | 5.5000%  | 0.0000% | $131918.32         | $131337.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1197 | 2055-01-01      | 6.5000%  | 0.0000% | $126797.28         | $131443.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1701 | 2055-03-01      | 6.5000%  | 0.0000% | $162581.44         | $168240.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD0741 | 2055-02-01      | 4.5000%  | 0.0000% | $420122.72         | $397163.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0105 | 2055-02-01      | 5.5000%  | 0.0000% | $141133.05         | $140208.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9967 | 2055-01-01      | 5.5000%  | 0.0000% | $341057.31         | $341003.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9954 | 2054-12-01      | 4.5000%  | 0.0000% | $85.60             | $80.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9292 | 2054-12-01      | 5.0000%  | 0.0000% | $980393.81         | $952342.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8856 | 2054-12-01      | 6.0000%  | 0.0000% | $191260.27         | $195420.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8149 | 2055-01-01      | 5.5000%  | 0.0000% | $377859.64         | $375384.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8999 | 2055-01-01      | 4.5000%  | 0.0000% | $117245.56         | $110899.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8953 | 2055-01-01      | 5.0000%  | 0.0000% | $238447.88         | $233225.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6840 | 2054-11-01      | 4.5000%  | 0.0000% | $104.60            | $98.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $157555.78         | $153211.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC4859 | 2054-10-01      | 6.5000%  | 0.0000% | $116639.30         | $120586.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4507 | 2054-10-01      | 5.5000%  | 0.0000% | $222.49            | $221.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC3823 | 2054-11-01      | 4.5000%  | 0.0000% | $103.80            | $98.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3028 | 2054-10-01      | 5.5000%  | 0.0000% | $202.37            | $202.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2285 | 2054-10-01      | 5.5000%  | 0.0000% | $587296.53         | $588501.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3493 | 2052-05-01      | 2.5000%  | 0.0000% | $312822.38         | $258214.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $1232.18           | $1094.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $38535.94          | $31470.75          | Agency Mortgage-Backed Securities         |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $485094.74         | $482708.74         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $10.53             | $10.55             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $3709052.63        | $3460533.31        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $731902.30         | $533184.66         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $593031.58         | $578463.01         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $10.53             | $8.90              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE N 25      | 2025-07-31      | 2.8750%  | 0.0000% | $3875157.89        | $3901663.85        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $26.82             | $26.44             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $3674652.63        | $3518024.77        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $460884.21         | $474497.48         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $217357.89         | $196689.32         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $115.79            | $81.40             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $8947368.42        | $8412366.60        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $2596094.74        | $2543506.01        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $1052610.53        | $1063474.84        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3014736.84        | $2893741.13        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $1810915.79        | $1088873.04        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $5967484.21        | $6004166.20        | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $210621.05         | $224307.44         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $1221.35           | $929.93            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $1617389.47        | $1122982.50        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $379968.42         | $375612.15         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $10.53             | $9.39              | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | 0.0000% | $834113.59         | $855542.84         | U.S. Treasuries (including strips)        |
| USTR 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | 0.0000% | $10.53             | $10.97             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $21.05             | $20.31             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $10.53             | $9.89              | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $538484.21         | $552098.12         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $10.53             | $10.57             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $505263.16         | $486161.78         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $2677883.78        | $2643089.21        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $10.53             | $6.50              | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $20968.42          | $21547.16          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $10279200.00       | $10359606.93       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $1597684.21        | $1538743.64        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $105252.63         | $103970.90         | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  | 0.0000% | $1212905.26        | $1198229.11        | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  | 0.0000% | $21658547.37       | $21500959.78       | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $1052578.95        | $1024601.40        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $1157905.26        | $1137317.71        | U.S. Treasuries (including strips)        |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  | 0.0000% | $10.53             | $10.37             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $21.05             | $20.81             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $14.04             | $13.91             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  | 0.0000% | $526200.00         | $526898.31         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $1572157.89        | $1509531.28        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $10.53             | $10.12             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $42.11             | $36.63             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $105.26            | $102.06            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $23694.74          | $20273.95          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $607242.11         | $615809.79         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $7894736.84        | $8029593.99        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $126.32            | $130.16            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $946126.32         | $980863.16         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $315778.95         | $321865.46         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $10.53             | $10.68             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $2631578.95        | $2390054.81        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $63.16             | $61.33             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $2105263.16        | $1990526.44        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $105.26            | $75.05             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | 0.0000% | $157.17            | $81.62             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $526315.79         | $353819.06         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $874631.45         | $462230.58         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $21.05             | $12.69             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $668728.73         | $475935.53         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $539894.74         | $347820.75         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $526305.26         | $387964.17         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $1.19              | $1.04              | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $1179734.23        | $1058869.28        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $7368.42           | $7349.70           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $42.66             | $43.09             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $1852242.11        | $1896509.67        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $5263157.89        | $5372686.83        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $21.05             | $21.43             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $10.53             | $10.41             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $536452.63         | $535550.16         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $94.74             | $94.29             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $4736842.11        | $4411415.19        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $10.53             | $10.17             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $5263157.89        | $4436949.80        | U.S. Treasuries (including strips)        |

### Security 144: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.360000%
- **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: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.36_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5480FB 02/25/54 | 2054-02-25      | 6.0000%  | 0.0000% | $10313817.88       | $10312449.58       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6220%  | 0.0000% | $36078541.23       | $35942771.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FB R24F088 | 2054-12-25      | 6.0000%  | 0.0000% | $14818495.09       | $14817403.48       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $0.06              | $0.06              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $11.94             | $12.33             | Agency Collateralized Mortgage Obligation |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $2140000.00        | $1451630.36        | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $508333.33         | $466497.87         | Agency Debentures and Agency Strips       |
| FMAC FEPC 04.000 CLQE1443 | 2052-05-01      | 4.0000%  | 0.0000% | $250.38            | $231.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0388 | 2052-04-01      | 4.0000%  | 0.0000% | $600.26            | $554.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $363.46            | $283.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3710 | 2055-03-01      | 5.0000%  | 0.0000% | $413.14            | $403.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4822 | 2055-06-01      | 6.0000%  | 0.0000% | $416.67            | $424.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4740 | 2055-05-01      | 6.0000%  | 0.0000% | $416.67            | $425.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4632 | 2055-05-01      | 6.0000%  | 0.0000% | $1250.00           | $1275.74           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4081 | 2055-05-01      | 6.0000%  | 0.0000% | $1306934.17        | $1333154.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4080 | 2055-05-01      | 6.0000%  | 0.0000% | $425590.00         | $433415.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2774 | 2055-05-01      | 6.0000%  | 0.0000% | $6652994.58        | $6764733.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1232 | 2055-04-01      | 6.5000%  | 0.0000% | $1221.38           | $1266.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY0397 | 2055-04-01      | 6.0000%  | 0.0000% | $603651.51         | $612275.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $1057187.14        | $1124760.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2115 | 2052-06-01      | 4.5000%  | 0.0000% | $1684458.21        | $1604493.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | 0.0000% | $109726.29         | $97638.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0151 | 2054-11-01      | 5.0000%  | 0.0000% | $204074.84         | $199773.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5849 | 2053-03-01      | 5.5000%  | 0.0000% | $1572753.67        | $1573106.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  | 0.0000% | $1397399.18        | $1295771.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0467 | 2047-10-01      | 3.5000%  | 0.0000% | $3446698.46        | $3116030.63        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3651 | 2032-03-01      | 5.0600%  | 0.0000% | $908.33            | $929.96            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $948.33            | $952.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1954 | 2051-11-01      | 3.0000%  | 0.0000% | $317.40            | $273.13            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $87.44             | $81.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $13839417.57       | $14246467.13       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7139 | 2043-06-01      | 3.5000%  | 0.0000% | $65.20             | $60.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT4961 | 2043-05-01      | 3.5000%  | 0.0000% | $54.55             | $50.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $99.40             | $86.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  | 0.0000% | $1304874.51        | $1208212.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $25.63             | $25.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2285 | 2054-10-01      | 5.5000%  | 0.0000% | $1299.72           | $1302.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  | 0.0000% | $1106.30           | $1112.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  | 0.0000% | $603097.05         | $600119.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0149 M     | 2055-01-20      | 6.5000%  | 0.0000% | $1047517.79        | $1076603.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M     | 2052-07-20      | 2.5000%  | 0.0000% | $1179357.77        | $988884.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 3PSE9106 | 2051-07-01      | 1.5000%  | 0.0000% | $849.31            | $612.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $42346.20          | $42447.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $350.81            | $332.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $326.74            | $310.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $277.79            | $229.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3282 | 2050-08-01      | 3.0000%  | 0.0000% | $230.94            | $200.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2332 | 2050-03-01      | 3.0000%  | 0.0000% | $156.17            | $135.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN7064 | 2036-07-01      | 2.0000%  | 0.0000% | $9332279.04        | $8482081.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  | 0.0000% | $390100.87         | $402268.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  | 0.0000% | $1641.60           | $1734.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG7185 | 2053-07-01      | 5.5000%  | 0.0000% | $713.82            | $709.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG0922 | 2053-04-01      | 5.0000%  | 0.0000% | $359.00            | $353.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  | 0.0000% | $347.16            | $337.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  | 0.0000% | $328.40            | $312.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $474842.66         | $460961.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $358.19            | $318.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $314.39            | $313.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $357.74            | $304.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $354.78            | $326.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $10811771.98       | $9218848.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $337.72            | $276.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $6433776.86        | $5324348.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | 0.0000% | $180.21            | $148.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  | 0.0000% | $922650.17         | $935831.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5246 | 2052-04-01      | 2.5000%  | 0.0000% | $380.48            | $311.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4550 | 2053-10-01      | 2.5000%  | 0.0000% | $382.04            | $311.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2494 | 2052-03-01      | 3.5000%  | 0.0000% | $364.04            | $323.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $654.87            | $669.20            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  | 0.0000% | $102467.08         | $104101.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY6285 | 2053-09-01      | 6.5000%  | 0.0000% | $382345.17         | $398680.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9890 | 2053-04-01      | 5.5000%  | 0.0000% | $967.37            | $970.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $328.59            | $268.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBR7707 | 2051-04-01      | 3.0000%  | 0.0000% | $188377.39         | $160728.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1587 | 2051-01-01      | 2.0000%  | 0.0000% | $1598666.53        | $1250243.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR1014 | 2051-05-01      | 2.0000%  | 0.0000% | $650.85            | $513.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8094 | 2050-08-01      | 2.0000%  | 0.0000% | $20830375.58       | $16346889.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  | 0.0000% | $123.44            | $114.61            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $1237818.71        | $1149542.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7029 | 2048-08-01      | 4.0000%  | 0.0000% | $4109441.10        | $3848928.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9593 | 2055-05-01      | 6.0000%  | 0.0000% | $4129859.58        | $4217905.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  | 0.0000% | $416.67            | $418.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8587 | 2055-05-01      | 5.5000%  | 0.0000% | $416.63            | $414.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8396 | 2055-05-01      | 6.5000%  | 0.0000% | $863.75            | $900.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7512 | 2055-05-01      | 5.5000%  | 0.0000% | $4789166.67        | $4767225.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7327 | 2055-04-01      | 6.5000%  | 0.0000% | $830.24            | $861.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7325 | 2055-04-01      | 6.5000%  | 0.0000% | $423694.36         | $437959.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7324 | 2055-04-01      | 6.5000%  | 0.0000% | $1249.46           | $1292.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7016 | 2055-04-01      | 6.0000%  | 0.0000% | $416.28            | $422.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6481 | 2055-04-01      | 6.0000%  | 0.0000% | $405872.55         | $411670.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | 0.0000% | $408291.40         | $398222.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $316.56            | $284.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1340 | 2052-03-01      | 3.0000%  | 0.0000% | $333.23            | $288.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0683 | 2051-08-01      | 3.0000%  | 0.0000% | $570.32            | $496.15            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC T60772 G | 2042-02-01      | 3.5000%  | 0.0000% | $27.68             | $25.03             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | 0.0000% | $20915290.87       | $19793638.69       | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  | 0.0000% | $42.81             | $41.66             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $24.54             | $24.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3610 | 2052-04-01      | 3.0000%  | 0.0000% | $7499.62           | $6503.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $351.47            | $287.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG3353 | 2053-05-01      | 4.5000%  | 0.0000% | $602727.44         | $570464.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT7167 | 2043-06-01      | 3.5000%  | 0.0000% | $69.21             | $63.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $162.86            | $150.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $318.97            | $311.60            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q53695 G | 2048-01-01      | 3.5000%  | 0.0000% | $50.64             | $45.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $381.07            | $360.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $1083.25           | $986.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $339.75            | $264.74            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M     | 2052-06-20      | 2.5000%  | 0.0000% | $160002.70         | $134156.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $335.76            | $300.95            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841648 G        | 2053-09-01      | 4.8130%  | 0.0000% | $817.28            | $816.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | 0.0000% | $265.61            | $275.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $362.61            | $322.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $86.58             | $77.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | 0.0000% | $371.57            | $361.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0379 | 2034-12-01      | 3.5000%  | 0.0000% | $112.95            | $108.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | 0.0000% | $322571.18         | $340003.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4737 | 2049-11-01      | 3.0000%  | 0.0000% | $128.07            | $110.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF2714 | 2052-11-01      | 5.5000%  | 0.0000% | $343.59            | $343.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3563 | 2050-09-01      | 2.0000%  | 0.0000% | $265.17            | $208.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $341.36            | $325.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3811 | 2054-09-01      | 6.5000%  | 0.0000% | $412.98            | $435.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $112.95            | $102.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6463 | 2055-04-01      | 6.0000%  | 0.0000% | $949.08            | $963.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ8450 | 2054-11-01      | 4.5000%  | 0.0000% | $759.82            | $723.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $1313.24           | $1311.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7323 | 2055-04-01      | 6.5000%  | 0.0000% | $828658.14         | $856838.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7326 | 2055-04-01      | 6.5000%  | 0.0000% | $687470.72         | $711407.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4134 | 2055-05-01      | 5.0000%  | 0.0000% | $2765080.00        | $2696450.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8401 | 2055-05-01      | 6.5000%  | 0.0000% | $877.92            | $911.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0078 | 2055-03-01      | 6.0000%  | 0.0000% | $14185130.99       | $14460398.18       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0256 | 2054-09-01      | 5.0000%  | 0.0000% | $171185.65         | $166741.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6455 | 2055-04-01      | 6.0000%  | 0.0000% | $4588.19           | $4670.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6458 | 2055-04-01      | 6.0000%  | 0.0000% | $616789.31         | $626676.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6457 | 2055-04-01      | 6.0000%  | 0.0000% | $1251.04           | $1271.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2767 | 2055-05-01      | 6.0000%  | 0.0000% | $836.67            | $850.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0692 | 2054-09-01      | 5.0000%  | 0.0000% | $8632611.58        | $8408196.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4376 | 2055-04-01      | 6.0000%  | 0.0000% | $411.94            | $417.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1448 | 2055-04-01      | 6.0000%  | 0.0000% | $1450240.42        | $1470959.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1231 | 2055-04-01      | 6.0000%  | 0.0000% | $836.73            | $848.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $18912385.40       | $19664608.72       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2609 | 2055-04-01      | 6.5000%  | 0.0000% | $707218.11         | $741251.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7025 | 2055-04-01      | 6.0000%  | 0.0000% | $1805487.79        | $1844374.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  | 0.0000% | $416.67            | $431.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1537 | 2050-07-01      | 3.5000%  | 0.0000% | $447.50            | $413.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6461 | 2055-04-01      | 6.0000%  | 0.0000% | $418.79            | $425.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6459 | 2055-04-01      | 6.0000%  | 0.0000% | $1324715.25        | $1346213.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6456 | 2055-04-01      | 6.0000%  | 0.0000% | $88677.49          | $90136.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5985 | 2055-04-01      | 6.5000%  | 0.0000% | $832.68            | $866.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4939 | 2055-04-01      | 6.0000%  | 0.0000% | $1248.07           | $1276.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2560 | 2055-02-01      | 5.5000%  | 0.0000% | $1657.26           | $1660.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1280 | 2055-01-01      | 6.0000%  | 0.0000% | $415.25            | $423.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9242 | 2054-12-01      | 6.0000%  | 0.0000% | $1652073.50        | $1684165.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4507 | 2054-10-01      | 5.5000%  | 0.0000% | $934.82            | $932.72            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL001A2 R18M001 | 2027-12-25      | 2.9877%  | 0.0000% | $265.11            | $257.84            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  | 0.0000% | $396.10            | $387.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3028 | 2054-10-01      | 5.5000%  | 0.0000% | $799.84            | $800.35            | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $30133291.67       | $30872189.93       | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/25     | 2025-07-31      | 4.4263%  | 0.0000% | $41.67             | $41.83             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $291.67            | $281.34            | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $41.67             | $42.89             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $41.67             | $27.19             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $41.67             | $41.14             | U.S. Treasuries (including strips)        |
| USTR BILL 09/25/25        | 2025-09-25      | 0.0000%  | 0.0000% | $166.67            | $164.38            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $41.67             | $41.94             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $541.67            | $556.62            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $6617344.66        | $6524589.08        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $208.33            | $211.57            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $416708.33         | $425287.32         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $41.67             | $38.33             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $41.67             | $40.05             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $83.33             | $72.50             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $1522583.33        | $1476289.82        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $41.67             | $38.77             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $41.67             | $35.23             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $41.67             | $35.10             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $250.00            | $235.87            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $17653250.00       | $17162734.59       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $2083.33           | $2037.18           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 TPRN B 28      | 2028-02-15      | 0.0000%  | 0.0000% | $41.67             | $37.47             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $166.67            | $158.62            | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $166.67            | $142.77            | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $41.67             | $33.77             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $83.33             | $81.29             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $41.67             | $25.27             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $125.00            | $75.34             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $4165250.00        | $2571042.58        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $705958.33         | $495092.02         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $208.33            | $152.83            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $83.33             | $57.86             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $1033958.33        | $666115.34         | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $83.33             | $90.00             | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $41.67             | $43.92             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $47.18             | $46.10             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $41.67             | $43.41             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $166.67            | $172.31            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $41.67             | $42.42             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $41.67             | $41.23             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $21046458.33       | $21130492.04       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $41.67             | $42.04             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $2499500.00        | $2487152.74        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $42.46             | $42.22             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $208.33            | $214.73            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $1750.00           | $1772.30           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $166750.00         | $169072.46         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $15000000.00       | $15550722.12       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $291.67            | $295.43            | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $61.20             | $53.30             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $7835347.75        | $7032608.54        | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $41666634.56       | $27793020.25       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $41.67             | $41.56             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $558000.00         | $558134.29         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $41.67             | $41.85             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $41.67             | $42.53             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $29654791.67       | $30530713.94       | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $541011.42         | $546474.95         | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BG 25         | 2025-08-31      | 5.0000%  | 0.0000% | $166.67            | $168.94            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $41.67             | $42.15             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $41.67             | $42.43             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $20833333.33       | $21083381.33       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $83.33             | $83.51             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $458.33            | $452.04            | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $500.00            | $465.65            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $41.67             | $40.24             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $41.67             | $42.88             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $1834041.67        | $1877874.25        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $41.67             | $30.71             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $41.67             | $35.30             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $2082208.33        | $1782215.28        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $60500.00          | $48069.24          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $41.67             | $31.03             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $41.67             | $41.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $41.67             | $42.18             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $41.67             | $41.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $41.67             | $41.43             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $83.33             | $82.66             | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $41.67             | $44.38             | U.S. Treasuries (including strips)        |
| USTR BILL 08/19/25        | 2025-08-19      | 0.0000%  | 0.0000% | $10414916.67       | $10315662.51       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $83.33             | $58.59             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $208.33            | $204.11            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $416.67            | $422.55            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $16070541.67       | $15430374.69       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $41.67             | $38.20             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $41.67             | $42.03             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  | 0.0000% | $168.20            | $167.72            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $41.67             | $37.19             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $8333333.33        | $8385753.40        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $41.67             | $38.65             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $20833375.00       | $21548627.12       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $231625.00         | $225491.90         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $2858083.33        | $2363052.66        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 37        | 2037-02-15      | 4.7500%  | 0.0000% | $125.00            | $129.59            | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  | 0.0000% | $3530791.67        | $3488069.09        | U.S. Treasuries (including strips)        |
| USTR BILL 06/10/25        | 2025-06-10      | 0.0000%  | 0.0000% | $33375.00          | $33331.88          | U.S. Treasuries (including strips)        |
| USTR BILL 07/31/25        | 2025-07-31      | 0.0000%  | 0.0000% | $21356583.33       | $21201192.83       | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $2083083.33        | $2027714.98        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $83.33             | $81.85             | U.S. Treasuries (including strips)        |
| USTR BILL 10/02/25        | 2025-10-02      | 0.0000%  | 0.0000% | $723666.67         | $713130.08         | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $973833.33         | $962809.54         | U.S. Treasuries (including strips)        |
| USTR BILL 06/12/25        | 2025-06-12      | 0.0000%  | 0.0000% | $125.00            | $124.81            | U.S. Treasuries (including strips)        |

### Security 145: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered 10 Stand Chartered 10 4.350000%
- **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: 966RRD006, C.3 - LEI: N/A, C.5 - Other ID: 966RRD006_4.35_0602
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 785193 C     | 2050-11-20      | 3.0000%  | 0.0000% | $1737733.98        | $1489345.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785160 C     | 2050-10-20      | 3.0000%  | 0.0000% | $115.28            | $101.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785556 C     | 2051-07-20      | 2.5000%  | 0.0000% | $18128076.90       | $14990431.08       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $187982.53         | $183021.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $1390439.03        | $1229254.70        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $34.33             | $30.30             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3034 M     | 2045-08-20      | 3.5000%  | 0.0000% | $20.66             | $18.74             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $156.89            | $142.37            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1918 M     | 2044-05-20      | 3.0000%  | 0.0000% | $18387.65          | $16460.32          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1286 M     | 2043-09-20      | 4.0000%  | 0.0000% | $17259.46          | $16261.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1091 M     | 2043-06-20      | 4.0000%  | 0.0000% | $5962.74           | $5616.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  | 0.0000% | $54.52             | $48.94             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0619 M     | 2042-12-20      | 3.5000%  | 0.0000% | $15913.49          | $14056.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785312 C     | 2051-02-20      | 2.5000%  | 0.0000% | $128.64            | $105.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785250 M     | 2045-12-20      | 3.5000%  | 0.0000% | $165.11            | $149.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785249 C     | 2050-11-20      | 4.0000%  | 0.0000% | $87.08             | $81.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $150.02            | $159.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005085 M     | 2041-06-20      | 6.0000%  | 0.0000% | $1169.03           | $1199.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786363 C     | 2052-09-20      | 5.0000%  | 0.0000% | $163.31            | $159.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  | 0.0000% | $3117487.56        | $2887864.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0221 M     | 2042-07-20      | 4.0000%  | 0.0000% | $7767.79           | $7331.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $94847.94          | $94761.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4479 M     | 2032-06-20      | 2.5000%  | 0.0000% | $26101.95          | $25020.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8204 M     | 2052-08-20      | 6.0000%  | 0.0000% | $24418.22          | $24964.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $125502.17         | $127339.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0399 | 2035-08-01      | 2.0000%  | 0.0000% | $1081.40           | $983.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0416 | 2043-01-01      | 3.5000%  | 0.0000% | $321.82            | $298.12            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8270 M     | 2052-09-20      | 5.5000%  | 0.0000% | $10705.45          | $10709.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT4164 C     | 2046-07-20      | 3.0000%  | 0.0000% | $32088.38          | $27889.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $552.81            | $516.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $36325840.06       | $29160172.56       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $523008.22         | $460213.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $35.11             | $30.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $4376446.83        | $4645680.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $159.21            | $138.79            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7314 M     | 2051-04-20      | 3.5000%  | 0.0000% | $13861.55          | $12429.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $143.22            | $147.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $8051.29           | $7159.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  | 0.0000% | $72.60             | $68.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $11.16             | $10.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 795298 C     | 2042-10-20      | 3.0000%  | 0.0000% | $42.72             | $37.24             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7303 | 2042-12-01      | 3.5000%  | 0.0000% | $2896851.47        | $2678641.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  | 0.0000% | $5630.15           | $5891.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785247 C     | 2050-11-20      | 3.5000%  | 0.0000% | $90.91             | $82.53             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785457 C     | 2051-03-20      | 4.0000%  | 0.0000% | $101.32            | $92.93             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $2595177.61        | $2149982.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $52.38             | $50.31             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $31842.00          | $28930.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $178.90            | $174.59            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $1769134.35        | $1563601.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | 0.0000% | $911.04            | $876.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5457 | 2048-06-01      | 4.5000%  | 0.0000% | $9105258.60        | $8749379.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $90.15             | $84.25             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785380 C     | 2051-03-20      | 2.5000%  | 0.0000% | $132.30            | $109.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM6537 | 2048-05-01      | 4.0000%  | 0.0000% | $958773.58         | $898349.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $164.58            | $160.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6558 C     | 2055-04-20      | 6.5000%  | 0.0000% | $199.68            | $206.65            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DD2271       | 2060-04-15      | 5.7300%  | 0.0000% | $22551.69          | $23312.42          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  | 0.0000% | $1364253.39        | $1401197.83        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785440 M     | 2051-03-20      | 2.0000%  | 0.0000% | $32254092.35       | $26023218.12       | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DH1774       | 2051-08-15      | 6.2200%  | 0.0000% | $654425.40         | $701018.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2769 C     | 2055-04-20      | 6.5000%  | 0.0000% | $257886.49         | $266882.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8321 C     | 2055-04-20      | 6.5000%  | 0.0000% | $164267.02         | $171004.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9662 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1068600.00        | $1061125.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  | 0.0000% | $2695621.33        | $2502071.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ1967 C     | 2055-05-20      | 5.5000%  | 0.0000% | $3729.60           | $3744.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0966 C     | 2055-03-20      | 6.5000%  | 0.0000% | $305762.16         | $318865.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1188 C     | 2055-02-20      | 5.5000%  | 0.0000% | $117588.41         | $118390.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2668 C     | 2055-01-20      | 5.0000%  | 0.0000% | $195.53            | $190.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3405 C     | 2055-04-20      | 6.5000%  | 0.0000% | $158420.32         | $165888.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $2725814.17        | $2766383.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ8119 C     | 2055-05-20      | 6.0000%  | 0.0000% | $200.00            | $205.74            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0260 M     | 2055-03-20      | 6.0000%  | 0.0000% | $995.45            | $1010.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3141 C     | 2055-03-20      | 6.5000%  | 0.0000% | $54213.09          | $56104.32          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3410 C     | 2055-04-20      | 6.0000%  | 0.0000% | $47101.81          | $48231.42          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DH1767       | 2060-04-15      | 5.9900%  | 0.0000% | $199.87            | $211.79            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI6124 C     | 2055-04-20      | 5.5000%  | 0.0000% | $655201.57         | $655446.32         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CT3707       | 2060-01-15      | 5.1300%  | 0.0000% | $496777.40         | $491363.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD6664 C     | 2054-11-20      | 5.5000%  | 0.0000% | $198.62            | $200.77            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7850 C     | 2055-04-20      | 6.5000%  | 0.0000% | $199.84            | $206.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK2591 C     | 2055-05-20      | 5.5000%  | 0.0000% | $200.00            | $200.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF7080 C     | 2054-11-20      | 5.5000%  | 0.0000% | $37472.74          | $37809.01          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6171 C     | 2055-04-20      | 5.5000%  | 0.0000% | $200.60            | $201.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ4630 C     | 2055-04-20      | 6.5000%  | 0.0000% | $465005.43         | $482367.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9461 C     | 2055-04-20      | 6.5000%  | 0.0000% | $199.83            | $206.80            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  | 0.0000% | $1007297.79        | $1045960.06        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2417 C     | 2055-04-20      | 6.0000%  | 0.0000% | $54665.77          | $55866.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $1663712.28        | $1619537.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7944 | 2046-01-01      | 3.5000%  | 0.0000% | $88535.59          | $80865.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3474 C     | 2055-04-20      | 6.5000%  | 0.0000% | $371.10            | $391.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6553 C     | 2055-05-20      | 6.0000%  | 0.0000% | $258699.60         | $264380.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $196.96            | $191.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $22031795.98       | $20954110.68       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3340 C     | 2055-03-20      | 6.5000%  | 0.0000% | $249931.20         | $261713.74         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18707 G | 2033-09-01      | 3.5000%  | 0.0000% | $18.21             | $17.86             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18734 G | 2034-05-01      | 3.5000%  | 0.0000% | $547.79            | $536.73            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G15530 G | 2030-07-01      | 3.5000%  | 0.0000% | $103.51            | $102.25            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $11.78             | $11.66             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  | 0.0000% | $4461064.10        | $4262431.75        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $412.24            | $392.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $9425.85           | $9598.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  | 0.0000% | $130.33            | $126.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8099 | 2036-04-01      | 2.5000%  | 0.0000% | $20930.04          | $19380.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8098 | 2036-04-01      | 2.0000%  | 0.0000% | $5000.76           | $4529.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $24367.47          | $22608.53          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DJ6458       | 2060-06-15      | 5.5100%  | 0.0000% | $5995.00           | $6133.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ6204 C     | 2055-04-20      | 6.0000%  | 0.0000% | $682.73            | $697.72            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ4132 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1001725.83        | $1002100.03        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $163.15            | $155.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $62380.52          | $59329.17          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7796 M     | 2037-01-20      | 1.5000%  | 0.0000% | $7730.08           | $6839.61           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG6629 C     | 2055-01-20      | 5.5000%  | 0.0000% | $186454.99         | $187200.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF8723 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1255035.22        | $1267191.91        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DF3878       | 2059-10-15      | 5.9000%  | 0.0000% | $9747.79           | $10224.19          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DF2999       | 2060-01-15      | 5.6000%  | 0.0000% | $27933.99          | $28684.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF1172 C     | 2055-01-20      | 6.0000%  | 0.0000% | $45961.88          | $47760.98          | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DE9888       | 2055-04-15      | 5.5500%  | 0.0000% | $199.79            | $204.55            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DE6507       | 2060-06-15      | 5.3900%  | 0.0000% | $200.00            | $202.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0698 C     | 2055-02-20      | 6.5000%  | 0.0000% | $199.51            | $206.47            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB4697 C     | 2054-04-20      | 7.5000%  | 0.0000% | $160435.58         | $168537.52         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  | 0.0000% | $249246.30         | $260983.26         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CZ7772       | 2059-03-15      | 5.6600%  | 0.0000% | $593.78            | $614.03            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CY4819       | 2057-01-15      | 5.7500%  | 0.0000% | $79481.65          | $82667.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX4168 C     | 2054-02-20      | 7.5000%  | 0.0000% | $1185.07           | $1244.38           | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CT6899       | 2065-09-15      | 5.4500%  | 0.0000% | $547726.00         | $553320.08         | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CS3803       | 2066-03-15      | 5.4000%  | 0.0000% | $200.00            | $198.70            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  | 0.0000% | $199.41            | $204.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $8.17              | $8.52              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $10593.48          | $9999.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $7.91              | $7.75              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005328 M     | 2042-03-20      | 3.5000%  | 0.0000% | $5.95              | $5.25              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005304 M     | 2042-02-20      | 3.5000%  | 0.0000% | $31.48             | $28.89             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AH5878 C     | 2044-03-20      | 3.7500%  | 0.0000% | $28690.84          | $26056.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AF5098 C     | 2043-08-20      | 4.0000%  | 0.0000% | $82.42             | $77.39             | Agency Mortgage-Backed Securities  |
| GNMA GNII MH AD0022 C     | 2038-03-20      | 3.5000%  | 0.0000% | $11534.94          | $10464.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005286 M     | 2042-01-20      | 4.0000%  | 0.0000% | $7867.38           | $7259.33           | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004182 M     | 2038-07-20      | 5.5000%  | 0.0000% | $10842.04          | $10696.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6477 M     | 2050-02-20      | 4.5000%  | 0.0000% | $27.76             | $26.60             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $41.30             | $36.17             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $342530.94         | $298593.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3404 C     | 2055-04-20      | 6.5000%  | 0.0000% | $264242.00         | $277525.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3193 C     | 2055-04-20      | 5.5000%  | 0.0000% | $199.80            | $199.87            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI3163 C     | 2055-03-20      | 6.5000%  | 0.0000% | $199.65            | $208.00            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2478 C     | 2055-05-20      | 6.0000%  | 0.0000% | $546638.40         | $558642.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI2383 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1398.23           | $1463.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1442 C     | 2055-04-20      | 5.5000%  | 0.0000% | $106471.95         | $107034.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1216 C     | 2055-02-20      | 6.0000%  | 0.0000% | $176800.90         | $181464.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI1702 C     | 2055-03-20      | 6.5000%  | 0.0000% | $209441.61         | $220857.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0397 C     | 2055-03-20      | 6.0000%  | 0.0000% | $199.38            | $205.23            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0233 C     | 2055-04-20      | 5.5000%  | 0.0000% | $200.00            | $200.07            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0128 C     | 2055-04-20      | 5.5000%  | 0.0000% | $199.71            | $200.52            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $16843.72          | $15442.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4864.07           | $4342.37           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $65.34             | $58.37             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8273 X     | 2042-07-15      | 3.5000%  | 0.0000% | $19536.28          | $17849.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779398 X     | 2042-06-15      | 3.5000%  | 0.0000% | $188.83            | $172.41            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778875 X     | 2042-02-15      | 3.5000%  | 0.0000% | $174.58            | $159.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778690 X     | 2041-12-15      | 3.5000%  | 0.0000% | $257.08            | $235.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  | 0.0000% | $4394421.97        | $4577494.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0264 | 2055-01-01      | 5.0000%  | 0.0000% | $1463575.59        | $1426631.69        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786384 C     | 2052-09-20      | 5.5000%  | 0.0000% | $455359.47         | $471778.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786361 C     | 2052-07-20      | 4.5000%  | 0.0000% | $55777.57          | $52741.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786326 C     | 2052-08-20      | 5.5000%  | 0.0000% | $176.26            | $176.99            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786291 C     | 2052-08-20      | 5.0000%  | 0.0000% | $160.55            | $156.76            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786281 C     | 2052-08-20      | 5.0000%  | 0.0000% | $170.72            | $166.40            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $8990.68           | $8614.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5585 M     | 2048-11-20      | 4.0000%  | 0.0000% | $5.34              | $4.84              | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6187 M     | 2034-10-20      | 3.0000%  | 0.0000% | $18142.26          | $17544.12          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $21.21             | $19.72             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $13808.18          | $12799.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $30.65             | $27.06             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $24922.63          | $21337.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $5001384.51        | $4369202.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $29.68             | $27.51             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4042 | 2041-12-01      | 3.5000%  | 0.0000% | $78.71             | $72.96             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $3120582.79        | $2891052.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0425 | 2055-05-01      | 5.0000%  | 0.0000% | $417476.47         | $405748.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI0002 C     | 2055-03-20      | 5.5000%  | 0.0000% | $385.95            | $387.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $39925643.40       | $39787323.24       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $23533923.30       | $23456015.56       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $203.60            | $192.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0256 M     | 2055-03-20      | 4.0000%  | 0.0000% | $352.22            | $323.27            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $45927.82          | $46072.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $114469955.60      | $114091009.23      | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3500 | 2052-05-01      | 3.5000%  | 0.0000% | $1369.11           | $1227.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $136.22            | $107.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  | 0.0000% | $5214872.74        | $4715869.10        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $17.08             | $15.94             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $17.88             | $16.57             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $15.54             | $14.88             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $4480574.42        | $4292762.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $271684.07         | $241671.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0095 M     | 2054-12-20      | 7.0000%  | 0.0000% | $719936.03         | $745038.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AY2391 C     | 2047-10-20      | 4.2500%  | 0.0000% | $14249.58          | $13316.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AV8327 C     | 2046-09-20      | 3.0000%  | 0.0000% | $8811.76           | $7669.71           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AU0255 C     | 2046-08-20      | 3.0000%  | 0.0000% | $68.15             | $59.23             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT7147 C     | 2046-06-20      | 3.5000%  | 0.0000% | $15.13             | $13.54             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9857 C     | 2055-03-20      | 6.0000%  | 0.0000% | $199.58            | $204.25            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI9834 C     | 2055-03-20      | 5.0000%  | 0.0000% | $499325.52         | $483298.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8516 C     | 2055-05-20      | 5.5000%  | 0.0000% | $703200.00         | $698281.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI8254 C     | 2055-03-20      | 6.0000%  | 0.0000% | $199.46            | $204.58            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7916 C     | 2055-04-20      | 6.5000%  | 0.0000% | $311664.81         | $322537.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8048 | 2035-06-01      | 2.0000%  | 0.0000% | $12713.12          | $11555.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1158 | 2034-07-01      | 3.0000%  | 0.0000% | $690.34            | $671.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0999 | 2035-12-01      | 3.5000%  | 0.0000% | $2305.55           | $2220.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $85221.93          | $77458.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0379 | 2034-12-01      | 3.5000%  | 0.0000% | $268.42            | $258.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0301 | 2035-04-01      | 2.5000%  | 0.0000% | $28110.96          | $26204.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3WZT1043 | 2034-03-01      | 4.0000%  | 0.0000% | $77022.99          | $76274.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  | 0.0000% | $4031.19           | $3518.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2391 | 2035-09-01      | 3.5000%  | 0.0000% | $42297.06          | $40984.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZA2664 | 2026-10-01      | 3.5000%  | 0.0000% | $1873.60           | $1860.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $5403516.32        | $4724951.75        | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC E03003 G | 2027-01-01      | 3.0000%  | 0.0000% | $2.91              | $2.89              | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  | 0.0000% | $3539311.13        | $3310325.57        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  | 0.0000% | $3773776.69        | $3421451.03        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q10443 G | 2042-08-01      | 4.0000%  | 0.0000% | $796633.22         | $758830.76         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q09898 G | 2042-08-01      | 3.5000%  | 0.0000% | $79461.35          | $73705.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $2483722.28        | $2159858.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLSD6830 | 2054-10-01      | 7.0000%  | 0.0000% | $4004124.77        | $4215566.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSD6162 | 2054-08-01      | 7.5000%  | 0.0000% | $775177.93         | $830743.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6023 | 2054-07-01      | 6.5000%  | 0.0000% | $571.32            | $595.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | 0.0000% | $179.29            | $184.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $7623.79           | $6226.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0697 | 2051-08-01      | 3.0000%  | 0.0000% | $46692.35          | $40112.83          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0415 | 2043-01-01      | 3.5000%  | 0.0000% | $11901919.73       | $11025586.67       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ8894 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3400.00           | $3479.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ7837 C     | 2055-05-20      | 6.5000%  | 0.0000% | $200.00            | $207.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH4735 C     | 2055-05-20      | 6.5000%  | 0.0000% | $200.00            | $206.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH4697 C     | 2055-04-20      | 6.0000%  | 0.0000% | $200.00            | $204.39            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2705 C     | 2055-01-20      | 5.5000%  | 0.0000% | $19811.96          | $19989.70          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH2628 C     | 2055-01-20      | 5.5000%  | 0.0000% | $82841.60          | $83406.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH1575 C     | 2055-01-20      | 5.5000%  | 0.0000% | $24098.74          | $24308.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785135 M     | 2049-12-20      | 4.5000%  | 0.0000% | $49.55             | $47.59             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785116 M     | 2049-09-20      | 3.5000%  | 0.0000% | $54.01             | $48.66             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  | 0.0000% | $3603832.82        | $3274880.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  | 0.0000% | $3271149.22        | $2979782.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  | 0.0000% | $3601215.01        | $3143056.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $5387382.72        | $4222835.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  | 0.0000% | $4208686.04        | $4383784.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE0809 | 2052-04-01      | 3.0000%  | 0.0000% | $833.09            | $721.12            | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G08844 G | 2048-10-01      | 5.0000%  | 0.0000% | $19.42             | $19.19             | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN 749547       | 2053-04-15      | 6.0000%  | 0.0000% | $349259.23         | $350297.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3MZA3002 | 2029-12-01      | 2.5000%  | 0.0000% | $608.00            | $590.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE7697 X     | 2043-08-15      | 3.5000%  | 0.0000% | $44.81             | $40.92             | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $460.34            | $482.10            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | 0.0000% | $4.02              | $4.02              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $14.40             | $13.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4152 | 2049-09-01      | 3.5000%  | 0.0000% | $3289031.73        | $2978788.70        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | 0.0000% | $22.27             | $20.65             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M     | 2041-02-20      | 4.0000%  | 0.0000% | $5.73              | $5.29              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  | 0.0000% | $316.80            | $279.55            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2679 M     | 2045-03-20      | 4.0000%  | 0.0000% | $21.37             | $20.04             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $46326.38          | $41248.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784667 C     | 2049-02-20      | 4.5000%  | 0.0000% | $2239.08           | $2136.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785492 C     | 2051-05-20      | 2.5000%  | 0.0000% | $888361.99         | $731351.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785485 C     | 2051-04-20      | 3.0000%  | 0.0000% | $474698.84         | $408062.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785460 C     | 2051-05-20      | 2.5000%  | 0.0000% | $139.89            | $115.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785459 C     | 2051-05-20      | 2.5000%  | 0.0000% | $144.11            | $120.05            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785453 C     | 2051-03-20      | 4.0000%  | 0.0000% | $221705.58         | $208219.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785405 C     | 2051-03-20      | 3.0000%  | 0.0000% | $114.11            | $101.64            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785382 C     | 2051-02-20      | 2.5000%  | 0.0000% | $119.39            | $98.24             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784328 C     | 2046-11-20      | 3.0000%  | 0.0000% | $33154.30          | $29035.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783976 M     | 2043-04-20      | 3.5000%  | 0.0000% | $25.84             | $23.35             | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783890 M     | 2038-11-20      | 7.0000%  | 0.0000% | $27.78             | $29.34             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783669 X     | 2042-09-15      | 3.0000%  | 0.0000% | $7983.85           | $7132.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SP 783610 X     | 2041-11-15      | 4.5000%  | 0.0000% | $10283.06          | $9952.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745793 X     | 2040-07-15      | 4.5000%  | 0.0000% | $6.26              | $6.05              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $16.38             | $16.05             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004871 M     | 2040-11-20      | 6.0000%  | 0.0000% | $12.28             | $12.65             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M     | 2040-12-20      | 4.0000%  | 0.0000% | $3.75              | $3.46              | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH0975 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1790.66           | $1798.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $9155.85           | $7676.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $77.70             | $67.93             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $10816.07          | $8682.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $44.72             | $41.42             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7856 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1282514.22        | $1315399.60        | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DI7405       | 2060-04-15      | 5.7300%  | 0.0000% | $198659.82         | $204632.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI7287 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1317942.29        | $1322482.01        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5713 C     | 2065-04-20      | 7.0000%  | 0.0000% | $200.00            | $205.64            | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CJ9612       | 2063-12-15      | 2.8700%  | 0.0000% | $200.00            | $172.04            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $10306.91          | $9175.82           | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP3715       | 2058-05-15      | 4.5500%  | 0.0000% | $925973.74         | $900023.59         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP2703       | 2060-04-15      | 5.1700%  | 0.0000% | $399.68            | $400.14            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP2685       | 2065-07-15      | 4.7400%  | 0.0000% | $1567040.20        | $1478827.33        | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CN7591       | 2065-02-15      | 4.4700%  | 0.0000% | $396347.80         | $373541.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $41.45             | $37.24             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  | 0.0000% | $171.79            | $175.62            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1975023.02        | $1968482.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0001 M     | 2039-11-20      | 5.5000%  | 0.0000% | $43277.11          | $44045.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK1883 C     | 2055-05-20      | 6.5000%  | 0.0000% | $200.00            | $206.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $6087395.55        | $5220189.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5396 | 2052-04-01      | 3.5000%  | 0.0000% | $437190.17         | $392190.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  | 0.0000% | $4363333.59        | $3586633.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  | 0.0000% | $107917.23         | $97557.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ3576 C     | 2055-02-20      | 6.5000%  | 0.0000% | $59075.94          | $61136.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7966 C     | 2055-03-20      | 6.5000%  | 0.0000% | $116810.27         | $122188.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7965 C     | 2055-03-20      | 6.5000%  | 0.0000% | $168804.59         | $176866.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6551 C     | 2055-04-20      | 5.5000%  | 0.0000% | $635214.88         | $635452.17         | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $2540.00           | $1967.48           | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $198860.00         | $147713.36         | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $20.00             | $14.70             | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $161670.91         | $115268.10         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $447440.00         | $421230.01         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $20.00             | $19.14             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $180.00            | $116.25            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $74280.00          | $74877.86          | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $200.00            | $210.90            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $52780.00          | $55044.49          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $20.00             | $20.89             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $20.00             | $19.92             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $2836880.00        | $2045852.54        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $2000060.00        | $2024469.99        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $1073400.00        | $754121.33         | U.S. Treasuries (including strips) |
| USTR 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | 0.0000% | $26.14             | $25.78             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $363700.00         | $317138.30         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $26.49             | $18.89             | U.S. Treasuries (including strips) |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $40.00             | $29.25             | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $20.00             | $14.67             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $689440.00         | $588628.27         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $20.00             | $18.89             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $20.00             | $20.17             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $20.00             | $20.24             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $80.00             | $73.46             | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $20.00             | $20.01             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $1700.00           | $1613.26           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $13440.00          | $12946.79          | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $461220.00         | $445640.29         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $311700.00         | $263226.12         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $3854720.00        | $3704810.40        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $20.00             | $16.95             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $20.00             | $18.36             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $20.00             | $18.64             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $523340.00         | $510626.89         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $20.00             | $19.59             | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  | 0.0000% | $1003140.00        | $993755.83         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $20.00             | $16.88             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $78820.00          | $67032.45          | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $325920.00         | $311319.09         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $20.00             | $19.30             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $1300.00           | $1265.64           | U.S. Treasuries (including strips) |
| USTR BILL 06/17/25        | 2025-06-17      | 0.0000%  | 0.0000% | $1818400.00        | $1815195.98        | U.S. Treasuries (including strips) |
| USTR BILL 08/28/25        | 2025-08-28      | 0.0000%  | 0.0000% | $5281160.00        | $5227001.70        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $40.00             | $38.95             | U.S. Treasuries (including strips) |
| USTR BILL 06/20/25        | 2025-06-20      | 0.0000%  | 0.0000% | $1151120.00        | $1148684.23        | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $20.00             | $19.78             | U.S. Treasuries (including strips) |
| USTR BILL 08/07/25        | 2025-08-07      | 0.0000%  | 0.0000% | $20.00             | $19.85             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $20.00             | $15.01             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $40.00             | $31.86             | U.S. Treasuries (including strips) |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $78.31             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $20.00             | $20.15             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $1039720.00        | $1057645.29        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $20.00             | $20.50             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $20.00             | $20.76             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $15000000.00       | $15150257.85       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $620.00            | $641.36            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $2882800.00        | $2942885.53        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $20.00             | $20.33             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $274200.00         | $264103.25         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $20.00             | $19.52             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $40.00             | $39.10             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $20.00             | $19.46             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $40.00             | $39.14             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $240.00            | $235.31            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $4560.00           | $4434.43           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $20.00             | $13.57             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $20.00             | $18.34             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $3980.00           | $3873.47           | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $580.00            | $392.12            | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $1080400.00        | $656823.30         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $40.00             | $38.87             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $80.00             | $76.99             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $20.00             | $18.13             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $20.00             | $19.22             | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $104800.00         | $91964.57          | U.S. Treasuries (including strips) |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $20.00             | $17.93             | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $20.00             | $16.24             | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $20.00             | $11.57             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $20.00             | $12.37             | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $40.00             | $29.15             | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $212820.00         | $204828.21         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  | 0.0000% | $511160.00         | $506858.14         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $20.00             | $19.39             | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $2230000.00        | $2214166.71        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $2809060.00        | $2805180.60        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $39760700.00       | $40823380.49       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $1803720.00        | $1811704.66        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $140.00            | $139.49            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $893300.00         | $906997.67         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $40.00             | $41.06             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  | 0.0000% | $20.00             | $19.65             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $480960.00         | $400272.29         | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.5463%  | 0.0000% | $748300.00         | $751946.99         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $342700.00         | $290965.10         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $20.00             | $19.83             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  | 0.0000% | $500680.00         | $491193.25         | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $20.00             | $19.57             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $140.00            | $140.73            | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AB 25     | 2025-07-31      | 0.2500%  | 0.0000% | $100480.00         | $99881.62          | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $28.30             | $21.61             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $40.00             | $40.61             | U.S. Treasuries (including strips) |

### Security 146: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 4.320000%
- **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: 986PPM008, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 986PPM008_4.32_0606
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA RC029LF R25F029 | 2055-05-25      | 5.2720%  | 0.0000% | $2449825.56        | $2430024.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5720%  | 0.0000% | $10935868.58       | $10851693.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6720%  | 0.0000% | $2803525.49        | $2800485.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1720%  | 0.0000% | $4614120.08        | $4573914.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1720%  | 0.0000% | $3440827.37        | $3428111.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5178HJ 01/25/52 | 2052-01-25      | 2.0000%  | 0.0000% | $578015.60         | $284984.30         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  | 0.0000% | $1465819.20        | $782684.59         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $5521737.20        | $3902836.56        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8002%  | 0.0000% | $122872.84         | $121690.60         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $643023.82         | $619655.47         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $134631.87         | $130371.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $172800.46         | $170749.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5220%  | 0.0000% | $9506806.40        | $9433774.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7420%  | 0.0000% | $407706.21         | $405860.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9320%  | 0.0000% | $21978058.25       | $21524321.15       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6720%  | 0.0000% | $9111743.32        | $9063494.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8365%  | 0.0000% | $1536197.22        | $1525810.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL070FB R24F070 | 2054-10-25      | 5.4220%  | 0.0000% | $1510819.29        | $1494437.55        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1720%  | 0.0000% | $2376723.05        | $2364792.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1720%  | 0.0000% | $7709221.40        | $7670523.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8720%  | 0.0000% | $197740.85         | $199449.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7220%  | 0.0000% | $6732008.13        | $6756981.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2220%  | 0.0000% | $2189573.17        | $2171028.09        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1720%  | 0.0000% | $5306652.49        | $5280646.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1220%  | 0.0000% | $8280924.19        | $8226803.25        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 7.0842%  | 0.0000% | $402.44            | $404.78            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.7899%  | 0.0000% | $254377.28         | $256650.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5366%  | 0.0000% | $102966.57         | $105892.52         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6720%  | 0.0000% | $2127151.53        | $2131128.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0720%  | 0.0000% | $966177.23         | $974848.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8220%  | 0.0000% | $768800.12         | $774688.83         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5518FC 03/25/55 | 2055-03-25      | 5.6420%  | 0.0000% | $2294691.30        | $2284937.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8220%  | 0.0000% | $6391977.16        | $6390312.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7857%  | 0.0000% | $209.35            | $207.59            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1720%  | 0.0000% | $4693257.90        | $4665893.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7220%  | 0.0000% | $2144449.61        | $2140284.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4220%  | 0.0000% | $6228064.57        | $6234797.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $194.59            | $193.73            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6720%  | 0.0000% | $4061896.44        | $4051428.02        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 7.2961%  | 0.0000% | $251969.23         | $258909.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2220%  | 0.0000% | $393.84            | $393.47            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 7.0828%  | 0.0000% | $55.23             | $55.43             | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4685%  | 0.0000% | $2550025.00        | $2184143.73        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $46779.35          | $42966.74          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL052A1 R20M052 | 2030-10-25      | 0.8780%  | 0.0000% | $184518.25         | $178136.18         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $72034.65          | $68337.68          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $9373.67           | $8385.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $1321346.18        | $1269357.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $172459.94         | $165384.42         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2180%  | 0.0000% | $145215.46         | $137342.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $866400.00         | $851086.67         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1743800.00        | $1829938.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  | 0.0000% | $600263.55         | $613421.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2015 | 2053-05-01      | 6.0000%  | 0.0000% | $386419.40         | $392416.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $154745.20         | $159107.21         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0410%  | 0.0000% | $1555406.24        | $1526150.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $690912.82         | $671467.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  | 0.0000% | $549598.53         | $557852.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $12893.66          | $11488.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $31584.13          | $31783.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $58296.90          | $60133.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $41980.20          | $42312.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1527528.05        | $1450621.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $45232.33          | $43635.10          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $24.30             | $25.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $22.20             | $20.84             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A83512 G | 2038-12-01      | 5.0000%  | 0.0000% | $14271.71          | $14018.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5105 | 2048-12-01      | 5.0000%  | 0.0000% | $1686139.19        | $1669231.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $15704.84          | $16393.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $100844.27         | $87692.22          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $48190.24          | $48940.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $379804.24         | $364222.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $1136832.20        | $998330.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $49055.69          | $44740.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  | 0.0000% | $374113.70         | $351809.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $567665.05         | $539848.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $154418.55         | $152603.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $10196.60          | $9428.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $6029.07           | $5241.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $1238349.76        | $1127633.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1752664.25        | $1595968.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $3449588.31        | $3141148.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  | 0.0000% | $486903.84         | $501492.61         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7670%  | 0.0000% | $3789064.45        | $3532755.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $1449284.41        | $1456150.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $3185962.00        | $3088311.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $3850000.00        | $3510690.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $3643278.88        | $3436749.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $143473.41         | $121545.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $105.48            | $104.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $373125.57         | $326266.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $494171.12         | $445061.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN0346 | 2048-12-01      | 5.0000%  | 0.0000% | $1477920.69        | $1462570.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.4070%  | 0.0000% | $22410.73          | $22184.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $92363.90          | $94668.99          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7890%  | 0.0000% | $4008121.70        | $3465395.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 K0679879 | 2029-09-01      | 7.5000%  | 0.0000% | $4477.72           | $4558.52           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $1171842.00        | $993458.48         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1661370.00        | $1538938.29        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4580%  | 0.0000% | $954948.45         | $893432.58         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $374192.18         | $353408.99         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  | 0.0000% | $711621.86         | $702995.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R19M006 | 2029-01-25      | 3.4500%  | 0.0000% | $502425.05         | $491453.67         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  | 0.0000% | $16123.24          | $16070.14          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $185.99            | $179.82            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2449%  | 0.0000% | $418.20            | $354.10            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3160%  | 0.0000% | $1150000.00        | $984294.33         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0975%  | 0.0000% | $356080.08         | $327580.53         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2972797.38        | $2718055.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $31948.34          | $30139.87          | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  | 0.0000% | $81657.76          | $78126.40          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.5801%  | 0.0000% | $289943.64         | $284400.75         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0604%  | 0.0000% | $1311133.57        | $1281857.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4709%  | 0.0000% | $974963.02         | $977433.22         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0834%  | 0.0000% | $1141000.00        | $976673.15         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $784417.18         | $737011.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $267217.24         | $275553.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $9962054.03        | $10031495.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $675264.69         | $532947.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $2457196.72        | $1936121.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  | 0.0000% | $352200.58         | $329469.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $26708.98          | $23357.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $216609.29         | $224495.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $550493.20         | $559500.00         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00422 G | 2041-04-01      | 5.5000%  | 0.0000% | $18464.97          | $18736.32          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $27115.16          | $27513.31          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00443 G | 2041-04-01      | 5.5000%  | 0.0000% | $18679.43          | $18995.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $11543931.55       | $11810288.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $33990.56          | $34979.39          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | 0.0000% | $1034.59           | $1037.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $19790649.59       | $19714248.89       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $84729.54          | $82492.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8039 | 2050-01-01      | 4.0000%  | 0.0000% | $150626.75         | $139968.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $991173.55         | $995870.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $928750.35         | $976995.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $5513186.12        | $4361090.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $4710574.73        | $3722541.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $3089728.63        | $2591750.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  | 0.0000% | $100.90            | $90.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794 | 2049-12-01      | 3.0000%  | 0.0000% | $27652.85          | $23806.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  | 0.0000% | $1788989.93        | $1666603.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $2225064.04        | $2086187.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $38759.75          | $36230.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $4698706.17        | $4419834.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $469674.63         | $440359.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $30.88             | $28.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $129085.34         | $121909.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $139023.21         | $129884.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $18215.26          | $17385.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $44616.78          | $42593.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $74807.52          | $69305.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $32489.38          | $29584.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $19242.19          | $18868.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $536406.00         | $497176.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJAJ5332 | 2026-11-01      | 3.0000%  | 0.0000% | $6776.34           | $6705.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $38641.28          | $39244.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4799 | 2041-06-01      | 5.5000%  | 0.0000% | $17087.38          | $17316.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $30835.31          | $30767.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $31932.00          | $32359.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2889 | 2041-05-01      | 5.5000%  | 0.0000% | $15485.76          | $15555.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $36637.05          | $37208.28          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1240%  | 0.0000% | $881495.27         | $887826.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $12074.14          | $12084.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $339736.94         | $357693.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $558612.76         | $580946.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | 0.0000% | $395.74            | $405.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $142234.70         | $150064.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5412 | 2054-06-01      | 5.5000%  | 0.0000% | $350705.77         | $348409.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $347815.27         | $353807.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $252956.40         | $266707.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $99626.45          | $103662.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $88945.19          | $92472.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $785066.10         | $806184.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  | 0.0000% | $85562.52          | $86873.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $39602.18          | $40000.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $50773.29          | $51564.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $31990.43          | $32489.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $1378289.47        | $1320801.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  | 0.0000% | $2090302.31        | $1925763.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $5134988.06        | $4714524.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $135826.55         | $127538.72         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $1559363.15        | $1511413.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $731336.33         | $575602.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $334998.01         | $312155.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $56583.38          | $46794.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $258581.09         | $249786.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $531687.65         | $496848.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $117811.81         | $114254.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $97752.25          | $91387.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $73698.07          | $69105.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $302217.06         | $283791.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH2705 | 2047-05-01      | 4.5000%  | 0.0000% | $18482.04          | $17840.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $310753.04         | $310848.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $3058138.29        | $2404411.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $765115.16         | $695926.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $38325.36          | $38922.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $46466.15          | $47427.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $28241.02          | $28867.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $18351.21          | $18646.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $14130.52          | $14741.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $108770.42         | $103817.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $615430.66         | $584846.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | 0.0000% | $180625.37         | $155430.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4527 | 2051-02-01      | 2.5000%  | 0.0000% | $23699.78          | $19553.34          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $29863.87          | $29373.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  | 0.0000% | $1493628.85        | $1517325.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $30360.35          | $28647.80          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $147615.36         | $136876.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $176468.73         | $154887.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $726656.36         | $669817.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1867 | 2054-09-01      | 5.5000%  | 0.0000% | $762947.27         | $763856.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $5181.86           | $4730.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $19356.18          | $18165.91          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $136.52            | $139.54            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $12.66             | $12.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4726 | 2041-07-01      | 5.5000%  | 0.0000% | $14754.68          | $14988.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $23159.84          | $23224.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $532320.46         | $417835.96         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  | 0.0000% | $1322173.70        | $1353813.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  | 0.0000% | $94654.96          | $99699.32          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $48773.09          | $44680.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | 0.0000% | $697850.53         | $549363.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $103374.05         | $106006.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $79741.06          | $74400.90          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1948193.02        | $1986683.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $2986783.62        | $2838355.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $395744.40         | $364791.82         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $296943.60         | $275236.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $64969.48          | $65982.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $121555.56         | $121892.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $128013.06         | $120317.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $9959.14           | $9350.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $185188.91         | $173037.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $97921.89          | $87268.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $51334.36          | $45814.00          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $48827.94          | $49086.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $348385.39         | $335038.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  | 0.0000% | $1810491.96        | $1775467.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $1256549.51        | $1177231.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $961028.66         | $757061.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $513997.37         | $513416.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $113996.34         | $113575.75         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  | 0.0000% | $95948.29          | $92104.50          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  | 0.0000% | $86011.27          | $83119.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $72391.59          | $63300.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $632968.99         | $498103.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2053 | 2054-10-01      | 5.5000%  | 0.0000% | $566858.72         | $566559.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $740370.44         | $713804.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $83818.76          | $84051.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $1190925.87        | $933291.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $19982.63          | $19831.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  | 0.0000% | $19190.32          | $19362.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $28730.27          | $25256.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $199097.72         | $193645.78         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $3568800.00        | $3631258.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $246.13            | $240.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $2689202.60        | $2606777.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $2220097.78        | $1749299.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  | 0.0000% | $619935.34         | $630286.60         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $1127458.56        | $1153358.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $77206.22          | $77100.80          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $2400000.00        | $2074103.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $16417400.06       | $16407722.92       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $676831.20         | $701681.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $147.60            | $137.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $1240354.98        | $1160764.16        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  | 0.0000% | $66585.04          | $63860.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $1054104.15        | $1018742.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $2529540.52        | $2193659.70        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9020%  | 0.0000% | $1123214.19        | $1129995.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $134043.01         | $116708.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $42090.07          | $42162.75          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $31970.43          | $29964.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $144235.96         | $147408.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3643 | 2044-10-01      | 4.0000%  | 0.0000% | $1168694.47        | $1099021.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $10847.32          | $10132.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $440815.14         | $401395.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $19369.88          | $17696.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $316789.05         | $324618.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $907346.66         | $817179.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  | 0.0000% | $868444.02         | $900773.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $7809.29           | $7825.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $73471.05          | $73572.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $333700.31         | $327489.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $768426.92         | $769304.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $45695.81          | $41925.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $834060.54         | $659126.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  | 0.0000% | $1159060.30        | $1079048.31        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  | 0.0000% | $2864001.14        | $2815613.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4349 | 2051-01-01      | 2.5000%  | 0.0000% | $33927.33          | $28125.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $1654555.43        | $1349564.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $313560.72         | $325025.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0212 | 2055-04-01      | 5.0000%  | 0.0000% | $10597.46          | $10323.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  | 0.0000% | $840026.33         | $837870.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $128249.60         | $131162.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB0297 | 2051-05-01      | 1.5000%  | 0.0000% | $10592061.27       | $7827409.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $580318.54         | $456927.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $5941724.56        | $4678710.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $448.94            | $354.77            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $58859.20          | $59832.59          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $113588.75         | $112156.28         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $130256.11         | $120628.29         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $300.72            | $285.95            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $14.96             | $15.27             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $62.08             | $63.28             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A78954 G | 2036-05-01      | 6.0000%  | 0.0000% | $6573.85           | $6675.21           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $501.67            | $525.39            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $44574.70          | $45860.61          | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $5.46              | $5.52              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $33.35             | $33.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | 0.0000% | $2102850.86        | $2093992.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  | 0.0000% | $347493.85         | $347112.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $9126126.29        | $9075107.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  | 0.0000% | $1497593.37        | $1498000.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $419595.47         | $417105.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $744012.34         | $709734.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $584701.45         | $532301.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $81702.83          | $76018.05          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $1117634.34        | $1089646.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $42130.86          | $42787.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $6800.35           | $7059.38           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  | 0.0000% | $226196.79         | $235201.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $1687505.26        | $1329352.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $5014.56           | $5118.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1447159.67        | $1473908.00        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9540%  | 0.0000% | $1943721.34        | $1988271.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5698 | 2055-05-01      | 4.5000%  | 0.0000% | $1590220.70        | $1503315.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $7902317.97        | $7868777.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAB7442 | 2042-12-01      | 3.0000%  | 0.0000% | $86.05             | $76.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $85676.04          | $83761.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5616 | 2053-01-01      | 6.0000%  | 0.0000% | $34071.06          | $34698.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE4957 | 2052-06-01      | 4.5000%  | 0.0000% | $226172.30         | $214151.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $170511.38         | $149121.35         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $146203.42         | $136221.71         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $52896.26          | $49780.10          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $275000.00         | $251967.70         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  | 0.0000% | $67930.66          | $65534.20          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  | 0.0000% | $78974.74          | $76065.31          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  | 0.0000% | $72983.60          | $70889.85          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $53233.16          | $46835.68          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $24255.50          | $23343.42          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02207 G | 2041-07-01      | 5.0000%  | 0.0000% | $15841.33          | $15631.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02092 G | 2041-07-01      | 5.5000%  | 0.0000% | $19269.50          | $19595.26          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02027 G | 2041-07-01      | 5.0000%  | 0.0000% | $17513.15          | $17281.41          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $40371.04          | $40350.24          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $46155.43          | $45941.72          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $24247.03          | $24643.05          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $44757.95          | $44506.54          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00424 G | 2041-05-01      | 5.5000%  | 0.0000% | $2599.27           | $2642.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0394 | 2055-05-01      | 5.5000%  | 0.0000% | $3102990.15        | $3102681.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $187.19            | $163.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6080 | 2053-10-01      | 6.0000%  | 0.0000% | $950478.04         | $968182.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6299 | 2051-01-01      | 3.0000%  | 0.0000% | $199710.89         | $172568.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2513 | 2052-07-01      | 4.0000%  | 0.0000% | $59347.10          | $54832.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9962 | 2055-02-01      | 5.0000%  | 0.0000% | $1862237.18        | $1816016.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9651 | 2054-12-01      | 5.0000%  | 0.0000% | $170883.39         | $166200.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $2341005.29        | $2419762.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $10140950.04       | $10088577.67       | Agency Mortgage-Backed Securities         |

### Security 147: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 4.330000%
- **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: 986PPM008, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 986PPM008_4.33_0606
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 2024-097 FT     | 2054-06-20      | 5.4783%  | 0.0000% | $222.61            | $221.63            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2220%  | 0.0000% | $196.92            | $196.73            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4220%  | 0.0000% | $23053.25          | $23078.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC029LF R25F029 | 2055-05-25      | 5.2720%  | 0.0000% | $161199.84         | $159896.90         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.6720%  | 0.0000% | $2383010.11        | $2376868.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8220%  | 0.0000% | $710821.94         | $716266.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2220%  | 0.0000% | $1692154.75        | $1677822.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5512FD 03/25/55 | 2055-03-25      | 5.7220%  | 0.0000% | $9576323.70        | $9555540.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6720%  | 0.0000% | $4955018.44        | $4943080.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  | 0.0000% | $328818.40         | $344688.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9587 | 2055-04-01      | 6.5000%  | 0.0000% | $63000.80          | $65557.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9586 | 2055-04-01      | 6.5000%  | 0.0000% | $92837.80          | $96993.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9585 | 2055-04-01      | 6.0000%  | 0.0000% | $118803.60         | $121552.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9584 | 2055-04-01      | 6.0000%  | 0.0000% | $133084.00         | $136547.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $318369.00         | $311091.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8622 | 2055-05-01      | 5.5000%  | 0.0000% | $2223903.20        | $2221291.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $596056.38         | $556946.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $262253.09         | $257554.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3703 | 2026-11-01      | 3.0000%  | 0.0000% | $13616.06          | $13480.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK3535 | 2026-09-01      | 3.0000%  | 0.0000% | $16345.79          | $16204.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  | 0.0000% | $18020.33          | $18470.32          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $11.21             | $11.07             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $8.01              | $8.39              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $170.12            | $173.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  | 0.0000% | $26061.78          | $25208.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  | 0.0000% | $338900.24         | $313795.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  | 0.0000% | $53636.58          | $54864.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4949 | 2049-12-01      | 3.0000%  | 0.0000% | $63022.18          | $53788.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI2819 | 2054-04-01      | 5.0000%  | 0.0000% | $953610.76         | $933901.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  | 0.0000% | $66969.81          | $62243.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $1536187.11        | $1433310.54        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $69973.02          | $65697.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  | 0.0000% | $458063.95         | $430240.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2071 | 2046-11-01      | 3.0000%  | 0.0000% | $41431.26          | $36718.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  | 0.0000% | $5463517.49        | $5647350.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $1469365.46        | $1480155.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $609346.82         | $602559.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  | 0.0000% | $46241.24          | $48729.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  | 0.0000% | $23812.71          | $24608.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA9194 | 2039-08-01      | 6.0000%  | 0.0000% | $14969.64          | $15326.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  | 0.0000% | $38929.32          | $39992.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995243 | 2038-08-01      | 4.5000%  | 0.0000% | $27149.75          | $26848.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  | 0.0000% | $88176.30          | $91655.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  | 0.0000% | $7334.23           | $7501.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  | 0.0000% | $21424.10          | $21864.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  | 0.0000% | $40035.46          | $40659.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948102 | 2037-11-01      | 6.0000%  | 0.0000% | $5888.03           | $6031.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931797 | 2039-08-01      | 4.5000%  | 0.0000% | $13747.61          | $13556.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  | 0.0000% | $39597.98          | $40215.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930264 | 2038-12-01      | 6.0000%  | 0.0000% | $14853.55          | $15234.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930261 | 2038-11-01      | 6.0000%  | 0.0000% | $18807.34          | $19285.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $1654.46           | $1528.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2513 | 2052-07-01      | 4.0000%  | 0.0000% | $131757.38         | $121733.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $63376.34          | $58672.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  | 0.0000% | $3855.87           | $3773.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $6029.50           | $5241.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $4585373.28        | $4043059.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $50.14             | $45.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $676201.96         | $592420.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $6277896.68        | $5716567.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $24242.55          | $21615.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $10855146.12       | $9676414.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $90345.06          | $74647.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA1324 | 2048-06-01      | 4.0000%  | 0.0000% | $10400000.00       | $9919813.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $7433618.86        | $6063349.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9992 | 2055-02-01      | 6.0000%  | 0.0000% | $54215.89          | $55334.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $14920393.24       | $14900020.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $1009308.51        | $1040788.17        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8405 | 2034-02-01      | 3.6500%  | 0.0000% | $536593.88         | $500427.60         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  | 0.0000% | $183000.00         | $178375.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $196506.41         | $174971.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9246 | 2044-08-01      | 4.5000%  | 0.0000% | $26391.59          | $26003.26          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  | 0.0000% | $33862.78          | $34448.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $1830370.62        | $1694363.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  | 0.0000% | $24304.37          | $24321.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1647 | 2041-07-01      | 4.5000%  | 0.0000% | $34047.60          | $33246.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $1169403.26        | $1207578.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $2274013.60        | $2390788.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $166497.81         | $166383.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2018 | 2050-03-01      | 4.5000%  | 0.0000% | $29985.93          | $28803.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1033 | 2050-04-01      | 3.5000%  | 0.0000% | $686921.73         | $618680.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  | 0.0000% | $152040.19         | $129870.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM9673 | 2049-06-01      | 3.5000%  | 0.0000% | $31839.54          | $28772.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM9346 | 2040-06-01      | 6.5000%  | 0.0000% | $530711.49         | $552324.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $103778.16         | $85545.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $71763.80          | $56657.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6497 | 2051-03-01      | 2.0000%  | 0.0000% | $538201.72         | $426324.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6614 | 2050-08-01      | 3.0000%  | 0.0000% | $27052.31          | $23131.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0907 | 2051-06-01      | 2.5000%  | 0.0000% | $36391950.09       | $30165210.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $78177.01          | $80838.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2080 | 2047-03-01      | 3.0000%  | 0.0000% | $97731.94          | $86162.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $254374.97         | $216652.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  | 0.0000% | $177115.45         | $164431.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | 0.0000% | $470206.61         | $435718.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5793 | 2050-07-01      | 3.5000%  | 0.0000% | $1865523.66        | $1659910.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $19109864.95       | $19530288.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $20468.07          | $19907.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  | 0.0000% | $172.73            | $141.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $134163.99         | $127172.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $854230.44         | $835160.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $10066322.99       | $9793050.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  | 0.0000% | $41969.25          | $39051.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  | 0.0000% | $876411.17         | $909037.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $7580483.01        | $7411065.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $2301256.81        | $2157083.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5514 | 2055-01-01      | 5.5000%  | 0.0000% | $2468740.18        | $2468874.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  | 0.0000% | $362451.99         | $377174.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  | 0.0000% | $627240.80         | $649856.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  | 0.0000% | $760147.40         | $761083.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  | 0.0000% | $578873.99         | $575081.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $212612.53         | $213114.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $37680.36          | $29919.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  | 0.0000% | $270331.50         | $276025.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  | 0.0000% | $83298.06          | $79664.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  | 0.0000% | $59727.88          | $60438.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  | 0.0000% | $28243.34          | $29114.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $774108.60         | $738834.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9719 | 2040-08-01      | 5.5000%  | 0.0000% | $20014.69          | $20363.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  | 0.0000% | $20881.97          | $21376.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD8286 | 2040-06-01      | 6.0000%  | 0.0000% | $17471.20          | $17856.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $168548.14         | $171590.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD6725 | 2040-06-01      | 6.0000%  | 0.0000% | $16248.13          | $16645.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  | 0.0000% | $41689.86          | $41937.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $90141.37          | $83283.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQB1117 | 2050-07-01      | 4.5000%  | 0.0000% | $147618.28         | $140215.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  | 0.0000% | $824805.66         | $649883.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  | 0.0000% | $818395.14         | $644115.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $107.40            | $106.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $2437036.37        | $2563640.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $2132167.03        | $2121701.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $820698.35         | $850828.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $1416173.44        | $1491644.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  | 0.0000% | $81364.74          | $81007.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5895 | 2053-03-01      | 5.0000%  | 0.0000% | $20301498.44       | $19897433.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $1225739.10        | $1220537.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  | 0.0000% | $30569.47          | $31573.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3315 | 2040-03-01      | 6.0000%  | 0.0000% | $12742.93          | $13054.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $104283.48         | $109469.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1685 | 2040-08-01      | 6.0000%  | 0.0000% | $15901.65          | $16275.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  | 0.0000% | $36410.66          | $37547.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $370344.15         | $375635.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $22742810.51       | $22077942.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  | 0.0000% | $538179.46         | $557025.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5114 | 2033-06-01      | 5.5000%  | 0.0000% | $60538.30          | $62144.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $452718.59         | $450797.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $3093486.20        | $3016726.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $72561.66          | $68704.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3486 | 2052-05-01      | 3.5000%  | 0.0000% | $71697.86          | $63884.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2539 | 2052-01-01      | 2.5000%  | 0.0000% | $62628.31          | $51602.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $3842173.21        | $3824808.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | 0.0000% | $6099285.02        | $6063089.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1105711.20        | $1105959.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0268 | 2054-07-01      | 6.5000%  | 0.0000% | $3252804.62        | $3386410.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4829 | 2055-06-01      | 5.5000%  | 0.0000% | $448398.00         | $447774.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9934 | 2055-04-01      | 6.5000%  | 0.0000% | $939274.74         | $971468.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  | 0.0000% | $32263.08          | $32233.19          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  | 0.0000% | $115659.88         | $118590.99         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462208 | 2033-09-01      | 6.4050%  | 0.0000% | $7722.89           | $7743.79           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4900%  | 0.0000% | $154658.58         | $154806.13         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  | 0.0000% | $55392.96          | $55604.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3023 | 2052-10-01      | 5.0000%  | 0.0000% | $307951.20         | $304065.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $410.24            | $350.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  | 0.0000% | $43511.15          | $42129.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $244259.08         | $233731.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIZS8482 | 2028-03-01      | 2.0000%  | 0.0000% | $18084.65          | $17563.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS7593 | 2030-12-01      | 3.5000%  | 0.0000% | $23812.78          | $23728.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS7609 | 2030-01-01      | 2.5000%  | 0.0000% | $30369.31          | $29751.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $146.43            | $144.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $653371.00         | $631089.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $147438.19         | $137716.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  | 0.0000% | $63233.99          | $60595.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  | 0.0000% | $43140.92          | $40743.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $848260.64         | $874723.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  | 0.0000% | $34504.77          | $33132.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $519490.99         | $506706.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAP0452 | 2027-07-01      | 3.0000%  | 0.0000% | $29691.66          | $29304.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  | 0.0000% | $1002655.20        | $832775.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  | 0.0000% | $297640.01         | $314723.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP7534 | 2027-09-01      | 2.5000%  | 0.0000% | $14171.23          | $13907.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $101022.58         | $98593.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $1195020.11        | $1081075.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $19127.00          | $18554.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  | 0.0000% | $89182.41          | $79604.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $14444.35          | $12314.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7288 | 2053-03-01      | 4.5000%  | 0.0000% | $819762.04         | $776237.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $583345.76         | $567371.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFS7976 | 2054-02-01      | 7.5000%  | 0.0000% | $3230283.92        | $3491522.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTFS6985 | 2042-12-01      | 4.0000%  | 0.0000% | $85425.19          | $80440.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  | 0.0000% | $378166.85         | $378008.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | 0.0000% | $21291.13          | $21285.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  | 0.0000% | $54487.44          | $55824.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4764 | 2052-02-01      | 2.5000%  | 0.0000% | $411488.10         | $340453.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $2408361.35        | $2447869.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $164667.42         | $156585.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | 0.0000% | $8162606.93        | $7991443.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  | 0.0000% | $22436.92          | $23219.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC5122 | 2039-10-01      | 6.0000%  | 0.0000% | $19849.29          | $20399.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  | 0.0000% | $22112.90          | $22809.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC3020 | 2039-09-01      | 4.5000%  | 0.0000% | $73956.75          | $72837.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  | 0.0000% | $23565.28          | $23671.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5736 | 2050-12-01      | 4.0000%  | 0.0000% | $33226.96          | $30866.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $89205.13          | $73825.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $209117.08         | $193153.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM3595 | 2040-06-01      | 3.0000%  | 0.0000% | $34857.84          | $32507.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3576 | 2050-06-01      | 2.5000%  | 0.0000% | $41633.60          | $34428.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $998786.52         | $920670.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3666 | 2026-10-01      | 3.0000%  | 0.0000% | $10101.44          | $10005.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $15707.75          | $12935.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $55.62             | $53.34             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $7600000.00        | $6686811.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $165009.49         | $154655.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $4350.38           | $4167.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB3320 | 2039-11-01      | 7.0000%  | 0.0000% | $6085.84           | $6385.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $967669.38         | $950629.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  | 0.0000% | $38898.12          | $39690.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH0794 | 2047-04-01      | 3.5000%  | 0.0000% | $42187.68          | $38415.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $134511.13         | $105757.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  | 0.0000% | $11265.27          | $9964.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | 0.0000% | $15265.89          | $14145.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $1211953.78        | $1073437.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $28005.95          | $25639.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0572 | 2055-01-01      | 5.0000%  | 0.0000% | $42371.72          | $41307.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6925 | 2055-04-01      | 6.5000%  | 0.0000% | $149017.00         | $156022.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9092 | 2050-09-01      | 3.5000%  | 0.0000% | $966125.62         | $878932.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8834 | 2055-03-01      | 5.5000%  | 0.0000% | $326398.73         | $325458.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  | 0.0000% | $1727992.15        | $1796004.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  | 0.0000% | $430818.72         | $439199.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  | 0.0000% | $108104.39         | $89170.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8144 | 2055-05-01      | 5.5000%  | 0.0000% | $405553.60         | $402896.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $138150.79         | $137423.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  | 0.0000% | $90686.80          | $79308.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $8682.35           | $7326.43           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5616 | 2053-01-01      | 6.0000%  | 0.0000% | $4007615.98        | $4081409.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $33377.76          | $31167.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  | 0.0000% | $1904769.00        | $2010200.08        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  | 0.0000% | $40712.78          | $39390.80          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM5292 | 2032-06-01      | 3.2180%  | 0.0000% | $66506.07          | $62900.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $6143059.75        | $4816024.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $123525.31         | $109517.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $23827713.46       | $23174709.68       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $1273491.48        | $1196938.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3219 | 2052-02-01      | 2.0000%  | 0.0000% | $22422.17          | $17805.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $1260.24           | $1229.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $62858.38          | $52123.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $260476.95         | $239613.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664 | 2051-02-01      | 2.0000%  | 0.0000% | $92794.32          | $73272.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $21976.31          | $18138.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3167 | 2051-11-01      | 3.0000%  | 0.0000% | $78971.66          | $67893.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA8994 | 2051-02-01      | 4.0000%  | 0.0000% | $724233.82         | $672702.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $1480001.72        | $1431765.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  | 0.0000% | $22760024.80       | $22136304.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $48326.43          | $43333.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  | 0.0000% | $3650352.33        | $2866370.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  | 0.0000% | $154980.77         | $128715.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $164539.64         | $140367.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  | 0.0000% | $20704.69          | $18376.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $20440.31          | $19723.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $239566.83         | $213460.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $3802502.83        | $3798603.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0590 | 2051-06-01      | 3.0000%  | 0.0000% | $34466.84          | $29854.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4554 | 2055-04-01      | 6.5000%  | 0.0000% | $103709.00         | $108381.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $74382.90          | $78325.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  | 0.0000% | $821450.63         | $834782.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1943 | 2055-02-01      | 5.5000%  | 0.0000% | $806931.36         | $806045.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1096 | 2055-04-01      | 6.0000%  | 0.0000% | $311205.62         | $317482.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  | 0.0000% | $407380.96         | $422609.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6933 | 2055-05-01      | 6.0000%  | 0.0000% | $457542.80         | $472436.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6934 | 2055-04-01      | 6.5000%  | 0.0000% | $102742.60         | $107328.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8127 | 2055-05-01      | 5.5000%  | 0.0000% | $632566.60         | $631872.39         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $138.00            | $141.06            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $15.60             | $16.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $26691.94          | $21884.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1654 | 2051-09-01      | 2.0000%  | 0.0000% | $664304.69         | $524297.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1312 | 2051-08-01      | 2.5000%  | 0.0000% | $23639743.41       | $19530255.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $1483.34           | $1221.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  | 0.0000% | $49114.63          | $42025.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $48179.70          | $39804.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0906 | 2051-06-01      | 2.5000%  | 0.0000% | $36795014.81       | $30299844.33       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0355 | 2051-05-01      | 2.5000%  | 0.0000% | $18852730.96       | $15572447.94       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0838 | 2046-06-01      | 2.5000%  | 0.0000% | $23615.23          | $19756.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA9440 | 2036-03-01      | 2.5000%  | 0.0000% | $56298.95          | $52416.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | 0.0000% | $347226.30         | $271664.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $1065467.78        | $838805.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  | 0.0000% | $8312336.17        | $6545425.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $51403.56          | $40502.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $4944919.91        | $3895420.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $92342.79          | $83518.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $4286104.98        | $3377185.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | 0.0000% | $6900629.43        | $5418147.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  | 0.0000% | $679253.00         | $713073.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4656 | 2055-03-01      | 5.5000%  | 0.0000% | $651134.71         | $648068.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD4555 | 2055-04-01      | 7.0000%  | 0.0000% | $84150.80          | $89385.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4553 | 2055-04-01      | 6.5000%  | 0.0000% | $93045.00          | $97321.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4552 | 2055-04-01      | 6.0000%  | 0.0000% | $76883.60          | $79229.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD4056 | 2055-03-01      | 4.5000%  | 0.0000% | $623707.29         | $589621.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  | 0.0000% | $302735.57         | $313796.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3421 | 2055-03-01      | 6.5000%  | 0.0000% | $199.63            | $207.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2449 | 2055-02-01      | 5.5000%  | 0.0000% | $700638.66         | $700213.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2281 | 2055-02-01      | 5.5000%  | 0.0000% | $562460.99         | $560832.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  | 0.0000% | $443062.92         | $450293.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $4111763.79        | $4084834.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | 0.0000% | $283869.51         | $307094.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1760 | 2054-10-01      | 5.5000%  | 0.0000% | $412748.20         | $412707.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $62782.53          | $66177.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $204887.56         | $210239.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $269182.11         | $284985.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $990105.05         | $1005054.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $4704541.91        | $3717774.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $31373.32          | $24714.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $6688455.77        | $5270022.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $1349221.34        | $1057757.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $13643204.06       | $11444300.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $2377967.64        | $1866545.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $152230.47         | $125567.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $5516446.89        | $4550235.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  | 0.0000% | $1228509.05        | $1223803.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  | 0.0000% | $70942.78          | $56235.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $818130.91         | $736829.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  | 0.0000% | $25595.88          | $23659.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | 0.0000% | $106.55            | $94.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  | 0.0000% | $45814.39          | $41555.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  | 0.0000% | $32915.10          | $31514.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $1155669.30        | $1081512.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $3589809.93        | $3354595.61        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 7.2050%  | 0.0000% | $196.35            | $202.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $70040.60          | $61570.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $34532.80          | $32309.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $202023.54         | $216095.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  | 0.0000% | $1934.68           | $1812.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $30127.88          | $27555.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $105385.08         | $107013.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  | 0.0000% | $17158.03          | $16816.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $1744714.23        | $1745226.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  | 0.0000% | $775534.10         | $820732.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  | 0.0000% | $126302.11         | $129206.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0044 | 2052-07-01      | 5.0000%  | 0.0000% | $656.84            | $639.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $27539.17          | $21746.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU2599 | 2052-01-01      | 2.5000%  | 0.0000% | $1465.98           | $1211.00           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $300506.80         | $291296.18         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $200.00            | $203.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | 0.0000% | $55256.24          | $45421.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $2814728.84        | $2205816.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  | 0.0000% | $56141.76          | $44409.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  | 0.0000% | $22342.39          | $20066.41          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9020%  | 0.0000% | $1127403.69        | $1134210.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8680 | 2055-03-01      | 6.0000%  | 0.0000% | $34349.58          | $35142.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX8621 | 2055-03-01      | 6.0000%  | 0.0000% | $752505.08         | $768882.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7217 | 2055-01-01      | 6.5000%  | 0.0000% | $203480.53         | $211859.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  | 0.0000% | $795724.86         | $834665.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  | 0.0000% | $421296.01         | $436573.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $2381.68           | $2511.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA8791 | 2050-04-01      | 3.5000%  | 0.0000% | $61765.83          | $55780.75          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $272.96            | $248.55            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $18543.33          | $17836.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $64834.24          | $67580.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $1971258.14        | $1963648.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $244162.55         | $180124.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $129974.63         | $101768.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $367714.87         | $369795.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $32640.15          | $30361.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $129690.09         | $106819.23         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  | 0.0000% | $21403.90          | $20634.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $1384334.30        | $1412597.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  | 0.0000% | $88829.12          | $70706.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $1093511.02        | $947816.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $64384.81          | $55833.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9438 | 2053-07-01      | 5.5000%  | 0.0000% | $1029380.02        | $1028330.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $556130.90         | $554079.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $631499.52         | $628374.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $1216182.35        | $1243313.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $789722.16         | $753764.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA5949 | 2052-05-01      | 4.0000%  | 0.0000% | $391755.56         | $363536.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  | 0.0000% | $101296.07         | $84109.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  | 0.0000% | $56915.08          | $50540.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ4700 | 2054-09-01      | 6.5000%  | 0.0000% | $28373.93          | $29457.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5349 | 2054-10-01      | 5.5000%  | 0.0000% | $2151097.45        | $2155510.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  | 0.0000% | $1161239.56        | $1074086.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | 0.0000% | $7859.99           | $7288.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  | 0.0000% | $179757.15         | $153193.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | 0.0000% | $11666.17          | $9948.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3101 | 2052-03-01      | 2.0000%  | 0.0000% | $27987.64          | $22121.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $19992.46          | $17171.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $21350.83          | $18207.72          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0834%  | 0.0000% | $2000000.00        | $1711959.94        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5316%  | 0.0000% | $600000.00         | $508665.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2449%  | 0.0000% | $495660.00         | $419681.72         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6899%  | 0.0000% | $450000.00         | $371168.28         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $37494.68          | $33543.94          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $399.60            | $370.15            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5937%  | 0.0000% | $791435.44         | $745190.77         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $1000000.00        | $839852.08         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $18785.07          | $18491.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  | 0.0000% | $14514.35          | $12377.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $3878954.80        | $3878347.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  | 0.0000% | $73880.51          | $77021.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  | 0.0000% | $33237.61          | $33974.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902653 | 2036-11-01      | 6.0000%  | 0.0000% | $14063.05          | $14381.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $266422.25         | $245096.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $73778.62          | $62908.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4298 | 2036-03-01      | 2.5000%  | 0.0000% | $886228.03         | $820348.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $57965.88          | $50348.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $72352.68          | $59657.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $1253581.76        | $1034841.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $48568.61          | $43656.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $126694.46         | $114610.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $85953.00          | $67112.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $214956.10         | $195205.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $46973.53          | $45007.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $293085.71         | $276796.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $122550.76         | $124460.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC8580 | 2040-01-01      | 6.0000%  | 0.0000% | $9584.15           | $9774.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  | 0.0000% | $37630.48          | $38216.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $200771.93         | $210010.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9842 | 2054-01-01      | 6.5000%  | 0.0000% | $2482559.51        | $2619897.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8780 | 2050-07-01      | 3.0000%  | 0.0000% | $229155.43         | $199828.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  | 0.0000% | $501151.91         | $487530.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  | 0.0000% | $115308.47         | $94408.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5524 | 2055-02-01      | 6.0000%  | 0.0000% | $217314.92         | $222204.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  | 0.0000% | $46077.57          | $46749.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  | 0.0000% | $22858.67          | $23313.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  | 0.0000% | $34102.79          | $34634.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD5214 | 2040-06-01      | 4.5000%  | 0.0000% | $24169.58          | $23612.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  | 0.0000% | $38425.55          | $39024.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  | 0.0000% | $1837665.02        | $1880062.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $12715.55          | $13479.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  | 0.0000% | $294547.51         | $300845.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5023 | 2040-08-01      | 5.5000%  | 0.0000% | $13241.78          | $13306.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  | 0.0000% | $37489.54          | $37866.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  | 0.0000% | $26652.73          | $27402.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  | 0.0000% | $1371868.82        | $1366257.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $1008889.64        | $982249.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5294 | 2052-11-01      | 5.5000%  | 0.0000% | $37163.94          | $37160.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $933.69            | $894.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  | 0.0000% | $37842.74          | $38502.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE4835 | 2040-10-01      | 6.0000%  | 0.0000% | $9720.18           | $9976.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  | 0.0000% | $609627.28         | $585705.51         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $894505.20         | $816669.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  | 0.0000% | $23193.73          | $23935.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1533 | 2052-04-01      | 3.0000%  | 0.0000% | $291692.29         | $251153.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $5794.71           | $5064.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $643701.04         | $657872.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $514143.62         | $505090.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $48497.44          | $38213.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6646 | 2047-05-01      | 3.0000%  | 0.0000% | $43206.54          | $37968.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $201384.89         | $186340.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $143569.95         | $118198.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $577789.76         | $563541.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3124 | 2052-03-01      | 3.5000%  | 0.0000% | $4669880.72        | $4196380.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $615257.92         | $577384.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  | 0.0000% | $128571.73         | $106217.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $34573.87          | $31804.58          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $217283.12         | $199051.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9173 | 2051-02-01      | 2.0000%  | 0.0000% | $10676771.91       | $8406592.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  | 0.0000% | $714945.49         | $663503.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $15137878.10       | $14820448.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $39729.41          | $39824.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $121042.06         | $99160.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN4824 | 2036-01-01      | 2.0000%  | 0.0000% | $23877.33          | $21803.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $243808.42         | $216930.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $4336523.41        | $4337497.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $369596.72         | $360026.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3480 | 2050-06-01      | 2.5000%  | 0.0000% | $68570.78          | $56664.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $558284.96         | $578776.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  | 0.0000% | $43832.71          | $43329.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $38963.78          | $36162.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $19667668.98       | $19571131.33       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.7920%  | 0.0000% | $23.56             | $24.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  | 0.0000% | $330221.70         | $307453.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  | 0.0000% | $43045.28          | $33995.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  | 0.0000% | $29733.56          | $30197.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $518991.84         | $531818.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $48670.07          | $45351.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $509330.94         | $453065.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  | 0.0000% | $44759.79          | $46272.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  | 0.0000% | $40578.80          | $41211.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  | 0.0000% | $27375.11          | $28187.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $568190.75         | $522678.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $163058.24         | $172278.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2092 | 2051-11-01      | 2.5000%  | 0.0000% | $16293.51          | $13297.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3367 | 2040-05-01      | 6.0000%  | 0.0000% | $17083.36          | $17485.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB1222 | 2040-07-01      | 4.5000%  | 0.0000% | $26273.43          | $25881.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD4220 | 2040-08-01      | 5.5000%  | 0.0000% | $7312.34           | $7389.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  | 0.0000% | $61152.02          | $64207.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $4404006.32        | $3626918.92        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  | 0.0000% | $92558.32          | $89576.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $185896.35         | $145427.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $1110119.85        | $905472.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $1165868.37        | $1159350.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $2324.76           | $2033.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $1288201.06        | $1376401.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $163634.67         | $171900.53         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  | 0.0000% | $360000.00         | $329990.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $672283.92         | $619702.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  | 0.0000% | $31310.91          | $29175.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $206712.38         | $187298.25         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  | 0.0000% | $361162.25         | $331694.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  | 0.0000% | $42412.27          | $35317.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9032 | 2051-02-01      | 2.0000%  | 0.0000% | $3073598.86        | $2420069.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0505 | 2051-05-01      | 2.5000%  | 0.0000% | $182384.08         | $151295.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $1216844.68        | $1089894.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $2781438.27        | $2774972.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $1588524.27        | $1547981.60        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  | 0.0000% | $46691.22          | $43633.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $109337.62         | $102082.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $4708739.05        | $4293614.00        | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-06-06

**By:** Aaron J. Masek

**Name of Signing Officer:** Aaron J. Masek

**Title of Signing Officer:** Treasurer